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Deferred Correction Methods for Initial Boundary Value Problems

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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.

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Authors and Affiliations

  1. Department of Scientific Computing, Uppsala University, Uppsala, Sweden

    Wendy Kress & Bertil Gustafsson

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  1. Wendy Kress
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  2. Bertil Gustafsson
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Kress, W., Gustafsson, B. Deferred Correction Methods for Initial Boundary Value Problems. Journal of Scientific Computing 17, 241–251 (2002). https://doi.org/10.1023/A:1015113017248

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