Iterated defect correction for the solution of singular initial value problems

Citation
O. Koch et Eb. Weinmuller, Iterated defect correction for the solution of singular initial value problems, SIAM J NUM, 38(6), 2001, pp. 1784-1799
Citations number
39
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
38
Issue
6
Year of publication
2001
Pages
1784 - 1799
Database
ISI
SICI code
0036-1429(20010208)38:6<1784:IDCFTS>2.0.ZU;2-C
Abstract
We investigate the convergence properties of the iterated defect correction (IDeC) method based on the implicit Euler rule for the solution of singula r initial value problems with a singularity of the first kind. We show that the method retains its classical order of convergence, which means that th e sequence of approximations obtained during the iteration shows gradually growing order of convergence limited by the smoothness of the data and tech nical details of the procedure.