ITERATED DEFECT CORRECTION FOR THE SOLUTION OF SINGULAR INITIAL VALUE PROBLEMS.

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Bibliographic Details
Title: ITERATED DEFECT CORRECTION FOR THE SOLUTION OF SINGULAR INITIAL VALUE PROBLEMS.
Authors: Koch, Othmar1 othmar@fsmat.htu.tuwien.ac.at, Weinmüller, Ewa B.1 e.weinmueller@tuwien.ac.at
Source: SIAM Journal on Numerical Analysis. 2001, Vol. 38 Issue 6, p1784-1799. 16p.
Subjects: Defect correction methods (Numerical analysis), Iterative methods (Mathematics), Stochastic convergence, Euler's numbers, Differential equations, Initial value problems, Approximation theory
Abstract: We investigate the convergence properties of the iterated defect correction (IDeC) method based on the implicit Euler rule for the solution of singular initial value problems with a singularity of the first kind. We show that the method retains its classical order of convergence, which means that the sequence of approximations obtained during the iteration shows gradually growing order of convergence limited by the smoothness of the data and technical details of the procedure. [ABSTRACT FROM AUTHOR]
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Database: Engineering Source
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