Asymptotically correct error estimation for collocation methods applied to singular boundary value problems

DOI10.1007/S00211-005-0617-2MaRDI QIDQ2486677zbMATH OpenOpenAlexFDO

Publication date 5 August 2005

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-005-0617-2

asymptotically correct error estimates collocation methods defect correction principle singular boundary value problems

Singular nonlinear boundary value problems for ordinary differential equations (34B16) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70)

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This paper is concerned with the numerical solution of singular boundary value problems (BVPs) with the form \(z'(t)= t^{-1} M(t) z(t)+ f(t,z(t)), \) \(t \in (0,1]\), \( B_0 z(0) + B_1 z(1) = \beta \) where \( z:[0,1] \to {\mathbb R}^m\) is a real function, \( M(t)\) is an \( n \times n\) matrix that can be written as \( M(t)=M(0)+t C(t)\) with a continuous \( C(t)\) and \(f\) is an \(n\)--dimensional smooth function. Further \(B_0\) and \(B_1\) are constant matrices so that the above BVP is a well posed problem in the sense given in the paper of \textit{F. R. de Hoog} and \textit{R. Weiss} [SIAM J. Numer. Anal. 13, 775-813 (1976; Zbl 0372.65034)]. For the above class of problems the author studies a posteriori error estimations for collocation methods with an even number of collocation points based on the defect correction principle, extending previous results on this subject in which \(M(0)\) have both eigenvalues with negative and positive real parts. A crucial point in the derivation of the desired error estimate is suitable decomposition of this error into two parts that can be studied separately. As a final conclusion the (asymptotically correct) error estimate for collocation with polynomials of degree \(m\) is \(\text{ O}(| \log h| ^{n_0-1} \; h^{m+1} )\) with some positive integer \( n_0\).

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