Variational Time Discretizations of Higher Order and Higher Regularity

Abstract: We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial ansatz order while the other one is associated with the global smoothness that is ensured by higher order collocation conditions at both ends of the subintervals. The presented methods provide the same stability properties as dG or cGP. Provided that suitable quadrature rules of Hermite type for evaluating the integrals in the variational conditions are used, the variational time discretization methods are connected to special collocation methods. For this case, we will present error estimates, numerical experiments, and a computationally cheap postprocessing that allows to increase both the accuracy and the global smoothness by one order.