Superconvergent Interpolants for the Collocation Solution of Boundary Value Ordinary Differential Equations

• Published in: SIAM journal on scientific computing 1999, Vol.21 (1), p.227-254
• Main Authors: Enright, W. H., Muir, P. H.
• Format: Article
• Language: English
• Subjects: Approximation; Boundary conditions; Ordinary differential equations
• ISSN: 1064-8275; 1095-7197
• DOI: 10.1137/S1064827597329114

A long-standing open question associated with the use of collocation methods for boundary value ordinary differential equations is concerned with the development of a high order continuous solution approximation to augment the high order discrete solution approximation, obtained at the mesh points which subdivide the problem interval. It is well known that the use of collocation at Gauss points leads to solution approximations at the mesh points for which the global error is O(h2k), where k is the number of collocation points used per subinterval and h is the subinterval size. This discrete solution is said to be superconvergent. The collocation solution also yields a C0 continuous solution approximation that has a global error of O(hk+1). In this paper, we show how to efficiently augment the superconvergent discrete collocation solution to obtain C1 continuous "superconvergent" interpolants whose global errors are O(h2k). The key ideas are to use the theoretical framework of continuous Runge--Kutta schemes and to augment the collocation solution with inexpensive monoimplicit Runge--Kutta stages. Specific schemes are derived for k = 1, 2, 3, and 4. Numerical results are provided to support the theoretical analysis.