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Shooting method

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A method for solving initial and boundary value problems for ordinary differential equations. It consists of introducing control variables (parameters) and subsequently determining them from the system of equations, where this choice of parameters has a decisive influence on the acceleration of the solution of the system.

Suppose, for , one is given the differential equation

(1)

with boundary condition

(2)

where the vector function of is to be determined, the vector functions and are known, and the numerical vector is given.

Suppose that the Cauchy problem

(3)
(4)

where and , has a unique solution , defined for , . Upon substituting in (2) for the given value and for the calculated value , one obtains the equation

(5)

with respect to the parameter .

The algorithm of the shooting method is as follows. First one finds a solution of (5), and subsequently the required solution of the boundary value problem (1)–(2) as the solution of the Cauchy problem

This problem can be solved using numerical methods. In order to solve (5) it is usually necessary to choose some iteration method.

If some of the components of depend on alone and the others on alone, it is useful to make another choice of parameters (cf. [1], as well as Non-linear boundary value problem, numerical methods). There are other versions of the shooting method (cf. [4]). The shooting method is also used in solving grid boundary value problems.

References

[1] N.S. Bakhvalov, "Numerical methods: analysis, algebra, ordinary differential equations" , MIR (1977) (Translated from Russian)
[2] S.K. Godunov, V.S. Ryaben'kii, "The theory of difference schemes" , North-Holland (1964) (Translated from Russian)
[3] V.I. Krylov, V.V. Bobkov, P.I. Monastyrnyi, "Numerical methods" , 2 , Moscow (1977) (In Russian)
[4] G. Hall (ed.) J.M. Watt (ed.) , Modern numerical methods for ordinary differential equations , Clarendon Press (1976)


Comments

References

[a1] U.M. Ascher, R.M.M. Mattheij, R.D. Russell, "Numerical solution for boundary value problems for ordinary differential equations" , Prentice-Hall (1988)
How to Cite This Entry:
Shooting method. A.F. Shapkin (originator), Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Shooting_method&oldid=11994
This text originally appeared in Encyclopedia of Mathematics - ISBN 1402006098