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Superconvergence for multistep collocation. (English) Zbl 0658.65063
In a k-step collocation method for \(y'=f(x,y)\), \(y(x_ 0)=y_ 0\), the collocation polynomial for a subinterval \([x_ n,x_{n+1}]\) (given by two consecutive mesh points) is generated by also using previously computer approximations at the mesh points \(x_{n-k+1},...,x_ n\). This paper is concerned with the question of the attainable order p of k-step collocation methods using m distinct collocation points in each subinterval \([x_ n,x_{n+1}]:\) one has \(p=2m+k-1\), and it is shown that there exist \(\left( \begin{matrix} m+k-1\\ k-1\end{matrix} \right)\) different sets of “multistep Gaussian” collocation points for which this order is obtained. These sets are given explicit for \(m=2,3\), and \(k=1,2,3\). Forthcoming papers will deal with error estimation techniques and stability properties (for variable stepsize) of such multistep collocation methods.
Reviewer: H.Brunner

65L05 Numerical methods for initial value problems
34A34 Nonlinear ordinary differential equations and systems, general theory
Full Text: DOI
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