On the order of deferred correction

  • Authors:
  • Anders C. Hansen;John Strain

  • Affiliations:
  • Department of Applied Mathematics and Theoretical Physics, University of Cambridge, United Kingdom;Department of Mathematics, University of California, Berkeley, United States

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2011

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Abstract

New deferred correction methods for the numerical solution of initial value problems in ordinary differential equations have recently been introduced by Dutt, Greengard and Rokhlin. A convergence proof is presented for these methods, based on the abstract Stetter-Lindberg-Skeel framework and Spijker-type norms. It is shown that p corrections of an order-r one-step solver yield order-r(p+1) accuracy.