B-convergence properties of defect correction methods. I, II

DOI10.1007/BF01389621MaRDI QIDQ1089752zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1986

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133105

zbMATH Keywords

B-convergenceglobal error boundsimplicit Euler schemeimplicit midpoint ruleiterated defect correction algorithmsnonlinear stiff problemsnumerical experimentsorder reductionorders of convergenceRunge-Kutta-methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

The authors investigate the B-convergence properties, i.e. the existence of global error bounds for nonlinear stiff problems independent of their stiffness, for two versions of iterated defect correction algorithms which are based on the implicit Euler scheme and the implicit midpoint rule, respectively. It turns out that under suitable hypotheses there are no order reduction phenomena, i.e. the orders of B-convergence coincide - in contrast to the usual results on B-convergence of Runge-Kutta-methods - with the conventional orders of convergence. There is a report on numerical experiments with a system of order two.

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Cites work

• A stability property of implicit Runge-Kutta methods
• B-convergence of the implicit midpoint rule and the trapezoidal rule
• Discrete Newton methods and iterated defect corrections
• scientific article; zbMATH DE number 3434988 (Why is no real title available?)
• scientific article; zbMATH DE number 3439855 (Why is no real title available?)
• Implementation of defect correction methods for stiff differential equations
• Iterated defect correction for the efficient solution of stiff systems of ordinary differential equations
• On the implementation of implicit Runge-Kutta methods
• OnA-stable implicit Runge-Kutta methods
• Order Results for Implicit Runge–Kutta Methods Applied to Stiff Systems
• Stability Criteria for Implicit Runge–Kutta Methods
• Stability Properties of Implicit Runge–Kutta Methods
• The Concept of B-Convergence

Cited in

(10)

• B-convergence: A survey
• Asymptotic error expansions for stiff equations: Applications
• Higher-order additive Runge-Kutta schemes for ordinary differential equations
• Convergence behaviour of defect correction for hyperbolic equations
• Modified defect correction algorithms for ODEs. II: Stiff initial value problems
• An error analysis of iterated defect correction methods for linear differential-algebraic equations
• scientific article; zbMATH DE number 3881803 (Why is no real title available?)
• scientific article; zbMATH DE number 4145250 (Why is no real title available?)
• Convergence Analysis of the Defect-Correction Iteration for Hyperbolic Problems
• Stability and B-convergence of general linear methods

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