Deferred Correction Methods for Initial Boundary Value Problems

Authors:
Wendy Kress;Bertil Gustafsson
Affiliations:
Department of Scientific Computing, Uppsala University, Uppsala, Sweden;Department of Scientific Computing, Uppsala University, Uppsala, Sweden. Bertil@tdb.uu.se
Venue:
Journal of Scientific Computing
Year:
2002

Citing 3
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Abstract

In this paper, we consider the deferred correction principle for initial boundary value problems. The method will here be applied to the discretization in time. We obtain a method of even order p by applying the implicit midpoint rule p/2 times in each time step. For the space discretization we will use a compact implicit difference scheme. We derive error estimates for the case of time dependent coefficients and present numerical experiments confirming the theoretical analysis.