Modified defect correction algorithms for ODEs. Part II: Stiff initial value problems

@article{Auzinger2005ModifiedDC,
  title={Modified defect correction algorithms for ODEs. Part II: Stiff initial value problems},
  author={Winfried Auzinger and Harald Hofst{\"a}tter and Wolfgang Kreuzer and Ewa Weinm{\"u}ller},
  journal={Numerical Algorithms},
  year={2005},
  volume={40},
  pages={285-303}
}
As shown in part I of this paper and references therein, the classical method of Iterated Defect Correction (IDeC) can be modified in several nontrivial ways, extending the flexibility and range of applications of this approach. The essential point is an adequate definition of the defect, resulting in a significantly more robust convergence behavior of the IDeC iteration, in particular, for nonequidistant grids. The present part II is devoted to the efficient high-order integration of stiff… CONTINUE READING