We discuss an a posteriori error estimate for collocation methods applied to boundary value problems in ordinary differential equations with a singularity of the first kind. As an extension of previous results we show the asymptotical correctness of our error estimate for the most general class of singular problems where the coefficient matrix is allowed to have eigenvalues with positive real p...

The polynomial spline collocation method is proposed for solution of Volterra integral equations the first kind with special piecewise continuous kernels. Gausstype quadrature formula used to approximate integrals during discretization projection method. estimate accuracy obtained. Stochastic arithmetics also based on Controle et Estimation Stochastique des Arrondis de Calculs (CESTAC) and Cont...

Let the parabolic problem cix, t, u)ut = aix, t, u)uxx + bix, t, u, ux), 0 < x < 1, 0 < / á T, uix, 0) = fix), w(0, t) = gli), ií(1, t) = giit), be solved approximately by the continuous-time collocation process based on having the differential equation satisfied at Gaussian points £,,i and £;,2 in subintervals (x,-_i, x¡) for a function l/:[0, T] —» 3C3, the class of Hermite piecewise-cubic po...

A numerical method for solving second order, transient, parabolic partial differential equation is presented. The spatial discretization is based on Hermite collocation method (HCM). It is a combination of orthogonal collocation method and piecewise cubic Hermite interpolating polynomials. The solution is obtained in terms of cubic Hermite interpolating basis. Numerical results have been plotte...

We study regularity of solutions of weakly singular Volterra integral equations of the first kind. We then study the numerical analysis of discontinuous piecewise polynomial collocation methods for solving such systems. The main purpose of this paper is the derivation of global convergent and super-convergent properties of introduced methods on the graded meshes. We apply relevant methods to a ...

In recent years, there has been a growing interest in analyzing and quantifying the effects of random inputs in the solution of ordinary/partial differential equations. To this end, the spectral stochastic finite element method (SSFEM) is the most popular method due to its fast convergence rate. Recently, the stochastic sparse grid collocation method has emerged as an attractive alternative to ...

This paper concerns the computation and local stability analysis of periodic solutions to semi-explicit differential algebraic equations with time delays (delay DAEs) of index 1 and index 2. By presenting different formulations of delay DAEs, we motivate our choice of a direct treatment of these equations. Periodic solutions are computed by solving a periodic two-point boundary value problem, w...