Superconvergent interpolants for Gaussian collocation solutions of mixed order BVODE systems

Abstract

The high quality COLSYS/COLNEW collocation software package is widely used for the numerical solution of boundary value ODEs (BVODEs), often through interfaces to computing environments such as Scilab, R, and Python. The continuous collocation solution returned by the code is much more accurate at a set of mesh points that partition the problem domain than it is elsewhere; the mesh point values are said to be superconvergent. In order to improve the accuracy of the continuous solution approximation at non-mesh points, when the BVODE is expressed in first order system form, an approach based on continuous Runge-Kutta (CRK) methods has been used to obtain a superconvergent interpolant (SCI) across the problem domain. Based on this approach, recent work has seen the development of a new, more efficient version of COLSYS/COLNEW that returns an error controlled SCI. However, most systems of BVODEs include higher derivatives and a feature of COLSYS/COLNEW is that it can directly treat such mixed order BVODE systems, resulting in improved efficiency, continuity of the approximate solution, and user convenience. In this paper we generalize the approach mentioned above for first order systems to obtain SCIs for collocation solutions of mixed order BVODE systems. The main contribution of this paper is the derivation of generalizations of continuous Runge-Kutta-Nyström methods that form the basis for SCIs for this more general problem class. We provide numerical results that (ⅰ) show that the SCIs are much more accurate than the collocation solutions at non-mesh points, (ⅱ) verify the order of accuracy of these SCIs, and (ⅲ) show that the cost of utilizing the SCIs is a small fraction of the cost of computing the collocation solution upon which they are based.

Keywords

• collocation
• runge-kutta methods
• runge-kutta-nyström methods
• boundary value ordinary differential equations
• interpolation