Spectral Deferred Correction Methods for Ordinary Differential Equations

Abstract

We introduce a new class of methods for the Cauchy problem for ordinary differential equations (ODEs). We begin by converting the original ODE into the corresponding Picard equation and apply a deferred correction procedure in the integral formulation, driven by either the explicit or the implicit Euler marching scheme. The approach results in algorithms of essentially arbitrary order accuracy for both non-stiff and stiff problems; their performance is illustrated with several numerical examples. For non-stiff problems, the stability behavior of the obtained explicit schemes is very satisfactory and algorithms with orders between 8 and 20 should be competitive with the best existing ones. In our preliminary experiments with stiff problems, a simple adaptive implementation of the method demonstrates performance comparable to that of a state-of-the-art extrapolation code (at least, at moderate to high precision). Deferred correction approach based on the Picard equation appears to be a promising candidate for further investigation.

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Document Details

Document Type
Technical Report
Publication Date
Jan 30, 1998
Accession Number
ADA337779

Entities

People

  • Alok Dutt
  • Leslie Greengard
  • Vladimir Rokhlin, Jr.

Organizations

  • Yale University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Boundaries
  • Cauchy Problem
  • Computer Science
  • Differential Equations
  • Equations
  • Extrapolation
  • Integral Equations
  • Integrals
  • Interpolation
  • New York
  • Numerical Analysis
  • Precision
  • Runge Kutta Method
  • Test And Evaluation
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)