Symmetric collocation methods for linear differential-algebraic boundary value problems

DOI10.1007/S002110100315MaRDI QIDQ1601752zbMATH OpenOpenAlexFDO

Authors Peter Kunkel, Ronald Stöver

Publication date 27 June 2002

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110100315

zbMATH Keywords

consistencyGauss type methodslinear differential-algebraic boundary value problemsLobatto type methodsnumerical examplessuperconvergencesymmetric collocation methods

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for differential-algebraic equations (65L80)

Review text

This paper introduces symmetric collocation methods, Gauss type with \(k\) nodes for the differential component and Lobatto type with \(k+1\) nodes for the algebraic component, for linear differential-algebraic boundary value problems. Such a scheme guarantees consistent approximations at the mesh points. Superconvergence results of \(O(h^{2k})\) are established under appropriate smoothness conditions, interpolatory techniques are introduced and some numerical results presented.

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Cited in

(14)

• On a least-squares collocation method for linear differential-algebraic equations
• A piecewise constant collocation method using cosine mesh grading for Symm's equation
• Symmetric collocation for unstructered nonlinear differential-algebraic equations of arbitrary index
• Boundary-Value Problems for Differential-Algebraic Equations: A Survey
• A survey on optimal control problems with differential-algebraic equations
• Collocation methods for index 1 DAEs with a singularity of the first kind
• Spectral collocation methods for differential-algebraic equations with arbitrary index
• Solving higher index DAE optimal control problems
• A symmetric collocation method with fast evaluation
• An efficient asymptotically correct error estimator for collocation solutions to singular index-1 DAEs
• A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems
• Collocation methods for solving linear differential-algebraic boundary value problems
• Symmetric boundary value methods for second order initial and boundary value problems
• Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index

Describes a project that uses

Uses Software

• GELDA
• COLNEW

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