Collocation order theorem

ID: collocation-order-theorem

For distinct collocation nodes, let . If for , and the next moment is nonzero, the associated interpolatory quadrature has order , and the collocation Runge-Kutta method has the same classical order for sufficiently smooth differential equations. Here . Equivalently, if the quadrature is exact through degree but not degree , the method has order . The generic order is at least , Gauss collocation methods reach , and Radau IIA methods reach .

New to topics? Read the docs here!