Title
Modified Defect Correction Algorithms for ODEs. Part I: General Theory
Abstract
The well-known method of Iterated Defect Correction (IDeC) is based on the following idea: Compute a simple, basic approximation and form its defect w.r.t. the given ODE via a piecewise interpolant. This defect is used to define an auxiliary, neighboring problem whose exact solution is known. Solving the neighboring problem with the basic discretization scheme yields a global error estimate. This can be used to construct an improved approximation, and the procedure can be iterated. The fixed point of such an iterative process corresponds to a certain collocation solution. We present a variety of modifications to this algorithm. Some of these have been proposed only recently, and together they form a family of iterative techniques, each with its particular advantages. These modifications are based on techniques like defect quadrature (IQDeC), defect interpolation (IPDeC), and combinations thereof. We investigate the convergence on locally equidistant and nonequidistant grids and show how superconvergent approximations can be obtained. Numerical examples illustrate our considerations. The application to stiff initial value problems will be discussed in Part II of this paper.
Year
DOI
Venue
2004
10.1023/B:NUMA.0000033129.73715.7f
Numerical Algorithms
Keywords
Field
DocType
defect correction,initial value problems
Discretization,Mathematical optimization,Iterative and incremental development,Mathematical analysis,Interpolation,Superconvergence,Algorithm,Initial value problem,Iterated function,Ode,Mathematics,Piecewise
Journal
Volume
Issue
ISSN
36
2
1572-9265
Citations 
PageRank 
References 
8
1.84
5
Authors
4
Name
Order
Citations
PageRank
W. Auzinger1278.28
H. Hofstätter2143.02
Wolfgang Kreuzer3175.02
Ewa Weinmüller411824.75