Least-squares finite element method for ordinary differential equations

Abstract

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations, and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are that the vector field is sufficiently smooth and that the local Lipschitz constant as well as the operator norm of the Jacobian matrix associated with the nonlinearity are sufficiently small, when restricted to a suitable neighborhood of the true solution for the considered initial value problem. This theoretic optimality is further illustrated numerically, along with evidence of possible extension to higher-order basis elements. Examples are also presented to show the advantages of lsfem compared with finite difference methods in various scenarios. Suitable modifications for adaptive time-stepping are discussed as well.