Deferred Correction Methods for Initial Boundary Value Problems

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.