High-Order Convergence of Spectral Deferred Correction Methods on General Quadrature Nodes

被引:26
|
作者
Tang, Tao [1 ]
Xie, Hehu [2 ]
Yin, Xiaobo [3 ]
机构
[1] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC,NCMIS, Beijing 100190, Peoples R China
[3] Cental China Normal Univ, Sch Math & Stat, Wuhan 430079, Peoples R China
基金
美国国家科学基金会;
关键词
Spectral deferred correction (SDC); Modified SDC; High-order convergence; General quadrature nodes; ORDINARY DIFFERENTIAL-EQUATIONS; INTEGRATORS; CHOICE;
D O I
10.1007/s10915-012-9657-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It has been demonstrated that spectral deferred correction (SDC) methods can achieve arbitrary high order accuracy and possess good stability properties. There have been some recent interests in using high-order Runge-Kutta methods in the prediction and correction steps in the SDC methods, and higher order rate of convergence is obtained provided that the quadrature nodes are uniform. The assumption of the use of uniform mesh has a serious practical drawback as the well-known Runge phenomenon may prevent the use of reasonably large number of quadrature nodes. In this work, we propose a modified SDC methods with high-order integrators which can yield higher convergence rates on both uniform and non-uniform quadrature nodes. The expected high-order of accuracy is theoretically verified and numerically demonstrated.
引用
收藏
页码:1 / 13
页数:13
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