Convergence

In a recent article [2] Dutt, Greengard and Rohklin define two new methods of deferred correction. Convergence for the the first method, using one step methods, has been proven in Hansen [8]. In this paper we augment the theory presented in [8] and use this to prove convergence for the second deferred correction method in [2] using linear k-step methods. This method has been known as Spectral Deferred Correction.

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