Analysis of a moving collocation method for one-dimensional partial differential equations

Abstract

A moving collocation method has been shown to be very efficient for the adaptive solution of second- and fourth-order time-dependent partial differential equations and forms the basis for the two robust codes MOVCOL and MOVCOL4. In this paper, the relations between the method and the traditional collocation and finite volume methods are investigated. It is shown that the moving collocation method inherits desirable properties of both methods: the ease of implementation and high-order convergence of the traditional collocation method and the mass conservation of the finite volume method. Convergence of the method in the maximum norm is proven for general linear two-point boundary value problems. Numerical results are given to demonstrate the convergence order of the method.