Arbitrary order A-stable methods for ordinary differential equations via deferred correction

29 Apr 2020 Koyaguerebo-Imé Saint-Cyr E. R. Bourgault Yves

TThis paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme is A-stable and that the correction on a scheme DC(2j) (of order 2j of accuracy) leads to a scheme DC(2j+2) (of order 2j+2)... (read more)

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  • NUMERICAL ANALYSIS
  • NUMERICAL ANALYSIS