A posteriori Error Estimation for the Spectral Deferred Correction Method

Abstract

The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order approximation. In this paper we consider adjoint-based a posteriori analysis to estimate the error in a quantity of interest of the solution. This error formula is derived by first developing a nodally equivalent finite element method to the spectral deferred correction method. The error formula is then split into various terms, each of which characterizes a different component of the error. These components may be used to determine the optimal strategy for changing the method parameters to best improve the error.