Preparation of oxalic acid from acetylene
Ozonolysis of acetylene won't produce oxalic acid.  The triple bond holding the two acetylenic carbons together will be attacked as shown below.  The reaction is complex and depending upon reaction conditions, different products can result (ref_1, ref_2). 



Oxalic acid can be produced from acetylene by reacting acetylene with alkaline $\ce{KMnO4}$ (ref_3).

$\ce{H-C#C-H -&gt;C[KMnO4/OH^-]\ HOOC-COOH}$

EDIT: Response to OPs comment
Here is a rough idea of what is going on mechanistically:

1) the permanganate forms a cyclic intermediate

2) that produces a diol

3) since a double bond is still present the reaction can be repeated to yield 2 gem-diols that can equilibrate to an alpha-diketone

4) now the standard alkaline permanganate oxidation of a carbonyl occurs

5) hydroxide can add to a carbonyl and

6) the manganese ion complexes with the carbonyl oxygen

7) the alpha-proton donates its electrons to reform the carbonyl which is now part of a carboxylic acid

8) repeat steps 5-7 on the other carbonyl and you have oxalic acid