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In the two parts of the present note we discuss 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 discrete counterparts are expected to be very sensitive, which attaches particular importance to their implementation. We provide in Part 1 a robust selection of basis functions and collocation points to design the discrete problem whereas we analyze the discrete least-squares problem and substantiate a procedure for its numerical solution in Part 2.

numerical algorithms

Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations—Part 2: the discrete least-squares problem