Abstract
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 parts. This requires a new representation of the global error for the numerical solution obtained by piecewise polynomial collocation when applied to our problem class.
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Koch, O. Asymptotically correct error estimation for collocation methods applied to singular boundary value problems. Numer. Math. 101, 143–164 (2005). https://doi.org/10.1007/s00211-005-0617-2
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DOI: https://doi.org/10.1007/s00211-005-0617-2