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M-node Gauss collocation has global order 2M
Statement
Assume Countable Choice as required by M-node Gauss collocation has local defect order 2M. Let and suppose the hypotheses of that theorem and Small-step collocation maps are Lipschitz stable hold uniformly on a fixed interval . Starting with the exact initial value and using the -node Gauss collocation endpoint map on a uniform mesh, the maximum grid error is as .
Facts & Assumptions
Given: The exact IVP solution, a uniform mesh, the -node Gauss collocation endpoint map, and the common-tube and branch hypotheses.
M-node Gauss collocation has local defect order 2M: the exact-start defect is uniformly .
Small-step collocation maps are Lipschitz stable: for sufficiently small , the endpoint map has a uniform Lipschitz bound .
Global error from uniform one-step defect and stability: a uniform exact-start defect and stability on a fixed interval imply global error from exact initial data.
The exact solution, numerical grid states, stages and comparison segments remain in the common tube on every mesh step.
Proof
By [F1], for a constant independent of the mesh and step index, . This is the local-defect hypothesis of [F3] with .
By [F2] the stability premise of [F3] holds uniformly; the starting value is exact. Applying [F3] with gives .
Depends on
Used by
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Sources
- Ernst Hairer, Syvert P. Nørsett, and Gerhard Wanner, Solving Ordinary Differential Equations I, 2nd ed., Chapter II §II.7, Theorems 7.9–7.10 (standard reference, not scraped)
- Ernst Hairer and Gerhard Wanner, Introduction à l’Analyse Numérique, Chapter III: Équations Différentielles Ordinaires (standard reference, not scraped)