Collocation methods for solving linear differential-algebraic boundary value problems (Q5944048)

A collocation method to solve two point boundary value problems is proposed on the basis of the index 1 differential-algebraic equation generated by the index reduction method for linear differential-algebraic equations with variable coefficients due to \textit{P. Kunkel} and \textit{V. Mehrmann} [SIAM J. Numer. Anal. 33, No. 5, 1941-1961 (1996, Zbl 0858.65064)]. Using the Radau scheme, the solution is approximated by continuous piecewise polynomials of degree \(k\). Convergence of order \(\min{k+1, 2k-1}\) and superconvergence at mesh points of order \(2k-1\) is shown. Three examples confirm (in comparison with COLDAE) the theoretical results.