A collocation method for singularly perturbed two-point boundary value problems with splines in tension
Nonlinear boundary value problems for ordinary differential equations (34B15) 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)
The paper is concerned with an error bound for the collocation method by spline in tension for a nonlinear boundary value problem of the form \(ay+ by'+cy= f(\cdot,y)\), \(y(0)=y_0\), \(y(1)=y_1\). The authors develop an error bound depending on the tension parameters and net spacing on the basis of sharp error bounds for the interpolating splines in tension and recently obtained formulae for \(B\)-splines. It appears that for singularly perturbed boundary value problems, i.e. when \(|a|=\varepsilon\ll 1\), the representation of the error motivates a choice of tension parameters which makes the convergence of the collocation method problem at least linear. The theory is illustrated by an application of the collocation by the spline in tension to the simple singularly perturbed boundary value problem. From the numerical results presented it is evident that the collocation method by the spline in tension gives a good approximation for small values of \(\varepsilon\), and a relatively small number of knots which is not true for the collocation by the cubic spline.
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