Error estimates for deferred correction methods in time (Q870308)

Deferred correction methods are very useful for the numerical solution of systems of ordinary differential equations or also can be used for the space discretization of partial differential equations that lead to a system of ordinary differential equations. The proposed method yields an arbitrarily high order accurate solution. There are a lot of problems where fourth order explicit deferred methods are sufficient but in some cases the geometry constrains the space step in such a way that explicit methods require very small time steps due to the CFL condition. That is why implicit methods with better stability properties need to be considered. They can be applied for Maxwell's equations, the wave equation, Navier-Stokes equations. The author presents a \(p\)-th order accurate method that is unconditionally stable. Moreover special attention is dedicated to boundary conditions. A suitable treatment for a boundary condition approximation is presented to retain high order accuracy in time. The deferred correction scheme based on the implicit midpoint rule (IMR) as well as on the backward differentiation formulae (BDF) is investigated. First error estimates for the IMR scheme for matrices with time independent coefficients are derived, then similar results are obtained also for time dependent cases, and for the scheme based on BDF method. All results hold for a large class of problems. Finally several numerical experiments are presented to support the theoretical results.