Collocation methods for index 1 DAEs with a singularity of the first kind

Abstract

We study the convergence behavior of collocation schemes applied to approximate solutions of BVPs in linear index 1 DAEs which exhibit a critical point at the left boundary. Such a critical point of the DAE causes a singularity within the inherent ODE system. We focus our attention on the case when the inherent ODE system is singular with a singularity of the first kind, apply polynomial collocation to the original DAE system and consider different choices of the collocation points such as equidistant, Gaussian or Radau points. We show that for a well-posed boundary value problem for DAEs having a sufficiently smooth solution, the global error of the collocation scheme converges with the order O(hs), where s is the number of collocation points. Superconvergence cannot be expected in general due to the singularity, not even for the differential components of the solution. The theoretical results are illustrated by numerical experiments. © 2009 American Mathematical Society.