Abstract. We investigate the convergence properties of single and multiple shooting when applied to singular boundary value problems. Particular attention is paid to the well-posedness of the process. It is shown that boundary value problems can be solved efficiently when a high order integrator for the associated singular initial value problems is available. Moreover, convergence results for a perturbed Newton iteration are discussed.
PreliminariesWe discuss the numerical solution of the following nonlinear singular boundary value problems of the first order:where y and f are vector-valued functions of dimension n, M is an n × n matrix and g : R n × R n → R r , r ≤ n, is a smooth function.The search for a method to solve problems (1.1) is strongly motivated by numerous applications from physics (see [3] Our aim is to investigate the convergence of shooting procedures (see [1] or [18]) for the approximate solution of (1.1), based on an efficient numerical solution of the associated singular initial value problems.The unsatisfactory convergence properties of direct higher order methods are the main motivation to use shooting methods for the solution of singular boundary value problems. For collocation schemes only the stage order can be observed; the superconvergence does not hold in general, see [16]. In the presence of a singularity, other direct higher order methods (finite differences) show order reductions and become inefficient. Moreover, the standard acceleration techniques based on low-order methods do not work efficiently either, because in general, a proper asymptotic error expansion for the basic scheme does not exist, cf. [12]. Moreover, multiple shooting seems to be a particularly attractive alternative, because within its framework one can use different controlling mechanisms close to and away from