A perturbed collocation method for boundary-value problems in differential-algebraic equations (Q1179802)

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.