A perturbed collocation method for boundary-value problems in differential-algebraic equations

DOI10.1016/0096-3003(91)90084-ZMaRDI QIDQ1179802zbMATH OpenOpenAlexFDO

Authors Yin Bai

Publication date 27 June 1992

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(91)90084-z

zbMATH Keywords

collocation methodsdifferential-algebraic equationsindex oneinstabilitylinear problemsstabilitysuperconvergencetest problems

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

When collocation methods are applied to differential-algebraic equations (DAEs) with index one of boundary value type instability and a loss of superconvergence has been noted. In order to overcome these deficiencies a perturbed collocation method for linear problems is introduced which is shown to be stable and preserves superconvergence. This technique uses a modified interpolation formula based on the projection onto the kernel of the time-dependent matrix which multiplies the differential term. However, in any numerical implementation this term does not have to be computed. These theoretical results are verified numerically on two simple test problems.

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Cited in

(10)

• Projected collocation for higher-order higher-index differential- algebraic equations
• A modified Lobatto collocation for linear boundary value problems of differential-algebraic equations
• Symmetric collocation methods for linear differential-algebraic boundary value problems
• Boundary-Value Problems for Differential-Algebraic Equations: A Survey
• scientific article; zbMATH DE number 4178676 (Why is no real title available?)
• Spectral collocation methods for differential-algebraic equations with arbitrary index
• Boundary value problems for differential-algebraic equations
• Inverse stability of collocation methods for mixed order systems
• A modified collocation method for solving differential-algebraic equations
• Collocation methods for solving linear differential-algebraic boundary value problems

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