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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 M≥1 and suppose the hypotheses of that theorem and Small-step collocation maps are Lipschitz stable hold uniformly on a fixed interval [0,T]. Starting with the exact initial value and using the M-node Gauss collocation endpoint map on a uniform mesh, the maximum grid error is O(h2M) as h=T/N↓0.

Facts & Assumptions

Given: The exact IVP solution, a uniform mesh, the M-node Gauss collocation endpoint map, and the common-tube and branch hypotheses.

[F1]

M-node Gauss collocation has local defect order 2M: the exact-start defect is uniformly O(h2M+1).

[F2]

Small-step collocation maps are Lipschitz stable: for sufficiently small h, the endpoint map has a uniform Lipschitz bound 1+L0h.

[F3]

Global error from uniform one-step defect and stability: a uniform exact-start O(hp+1) defect and (1+L0h) stability on a fixed interval imply global error O(hp) from exact initial data.

[A1]

The exact solution, numerical grid states, stages and comparison segments remain in the common tube on every mesh step.

Proof

1.1A1F1F3

By [F1], for a constant independent of the mesh and step index, ∥Ψh,n(y(tn))−y(tn+1)∥2≤Ch2M+1. This is the local-defect hypothesis of [F3] with p=2M.

2.1A1F2F3step 1.1∎

By [F2] the stability premise of [F3] holds uniformly; the starting value is exact. Applying [F3] with p=2M gives max⁡n∥yn−y(tn)∥2=O(h2M).

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