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A stage residual tolerance preserves collocation order
Statement
Fix nodes and an integer . On a fixed interval use exact collocation stages and the collocation endpoint map of Collocation tableau from distinct quadrature nodes. Assume the hypotheses of Contraction and residual error bound for the SDC sweep hold uniformly, with contraction constants , the common field Lipschitz constant is , and all exact and approximate stages and grid states stay in one compact tube. Assume also that the hypotheses of M-node collocation has local defect order M and Small-step collocation maps are Lipschitz stable hold uniformly at all mesh times for the exact and numerical starting states, including the bounded componentwise smoothness, exact-path derivative bound, and common branch and tube requirements. Let be the collocation stage vector for the numerical start , and suppose the SDC stage vector belongs to its invariant product ball and satisfies Starting from the exact initial value and setting , the inexact method has global error . Thus a fixed residual constant and a stage target preserve any collocation order ; the bound is conditional on the stated local contraction and tube assumptions.
Facts & Assumptions
Given: A uniform mesh , the exact IVP solution, the collocation tableau and branch, and the uniform local-defect and stability hypotheses, and the inexact stage vectors satisfying the Statement.
Contraction and residual error bound for the SDC sweep: for every stage vector in the invariant product ball , ; this estimate does not require to be an iterate.
Collocation tableau from distinct quadrature nodes: the exact collocation endpoint is .
Small-step collocation maps are Lipschitz stable: exact collocation endpoints from two inputs in the tube differ by at most times the input difference, for a uniform .
M-node collocation has local defect order M: the exact-start collocation defect is bounded by uniformly. For and , this is also at most .
Finite geometric error bound from a one-step recurrence: if and , then on the fixed interval.
For every , and lie in the corresponding invariant product ball ; the segments joining corresponding stages lie in the tube, so the state Lipschitz estimate applies componentwise.
Proof
Applying [F1] to the residual inequality in the Statement gives . By [F2], the same-input endpoint difference is where is finite because the tableau has finitely many finite entries.
Let . Insert and subtract the exact collocation output from and the exact-start collocation output. By the triangle inequality, [F3] and [F4], for , where is independent of .
The initial error is zero. Apply [L1] to the recurrence in step 2.1 to obtain . This proves the claimed order and makes no claim for a residual threshold that fails the stated stage target.
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Sources
- Ernst Hairer and Gerhard Wanner, Introduction à l’Analyse Numérique, Chapter III: Équations Différentielles Ordinaires (standard reference, not scraped)
- Mathew F. Causley and David C. Seal, On the convergence of spectral deferred correction methods, Communications in Applied Mathematics and Computational Science 14 (2019), §3 (standard reference, not scraped)