Collocation method: Difference between revisions

Revision as of 17:04, 28 March 2015

Revision as of 17:05, 28 March 2015

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The [[Gauss–Legendre method]]s uses the points of [[Gauss–Legendre quadrature]] as collocation points. The Gauss–Legendre method based on ''s'' points has order 2''s''.<ref>{{harvnb|Iserles|1996|pp=47}}</ref> All Gauss–Legendre methods are [[A-stability|A-stable]].<ref>{{harvnb|Iserles|1996|pp=63}}</ref>

In fact, one can show that the order of a collocation method corresponds to the order of the quadrature rule that one would beget implied byusing the vector <math>c =collocation (c_1,points ...,as c_n)</math>weights.

== Notes ==