Upper and lower error estimation for the Tau method: Some remarks on a problem of rational approximation (Q1192172)

This paper is concerned with the error analysis of the Tau method when it is applied to approximate the solution of systems of linear differential equations. It is seen that a technique proposed by \textit{Y. L. Luke} [Special functions and their approximations (1969; Zbl 0193.017)] to bound the error of rational approximations to the first order initial value problem: \(y'(x)+y(x)=0\), \(y(0)=1\), \(x\in [0,1]\), can be extended to systems of linear differential equations with constant coefficients. The error analysis is presented in some detail for the system of two first order differential equations which describes the harmonic oscillator.