Spectral element methods for boundary-value problems of functional differential equations

Abstract: We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems (BVP) for functional differential equations with possibly state-dependent delays. If the exact solution of the BVP has an analytic extension then the collocation solution converges geometrically. This means that the accuracy of the approximation is of order $\mathrm{e}^{-\eta m}$ for some $\eta>0$ depending on the size of the mesh, when using polynomials of degree $m$. If the exact solution has a finite order of continuous differentiability then the collocation solution converges with this order. For functional differential equations with state-dependent delays the right-hand side cannot be expected to be differentiable with respect to its arguments in the classical sense, and analyticity of the solution does not necessarily follow from analyticity of the coefficients in the right-hand side. Thus, our geometric convergence statement assumes analyticity of the solution, rather than of the right-hand side.