Towards a reliable implementation of least-squares collocation for higher-index differential-algebraic equations

Michael Hanke, Roswitha März

In this note we discuss several questions concerning the implementation of overdetermined least-squares collocation methods for higher-index differential algebraic equations (DAEs). Since higher-index DAEs lead to ill-posed problems in natural settings, the dicrete counterparts are expected to be very sensitive, what attaches particular importance to their implementation. We provide a robust selection of basis functions and collocation points to design the discrete problem and substantiate a procedure for its numerical solution. Additionally, a number of new error estimates are proven that support some of the design decisions.

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