Abstract. A local convergence rate is established for an orthogonal collocation method based on Radau quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian satisfies a strong convexity condition, then the discrete problem possesses a local minimizer in a neighborhood of the continuous solution, and as the...

Collocation methods are popular in providing numerical approximations to complicated governing equations owing to their simplicity in implementation. However, point collocation methods have limitations regarding accuracy and have been modified upon with the application of B-spline approximations. The present study reports the stress and deformation behavior of shear deformable functionally grad...

The numerical solution of optimization problems governed by partial differential equations (PDEs) with random coefficients is computationally challenging because of the large number of deterministic PDE solves required at each optimization iteration. This paper introduces an efficient algorithm for solving such problems based on a combination of adaptive sparse-grid collocation for the discreti...

Dedicated to Gerry Ladas on the occasion of his 60th Birthday Algorithmic aspects of a class of nite element collocation methods for the approximate numerical solution of elliptic partial diierential equations are described. Locally, for each nite element, the approximate solution is a polynomial. Polynomials corresponding to adjacent nite elements need not match continuously, but their values ...

The sparse grid stochastic collocation method is a new method for solving partial differential equations with random coefficients. However, when the probability space has high dimensionality, the number of points required for accurate collocation solutions can be large, and it may be costly to construct the solution. We show that this process can be made more efficient by combining collocation ...

A collocation-Galerkin method is defined for Poisson's equation on the unit 2 square, using tensor products of continuous piecewise polynomials. Optimal L and Hq orders of convergence are established. This procedure requires fewer quadratures than the corresponding Galerkin procedure. Introduction. The collocation-Galerkin method was first introduced by Diaz [2], [3] for the two-point boundary ...

We consider the problem of numerical inversion of Fredholm integral equations of the first kind via piecewise interpolation. One of the most important aspects of this technique is the choice of grid and collocation points. Theoretical results are developed which identify an optimal strategy for the distribution of collocation points for piecewise constant interpolation. The method, as outlined,...

We compare a kernel-based collocation method (meshfree approximation method) with a Galerkin finite element method for solving elliptic stochastic partial differential equations driven by Gaussian noise. The kernel-based collocation solution is a linear combination of reproducing kernels obtained from related differential and boundary operators centered at chosen collocation points. Its random ...

A numerical approximation of the initial-boundary system of nonlinear hyperbolic equations based on spectral collocation method is presented in this article. A Chebyshev-Gauss-Radau collocation (C-GR-C) method in combination with the implicit RungeKutta scheme are employed to obtain highly accurate approximations to the mentioned problem. The collocation points are the Chebyshev interpolation n...