Error estimates of the integral deferred correction method for stiff problems

DOI10.1051/M2AN/2015072MaRDI QIDQ2820346zbMATH OpenOpenAlexFDO

Authors Sebastiano Boscarino, Jing-Mei Qiu

Publication date 15 September 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.3574

zbMATH Keywords

differential algebraic systemintegral deferred correction methodsingular perturbation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Extrapolation to the limit, deferred corrections (65B05) Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of singularly perturbed problems involving ordinary differential equations (65L11) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: In this paper, we present error estimates of the integral deferred correction method constructed with stiffly accurate implicit Runge-Kutta methods with a nonsingular matrix $A$ in its Butcher table representation, when applied to stiff problems characterized by a small positive parameter $varepsilon$. In our error estimates, we expand the global error in powers of $varepsilon$ and show that the coefficients are global errors of the integral deferred correction method applied to a sequence of differential algebraic systems. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical results for the van der Pol equation are presented {to} illustrate our theoretical findings. Finally, we study the linear stability properties of these methods.

Review text

The article is concerned with deferred correction methods constructed with stiffly accurate Runge-Kutta schemes for singularly perturbed initial value problems. The deferred correction scheme is based on an integral formulation of the respective error equations, taking advantage of ``good quadrature rules. The main contribution of the paper is a convergence and stability analysis of these methods, mainly based on an asymptotic expansion in powers of the perturbation parameter. Numerical experiments for the van der Pol equation illustrate the results.

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Cites work

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• scientific article; zbMATH DE number 3867259 (Why is no real title available?)
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Cited in

(16)

• Deferred correction methods for ordinary differential equations
• Comments on high-order integrators embedded within integral deferred correction methods
• A numerical framework for integrating deferred correction methods to solve high order collocation formulations of ODEs
• Accelerating the convergence of spectral deferred correction methods
• Economical error estimates for block implicit methods for ODEs via deferred correction.
• Implications of the choice of quadrature nodes for Picard integral deferred corrections methods for ordinary differential equations
• Error Analysis of IMEX Runge–Kutta Methods Derived from Differential-Algebraic Systems
• scientific article; zbMATH DE number 3976237 (Why is no real title available?)
• scientific article; zbMATH DE number 1183081 (Why is no real title available?)
• Implicit-explicit integral deferred correction methods for stiff problems
• scientific article; zbMATH DE number 3997059 (Why is no real title available?)
• Asymptotic Preserving Spectral Deferred Correction Methods for Hyperbolic Systems with Relaxation
• Semi-Implicit Spectral Deferred Correction Methods Based on Second-Order Time Integration Schemes for Nonlinear Pdes
• A new efficient explicit deferred correction framework: analysis and applications to hyperbolic PDEs and adaptivity
• Algorithms of very high space-time orders of accuracy for hyperbolic equations in the semidiscrete WENO-DeC framework
• Asymptotic preserving semi-implicit scheme for the shallow water equations with non-flat bottom topography and Manning friction term

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