Multiple shooting method for two-point boundary value problems

Abstract

The common techniques for solving two-point boundary value problems can be classified as either "shooting" or "finite difference" methods. Central to a shooting method is the ability to integrate the differential equations as an initial value problem with guesses for the unknown initial values. This ability is not required with a finite difference method, for the unknowns are considered to be the values of the true solution at a number of interior mesh points. Each method has its advantages and disadvantages. One serious shortcoming of shooting becomes apparent when, as happens altogether too often, the differential equations are so unstable that they "blow up" before the initial value problem can be completely integrated. This can occur even in the face of extremely accurate guesses for the initial values. Hence, shooting seems to offer no hope for some problems. A finite difference method does have a chance for it tends to keep a firm hold on the entire solution at once. The purpose of this note is to point out a compromising procedure which endows shooting-type methods with this particular advantage of finite difference methods. For such problems, then, all hope need not be abandoned for shooting methods. This is desirable because shooting methods are generally faster than finite difference methods. The organization is as follows: I. The two-point boundary value problem is stated in quite general form. II. A particular shooting method is described which is designed to solve the problem in this form. III. The two-point boundary value problem is then restated in such a way that: (a) the restatement still falls within the general form, and (b) the shooting method now has a better chance of success when the equations are unstable.

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