Deferred correction methods for ordinary differential equations
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Publication:2189665
Extrapolation to the limit, deferred corrections (65B05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Parallel numerical computation (65Y05)
This is a survey article discussing four well-known classes of deferred correction methods for solving initial-value problems, viz., the classical methods of Zadunaisky, Stetter and Dutt, Greengard and Rokhlin, spectral deferred correction, and integral deferred correction. A unified notation is employed to review the theoretical foundations. This includes the choice of quadrature nodes, interpolants, and combinations of discretization methods. Further, an analysis of task parallelization is presented. This shows how integration methods based on deferred correction can be effective solvers. Numerical experiments on a variety of examples illustrate the order of accuracy and effectiveness of deferred correction methods in different situations.
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