( ~

AnIntemational
Joumal
computers &
mathematics

withapplications
PERGAMON Computers and Mathematics with Applications 42 (2001) 1411-1420

www.elsevier.nl/locate/camwa

A N o n l i n e a r S h o o t i n g M e t h o d for
T w o - P o i n t B o u n d a r y Value P r o b l e m s
SUNG N. HA
Department of Mathematics, KyungHee University
Suwon, Kyunggi-do, 449-701, Korea
(Received October 2000; accepted November 2000)
A b s t r a c t - - W e study a new nonlinear shooting method for solving two-point boundary value
problems and show numerical experiments with various initial velocity conditions. We discuss and
analyze the numerical solutions which are obtained by, the shooting method. @ 2001 Elsevier Science
Ltd. All rights reserved.
K e y w o r d s - - S e l f - a d j o i n t , Shooting method, Initial velocity, Critical value, Generalized Newton's
method.

1. I N T R O D U C T I O N
Two-point boundary value problems occur in applied mathematics, theoretical physics, engineering, control and optimization theory. If the two-point boundary value problem cannot be solved
analytically, which is the usual case, then recourse must be made to numerical methods.
Shooting methods take their name from the situation in the two-point boundary value problem for a single second-order differential equation with initial and final values of the solution
prescribed. Varying the initial slope gives rise to a set of profiles which suggest the trajectory
of a projectile "shot" from the initial point. That initial slope is sought which results in the
trajectory "hitting" the target, that is, the final value [1].
Shooting methods require a minimum of problem analysis and preparation. For nonlinear
differential equations, shooting methods have certain advantages for the problem solver. The
shooting methods are quite general and are applicable to a wide variety of differential equations.
It is not necessary for applicability of shooting methods that the equations be of special types
such as even-order self-adjoint.
2. T W O - P O I N T
BOUNDARY
VALUE
PROBLEM
STATEMENT
Two-point boundary value problems are problems in which, for a set of possibly nonlinear
ordinary differential equations, some boundary conditions are specified at the initial value of
independent variable, while the remainder of boundary conditions are specified at the terminal
value of the independent variable. The boundary conditions are therefore split between the two
points, the initial and terminal values of the independent variable [2].

0898-1221/01/$ - see front matter (D 2001 Elsevier Science Ltd. All rights reserved,
Pll: S0898-1221(01)00250-4

Typeset by AAdS-~/X

lil2

S.N. IIA

In general, by two-point boundary value problems, we mean problems with the following characteristies:
1. n first-order ordinary differentiM equations to be solved over the interval [a, b], w h e r e a is

tile initial point and b is tile final point;

2. /' boundary conditions are specified at the initial value of the independent variable;
3. ( n - r ) l)(mndary conditions are specified at the terminal value of the independent variable.
Problems originally expressed as higher-order nonlinear ordinary differential equations can
be. redt,ced to a system of first-order nonlinear ordinary differential equations. But we will
concentrate on a single second-order differential equation with boundary conditions as in the
tbllowing type of problem:
'

--

f ( z , y, j ) ,

a < :r < b,

:~j(a) = a:,

y(b) = / ~ .

The following theorem gives general conditions that ensure that the solution to a second-order
boundary vahle problem will exist and be unique [3].
TItEOREM 1. Suppose the function f ill tile boundary value problem
]l

!! = f ( a : , y , y ) ,
iS eOllti1111ous

Oll

a<x<b,

y(a)=a,

y(b) =;~,

tile set

{(x,y,f)

I-

< .~" <

b, - o o <

~/< o o } ,

and that ~Of and ~of are also continuous on D. K

of
(1) 7~lx,
y,!/) > 0 for all (z,y,y') E D, and
(2) I ~ ( ~ , > . ) 1

< M ~b,-all (.~:,>.v') ~ D,

then the boundary value problem has a unique solution.

PROOF. See [4].

3. A N E W
SHOOTING
NONLINEAR
BOUNDARY

METHOD
FOR
VALUE
PROBLEMS

Since we are primarily interested in shooting techniques, we want to characterize a new approach to two-point boundary value problems.
The new shooting method for the nonlinear second-order boundary value problem

y"=f(x,y,y'),

a<x<_b,

y(a) = a ,

y(b)

=~,

(1)

is similar to the lineal" case as using initial-value problem solver. We will need to use tile solutions

to a sequence of initial-value problems of the form

'u~"' = f(z,.~,,'~,'),

~,

< :,: < b,

.w(a) = ~,

~ ' ( a ) = v,

(2)

involving a parameter v, to approximate the solution to our boundary value problem.

We do this by choosing the parameters v = vk in a manner that will ensure that
lira w(b, vk) = y(b) = ~,
],' ~

(3)

(Y.)

where w(x, ~,a:) denotes tile solution to the initial-value problem (2) with v = 'va:, and y(x) denotes
the solution to the boundary wflue problem (1).

A Nonlinear Shooting Method

1413

We start with a p a r a m e t e r v0 that determines the initial elevation at which the object is fired
from the point (a, a) and along the curve described by the solution to the initial-value problem
w"=f(x,w,w'),

a<x<b,

w(a)=(t,

w'(a) = v 0 .

(4)

If w(b, Vo) is not sufficiently close to /3, we a t t e m p t to correct our approximation by choosing
another elevation vl and so on, until w(b, vk) is sufficiently close to "hitting" /3.
To determine how the parameters vk can be chosen, suppose a boundary value problem of the
form (1) has a unique solution. If w(x, v) is used to denote the solution to the initial problem (2),
the problem is to determine v so that

w(b, v)

- 9 = 0.

(5)

Since this is a nonlinear equation, we employ Newton's method to solve the problem. \Ve need
to choose initial approximation v0 and then generate the sequence by
( w ( b , ~ k _ l ) - ~)

t'A, ='vk-1 -

(dw~ (b, vk-1)

where

'

(b, v~,-t ) = -h-Z,(b, vk-1),

~v

(6)

\ dv }

and requires the knowledge of ( ~ ) (b, vk-~). This presents a difficulty, since an explicit representation for w(b, v) is not known; we know only the values w(b, vo), w(b, v~), w(b, v2),. . . , w(b, vk-1).
Suppose we rewrite the initial-value problem (2), emphasizing that the solution depends on
both x and v
w"(x, v) = f(:r, w(x, v), w'(x, v)),

a < x < b,

w(a, v) = c~,

w'(a, v) = u,

(7)

retaining the prime notation to indicate differentiation with respect to x. Since we are interested
in determining [dw
\ dv ~
] (b, v) when v = V~>l, we take the partial derivative of (7) with respect to v.
This implies t h a t

Ow" (x, v) = Of

ov

~ ( x ~(x ,),w (:~ v))

Of
/
v)) Ox
Of
: ~ ( x , ~ d x , . ) , , ~ , (~,
o~ + bV

Ow

(~'~(x'v)'~" (~'v))55-~(~")

O'[LI /

+ ~,(x, w(~, v), w'(~-, .~))-~-v (~, ~),

or, since x a n d v are i n d e p e n d e n t ,

Ow"

ov (x") =

Of

Ow

w (:~'v))N(x'v) +

Of

Ow'

,,(.~:,~),v'(x,v))gT(~,~),

(8)

for a < x < b. The initial conditions give

OW (a,v) = 0
Ov

and

Ow--~'(a,v) = 1.
Ov

If we simplify the notation by using z(x, v) to denote k{o,,,'~

Ov ] (x,v) and assume t h a t the order of
differentiation of x and v can be reversed, (8) becomes the initial-value problem

z'" = ~w(x,w,wOf

')z + ~Of (x, w, w')k,

a < x < b,

z(a) = 0,

~(a) = 1.

(9)

Therefore, one requires that two initial-value problems be solved for each iteration, (2) and (9).
Then from (6),

w(b, vk-1) - / 3
Y k = U k - 1 --

2(b, Uk_l)

(10)

In practice, none of these initial-value problems is likely to be solved exactly; instead, the
solutions are approximated by one of initial-value problem solvers.

1414

S.N.

4. S O M E

tlA

NUMERICAL

EXAMPLES

EXAMPLE 1. Consider the l)oundary wflue problem

y " ( x ) = ~2(x) + 2 ~ 2 { , o s ( 2 ~ ) - ~in4(~:~:),

fo~. 0 < :,: < 1,

with tile boundary conditions

~j(0) = 0,

g ( 1 ) = 0.

The i}roblem has the exact solution y(x) = sin2(TrX).

For the numerical sohltion, we chose h = 0.05 and tried initial velocities vo
0.25, 0.50, 1.0,
5.0, 10.0. We used the fourth-order Runge-Kutta method and Newton's method with error
I)ound
10 -7.
Table 1 shows apl)roximated errors with various initial velocities, and we have
converging final initial velocity' vk = 0.0000008 for each initial velocity. Table 2 shows iteration
procedures for each initial velocity.
T a b l e 1. A p p r o x i m a t e d

e r r o r s w i t h e a c h i n i t i a l v e l o c i t y in E x a m p l e

1.

:E

Vo = 0 . 2 5

Vo = 0 . 5 0

vo = 1.0

0.00

0.0000000

0.0000000

0.0000000

0.0000000

0.0000000

0.05

0.0000002

0.0000002

0.00{}01}02

0.0000002

0.0000002

0.10

0.0000008

0.0000008

0.0000008

0.0000007

0.0000008

0.15

0.0000017

0. 0 0 0 0 0 1 7

0.0000017

0.0000017

0.0000017

0.20

0.0000028

0.01100028

0.0000028

{/.0000028

0.0000028

0.25

0.0000041

0.00000,11

0.00000,11

0.0000041

0.0000041

0.30

0.0000054

0.0000054

0.000(}05,1

0.0000054

0.0000054

0.35

0.0000066

0.0000066

0.0000066

{}.(}000066

0.0000060

0.40

0.0000075

0.0000075

0.0000{}75

0.0000075

0.0000075

0A5

0.0000081

0.0000081

0.0000081

0.0000081

0,0000081

0.50

0.0000083

0.0000088

0.0000083

0.0000083

0./)000083

0.55

0.0000082

0.0000082

0.0000082

0.0000082

0.0000082

0.60

0.0000075

0.0000075

0.0000075

0.0000075

0.0000075

0.65

0.0000066

0.0000066

0.0000066

0.0000066

0.0000066

0,70

0.0000054

0.0000054

0.0000054

1/.0000054

0.000005,1

0.75

0.00000,10

0.0000010

0.0000040

0.0000040

0.0000040

0.80

0.0000027

0.0000027

0.0000027

0.0000027

1/.0000027

0.85

0.0000015

0.0000015

0.0000015

0.0000015

0.0000015

0.90

0.0000006

0. 0 0 0 0 0 0 6

0. 0 0 0 0 0 0 6

0.0000006

0.0000006

0.95

0.0000002

0.0000002

0.0000002

0.0000002

0.0000002

i.00

0.0000001

0.0000001

0.0000001

(). 0 0 0 0 0 0 1

0.0000001

vo

5.0

vo = 10.0

T a b l e '2. T i l e i t e r a t i o n s for c M c u l a t i n g 'vk w i t h v a r i o u s vo in E x a m p l e

k

vo = 0 . 2 5

vo = 0 . 5 0

vo

1.0

l.

vo = 5.0

vo = 10.0

0.2500000

0. 5 0 0 0 0 0 0

1.000{}000

5.0000000

10.0000000

0.0043503

0.0174880

0.0685602

1.4053063

4.6188340

0.0000108

0.{)002951

0.1326154

1.220097,1

-0.0000008

0.0000010

0.0000010

0.0000008

0.0011884

0.1009321

{}.0000008

0. 0 0 0 0 0 0 8

0.00{}0000

0.0000000

0.0006724

0.000000{}

0.00{}(}000

0.0000011

0.0000003

0.0000000

0.0000000

0.0000009

0.0000008

6
7

0.0000000
0.0000000

1415

A Nonlinear Shooting Method

T a b l e 3. A p p r o x i m a t e d errors w i t h each i ni t i a l ve l oc i t y in E x a m p l e 2.
vo = 0.25

vo = 0.50

Vo = 1.0

vo = 5.0

vo = 10.0

1.00

0.0000000

0.0000000

0.0000000

0.0000000

0.0000000

1.10

0.0000010

0.0000010

0.0000010

0.0000010

0.0000010

1.20

0.0000020

0.0000020

0.0000010

0.0000020

0.0000020

1.30

0.0000020

0.0000020

0.0000010

0.0000020

0.0000020

1.40

0.0000030

0.0000030

0.0000010

0.0000030

0.0000030

1.50

0.0000020

0.0000020

0.0000000

0.0000020

0.0000020

1.60

0.0000010

0.0000010

-0.0000010

0.0000010

0.0000010

1.70

0.0000010

0.0000010

-0.0000010

0.0000010

0.0000010

1.80

0.0000010

0.0000010

-0.0000010

0.0000010

0.0000010

1.90

0.0000010

0.0000010

-0.0000010

0.0000010

0.0000010

2.00

0.0000000

0.0000000

-0.0000020

0.0000000

0.0000000

2.10

0.0000000

0.0000000

-0.0000020

0.0000000

0.0000000

2.20

-0.0000020

-0.0000020

-0.0000050

-0.0000020

-0.0000020

2.30

-0.0000020

-0.0000020

-0.0000050

-0.0000020

-0.0000020

2.40

-0.0000040

-0.0000040

-0.0000070

-0.0000040

-0.0000040

2.50

-0.0000050

-0.0000050

-0.0000080

-0.OOO005O

-0.0000050

2.60

-0.0000060

-0.0000060

-0.0000090

-0.0000060

-0.0000060

2.70

-0.0000090

-0.0000090

-0.0000120

-0.0000090

-0.0000090

2.80

-0.0000090

-0.0000090

-0.0000120

-0.0000090

-0.0000090

2.90

-0.0000100

-0.0000100

-0.0000130

-0.0000100

-0.0000100

3.00

-0.0000110

-0.0000110

-0.0000140

-0.0000110

-0.0000110

T a b l e 4. T h e i t e r a t i o n s for c a l c u l a t i n g vk w i t h va ri ous vo in E x a m p l e 2.
k

EXAMPLE

vo = 0.25

Vo = 0.50

v0 = 1.0

Vo = 5.0

v0 = 10.0

0.2500000

0.5000000

1.0000000

5.0000000

10.0000000

-25.5091438

-25.7687836

-26.2918949

-30.6432896

-36.4224434

-15.3420372

-15.5771437

-16.0841179

-21.9890518

-32.9111176

-13.4423866

-13.3590727

-13.1948881

-13.1899252

-26.0706615

-14.2701044

-14.3122711

-14.3967123

-14.3993130

-15.8642664

-13.8769932

-13.8582811

-13.8211451

-13.8200245

-13.2634506

-14.0577354

-14.0665798

-14.0842857

-14.0848227

-14.3612375

-13.9732618

-13.9692125

-13.9610624

-13.9608164

-13.8366861

-14.0124502

-14.0143347

-14.0181427

-14.0182686

-14.0768642

10

-13.9942102

-13.9933300

-13.9915771

-13.9915133

-13.9644613

11

-14.0026922

-14.0030909

-14.0039244

-14.0039463

-14.0165644

12

-13.9987316

-13.9985657

-13.9981709

-13.9981642

-13.9923048

13

-14.0005941

-14.0006542

-14.0008345

-14.0008392

-14.0035868

14

-13.9997225

-13.9996872

-13.9995966

-13.9995918

-13.9983177

15

-14.0001192

-14.0001383

-14.0002003

-14.0001974

-14.0007696

16

-13.9999361

-13.9999123

-13.9998941

-13.9998932

-13.9996414

17

-14.0000381

-14.0000496

-14.0000582

-14.0000591

-14.0001764

18

-13.9999743

-13.9999733

-13.9999657

-13.9999638

-13.9999104

19

-14.0000219

--14.0000210

-14.0000181

-14.0000210

-14.0000477

20

-13.9999962

--13.9999952

-13.9999924

-13.9999952

-13.9999743

21

0.0000000

0.0000000

0.0000000

0.0000000

-14.0000219

22

0.0000000

0.0000000

0.0000000

0.0000000

-13.9999962

2.

The

boundary

value problem

y"(x)

(32

2x 3 -

yy')

for 1<x<3,

S. N. HA

1411i

Table 5. The iterations /or calculating vt: with various v0 in Example 3.

v0 = 0.25

v0 = 0.50

v0 = 1.0

v0 = 5.0

v0 = 10.0
10.0000000

0.2500000

0.5000000

1.0000000

-2.9779999

-2.7393000

-2.2535999

5.0000000
1.8135999

-3.7744999

-5.7396998

-5.5599999

-5.1805000

-1.4428000

-6.3042998

-7.4190998
-7.9450002

-7.3365002
-7.9310999

-7.1479998

-4.5093002

-7.6483002

0.0000000

-6.7719002

-7.9759002

0.0000000

0.0000000

0.0000000

-7.8002000

-7.9993000

0.0000000

0.0000000

0.0000000

-7.98991)01

-8.0000000

Table 0. Approximated errors with each iifitial velocity in Example 3.

x

Vo = 0.25

vo = 0.50

vo = 1.0

vo = 5.0

Vo = 10.0

0.0000000

0.0000000

0.0000000

0.0000000

0.0000000

0.05

-0.0000020

-0.0000020

-0,0000020

-0.0000020

-0.0000020

0.10

-0.0000030

-0.0000030

-0.0000030

-0.0000030

-0.0000030

-0.0000040

-0.0000040

-0.0000040

-0.0000030

-0.0000030

-0.0000050

-0.0000050

-0.0000040

-0.0000050

-0.0000040

-0.0000040
-0.0000040

0.00

{}.15
0.25

-0.0000050

-0.0000040
-0.0000040

0.30

-0.0000050

-0.0000040

-0.0000050

-0.0000030

--0.0000030

-0.0000050
-0.0000050

-0.0000030
-0.0000030

-0.0000030
--0.00001}31)

0.20

0.35

-0.{}{}00050

0.40

-0.0000050

-0.0000040
-0.0000040

0.45

-0.0000050

-0.0000040

-0.0000050

-0.0000030

-0.0000030

-0.0000050

-0.0000040

0.0000050

-0.0000020

-0.0000050
0. 0000050

-0.0000030
-0.0000031}

-0.0000050
-0.00001150

-0.0000020
--0.0000020

-0.0000020
-0.0000020

-0.0000050

-0.00001)30

-0.0000050

-0.0000010

-0.0000010

0.0000050

-0.0000030

0.0000060

-0.0000010

--0.0000010

-0.0000050

-0.0000030

0.0000000

0.0000000

-0.0000050

--0.0000060

0.0000000
0.0000000

0.0000000

0.0000050

-I).000003/)
-0.00001)30

-0.0000060
0.0000060

-0.0000050

-0.0000030

--0.0000070

0.0000000

0.0000000

-0.0000060

-0.0000030

-0.0000070

0.0000010

0.0000010

-0.0000060

-0.0000030

-0.0000070

0.0000010

0.0000010

tt.50
0.55
0.60
0.65
O. 70
0.75

0.80
0.85
0.90
0.95
1.00

-0.0000020

0.0000000

w i t h the, b o u n d a r y c o n d i t i o n s
y(1) = 17,

43
y(3) = ~ - .

T h e p r o b l e n l h a s e x a c t s o l u t i o n y ( x ) = x 2 + 16ix.
F o r t h e n m n e r i c a l s o l u t i o n , w e c h o s e h = 0.01 a n d t r i e d i n i t i a l v e l o c i t i e s vo = 0.25, 0.50, 1.0,
5.0.10.0.
t't: =

U s i n g t h e s a m e m a n n e r o f E x a m p l e 1, w e a l w a y s h a d c o n v e r g i n g final i n i t i a l v e l o c i t y

13.99999. I n t h i s e x a m p l e , w e u s e d e r r o r b o u n d 10 - 5 . T a b l e 3 s h o w s a p p r o x i m a t e d e r r o r s

o f e a c h i n i t i a l v e l o c i t y . ~Ve c a l c u l a t e d a t 201 n o d e p o i n t s , b u t w e s h o w t h e e r r o r s for 21 n o d e

p o i n t s in T a b l e 3.
endpoint.

We found t h a t t h e m i d p o i n t of t h e x-interval h ~

a smaller error than the

T a b l e 4 s h o w s t h e p r o c e d u r e for c a l c u l a t i n g u~,. I t s h o w s t h a t it t o o k m o r e i t e r a t i o n

t i m e s t h a n in E x a m p l e 1.
EXAM PIA:; 3. C o n s i d e r t h e b o u n d a r y v a l u e p r o b l e m
y"(x) =

y2,

for0<x<

with the boundary conditions

y(O) = 4,

g(1) = 1.

T h e p r o b l e l n h a s e x a c t s o l u t i o n y(x) = 4 / ( 1 + x) '2.

1,

A Nonlinear Shooting Method

1417

T a b l e 7. U s i n g vo = 0 . 6 9 7 5 a n d w = 1.24899 in E x a m p l e 4.

x(~)

Exact Solution

Approx. Solution

Error

1.00

2.0000000

2.0000000

0.0000000

1.05

2.0023808

2.0020661

0.0003147

1.10

2.0090909

2.0084186

0.0006723

1.15

2.0195651

2.0185144

0.0010507

1.20

2.0333333

2.0318995

0.0014338

1.25

2.0500000

2.0481904

0.0018096

1.30

2.0692306

2.0670624

0.0021682

1.35

2.0907407

2.0882378

0.0025029

1.40

2.1142855

2.1114786

0.0028069

1.45

2.1396549

2.1365800

0.0030749

1.50

2.1666665

2.1633656

0.0033009

1.55

2.1951609

2.1916831

0.0034778

1.60

2.2249997

2.2214017

0.0035980

1.65

2.2560601

2.2524097

0.0036504

1.70

2.2882349

2.2846136

0.0036213

1.75

2.3214281

2.3179369

0.0034912

1.80

2.3555551

2.3523207

0.0032344

1.85

2.3905399

2.3877246

0.0028152

1.90

2.4263151

2.4241302

0.0021849

1.95

2.4628198

2.4615438

0.0012760

2.00

2.4999993

2.5000041

-0.0000048

T h e final vk is - 0 . 0 0 6 0 6 a n d i t e r a t i o n n u m b e r is 7996.
T a b l e 8. N u m b e r s of i t e r a t i o n for c a l c u l a t i n g vk w i t h v a r i o u s w.
v0 = 0.6975

vo = 0 . 6 9 8 0

w = 0.50

19949

w = 0.50

21146

w =0.75

13311

w =0.75

14073

w = 1.00

9982

w = 1.00

10654

w = 1.15

8734

w=

1.15

9187

w = 1.20

8324

a~ = 1.20

8993

w = 1.24899

7996

w = 1.195

w = 1.25

e x c e e d 100000

w = 1.20

8845
e x c e e d 100000

F o r t h e n u m e r i c a l solution, we chose h = 0.05 a n d t r i e d initial velocities v0 = 0.25, 0.50, 1.0,

5.0, 10.0. We h a d converging final initial velocity value as vk = - 7 . 9 9 , as shown in T a b l e 5.
T a b l e 6 shows t h a t t h e larger initial velocities have m o r e a c c u r a t e a p p r o x i m a t e d values. I n this
case, t h e r e is n o t a u n i q u e s o l u t i o n [5]; t h e n u m e r i c a l solution converges always to a n o n t r i v i a l
solution.
EXAMPLE 4. C o n s i d e r t h e b o u n d a r y value p r o b l e m

y~(x)=2y 3-6y-2x

3,

for 1 < x < 2 ,

with the boundary conditions

y(1) = 2,

5
y(2) = - .

T h e p r o b l e m has e x a c t solution y(x) = x + 1/x.

F o r t h e n u m e r i c a l solution, we chose h = 0.05 a n d t r i e d initial velocities v0 = 0.25 a n d v0 =
0.50, 1.0, 5.0, 10.0. We have converging final initial velocity vk = - 0 . 0 0 6 0 6 a n d g o o d n u m e r i c a l
results. W e could not get s u i t a b l e n u m e r i c a l solutions when we t r i e d initial velocities w i t h v0 =
1.0, 5.0, 10.0. In this e x a m p l e , we found t h a t it t o o k m a n y i t e r a t i o n s to find vk for convergence

1418

S . N . HA

of numerical

s o l u t i o n s n e a r v0 = 0.7.

I t t o o k 9982 i t e r a t i o n s w h e n Vo = 0.6975, a n d it t o o k

m o r e t h a n 1 0 0 0 0 i t e r a t i o n s w h e n v0 - 0.6980. t n t h i s e x a m p l e , we u s e d t h e g e n e r a l i z e d N e w t o ~ f s
method

[4]. I t is m o r e e f l > c t i v e t h a n N e w t o ~ f s m e t h o d w h e n e v e r o n e c a n f i n d a s u i t a b l e r e l a x a t k m

parameter

aJ. T a b l e 7 s h o w s a g o o d n u m e r i c a l r e s u l t , a n d T a b l e 8 s h o w s i t e r a t i o n n u m b e r s

find s u i t a b l e 'v~ c o r r e s p o n d i n g t o e a c h r e l a x a t i o n p a r a m e t e r

to

co fbr e a c h i n i t i a l v e l o c i t y . W e u s e d

e r r o r b o u n d 10 - 5 .
E X A M P L E 5. C o n s i d e r t h e b o u n d a r y

value problem

~ / ' ( x ) = y3 _ ~tY',
with the boundary

fi)r 1 <:c

<

2,

conditions
1

..,j(1) = 2'

:,j(2) -- 5

T i l e p r o b l e m h a s e x a c t s o l u t i o n y ( x ) = 1 / ( x + 1).
F o r t h e n u m e r i c a l s o l u t i o n s , w e c h o s e h = 0.05 a n d t r i e d i n i t i a l v e l o c i t i e s v0 - 0.25, 0.50, 1.00,
a n d 3.988. WTe h a v e c o n v e r g i n g f i n a l i n i t i a l v e l o c i t y 'u~, = - 0 . 2 4 9 3 5 .

A t first, we f o u n d a n u m b e r

n e a r v0 = 3.99 b y u s i n g t h e P C (Dell; m i ) x P e n t i u m I I I ) . ~Ve w a n t e d t o g e t m o r e a c c u r a t e r e s u l t s

so we r a n t h e p r o g r a m s a g a i n b y u s i n g V A X . W e g o t t h e s a m e r e s u l t w i t h P C a n d V A X . T h a t
m e a n s , we h a v e t h e s t o n e c o n v e r g i n g i n i t i a l v e l o c i t y ~'0 = - 2 . 4 9 3 5 , b u t t h e c r i t i c a l v a l u e is a l i t t l e
different between the PC and VAX. In this example, we ran programs using single precision and
double precision by generalized Newtotfs

method

on VAX. Table 9 shows the errors by using

s i n g l e p r e c i s i o n p r o g r a m s w i t h v a r i o u s i n i t i a l v e l o c i t i e s o n V A X . T a b l e 10 s h o w s t h e e r r o r s b y
using double precision programs with various initial velocities on VAX.
I n t h i s e x a m p l e , we f o u n d t h a t a n u m b e r
t o call t h e critical value. U s i n g a n u m b e r

e x i s t s b e t w e e n 4.15 a n d 4.20 w h i c h w e w o u l d like

w h i c h is s m a l l e r t h a n t h e c r i t i c a l v a h | e as a n i n i t i a l

v e l o c i t y v0, t h e n n u m e r i c a l s o l u t i o n s c o n v e r g e t o a n e x a c t s o l u t i o n . A n d , u s i n g a n u m b e r w h i c h
is l a r g e r t h a n t h e c r i t i c a l v a l u e ~s a n i n i t i a l v e l o c i t y u0, t h e n n u m e r i c a l s o l u t i o n s d o n o t c o n v e r g e
to an exact sohltion.
Table 9. Approxinmted errors with each initial velocity in Example 5.
x

'u0 = 3.99

vo = 4.00

1.00
1.05
1.10
1.15

0.0000000
-0.0000300
-0.0000560
-0.00011760

1.20

-0.0000910

1.25
1.30
1.35
1.40
1.45
1.50
1.55
1.60
1,65
1.70
1.75
1.80

-0.0001030
-0.0001110
-0.0001170
-0.0001190
0.0001190
-0.0001160
0.0001120
-0.0001060
-0.0000980
-0.0000880
-0.0000780
-0.0000660
--0.0000520
--0.0000380
-0.0000230
--0.0000070

0.0000000
-0.0000300
-0.0000550
-0.0000760
- 0.0000910
-0.0001030
-0.0001110
--0.0001100
-0.0001180
-0.0001180
-0.0001160
--0.0001110
--0.0001050
-0.0000970
-0.0000880
- 0. 0000770
-0.0000650
--0.0000520
- 0. 0000370
--0.0000220
-- 0.0000060

1.85

1.90
1.95
2.00

v0

4.10

0.0000000
-0.0000300
-0.0000540
-0.0000730
-0.0000880
-11.0001000
-O.OOO1070
0.0001110
- O. 0 0 ( 1 1 1 3 0

-0.0001120
-0.0001090
-0.0001040
0.0000970
- 0.0000890
- 0. 0000780
-0.0000670
-0.0000540
-0.0000410
- 0. 0000260
-0.0000100
0. 0000060

vo = 4.15

vo = 4.175

0.0000000
-0.0000300

0.0000000
-0.(}000300
-0.0000560
-0.0000760
-0.0000920
-0.0001030
0.0001120
0.00011711
--0.0001190
--0.00011.90
--0.0001170
-0.0001120
0.0001060
-0.0000980
-0.0000890
-0.0000780
-0.0000660
-- 0.0000530
-- 0.0000390
0.0000240
- 0. 0000080

-0.0000540
-0.0000730

-0.0000880
- 0.0000990
-0.O0O107O
-0.0001110
- 0.0001120
0.0001110
-0.0001080
0.0001030
0.0000960
0.0000870
-O.0O0O77O
- 0. 0000660
--0.0000530
- 0. 0000390
-0.0000240
-0.0000080
0.0000080

1419

A Nonlinear Shooting Method

Table 10. Approximated errors with each initial velocity in Example 5.
x

vo = 3.99

vo = 4.00

vo = 4.10

Vo = 4.15

vo = 4. i75

0.0000000

0.0000000

0.0000300

-0.0000300

- 0.0000540

-0.0000540

1.00

0.0000000

0.0000000

0.0000000

1.05

-0.0000300

-0.0000300

-0,0000300

1.10
1.15

-0.0000560
-0.0000760

-0.0000550

- 0.0000540

-0.0000760

-0,0000740

-0.0000730

-0.0000730

1.20
1.25
1.30

-0.0000910
-0.0001030
-0.0001110

-0.0000910
-0.0001030

- 0.0000880

-0.0000880

-0.0001110

-0.0001070

-0.0000880
0.0000990
-0.(1001070

1.35

-0.0001170

-0.0001160

-0.0001120

-0.(1001110

-0.0001110

1.40

-0.0001190

-0.0001180

-0.0001130

-0.0001130

-0.0001130

1.45

-0.0001190

--0.0001180

-0.0()01120

--0.0001120

1.50

-0.0001160

0.0001160

1.55

-0.0001120

-0.0001110

- 0.0001040

1.60

-0.0001060

--0.0001050
--0,0000970

1.65

0.00{)0980

- 0.0001000

0.0001120

-0.0000990
-0.0001070

0.0001030

--0.0001090
0.0001030

- 0.0000970

0.0000960

--0.0000960

- 0.0(100890

- 0. 0000880
-0.0000770

-0.0000880
-0.0000780

-- 0.0(101

-0.0001090

1.70

-0.0000880

-0.0000880

-0.0000790

1.75

-0.0000780

-0.0000770

1.80

-0.0000660

-[`).0000650

- 0.0000670
-0.0000540

1.85
1.90

-0.0000520
--0.0000380

-0.0000520

--0.0000230

-0.0000370
-0.0000220

1.95
2.00

-0.0000070

-0.0000060

[.)80

0.0000660

-0.0000660

-0.0000410

-0.0000530
- 0.0000390

-0.0000400

O.0000260
0.0000100

-0.0000240
- 0.0000080

-0.0000250
-0.0000090

0.0000060

0.0000070

0.0000070

0.0000530

Table 11. A lmmerical result by using single precision and double precision on VAX.
v0

Single Precision

Double Precision

vo = 3.99

Converge

Converge

vo = 4.10

Converge

Converge

vo = 4.15

Converge

Converge

vo = 4.20

Diverge

Diverge

T a b l e 11 s h o w s n u m e r i c a l r e s u l t s I)3' u s i n g s i n g l e p r e c i s i o n a n d d o u b l e p r e c i s i o n w i t h v a r i o u s
i n i t i a l v e l o c i t i e s n e a r t h e c r i t i c a l value.

4. R E M A R K S
\ V i t h r e g a r d t o o t h e r t m m e r i c a l m e t h o d s , n o t e t h e f o l l o w i n g . R i t z ' s m e t h o d [6] is u s e f u l in l i n e a r
b o u n d a r y w d u e p r o b l e m s , b u t it h a s d i f f i c u l t y ill n o n l i n e a r b o u n d a r y v a l u e p r o h l e m s . I n [7], u s i n g
G r e e n ' s f u n c t i o n , b o u n d a r y v a l u e l ) r o h l e m s a r e c h a n g e d t o a n i n t e g r a l e q u a t i o n a n d i t e r a t i o n is
applied.

T h e n one m u s t solve a large scale n o n l i n e a r s y s t e m of e q u a t i o n s .

Keller introduces

G a u s s i a n q u a d r a t u r e , b u t t h i s n e e d s d e l i c a t e c o n d i t i o n s a n d is p r a c t i c a l l y d i f f i c u l t .
With

regard to our e x a m p l e s , n o t e t h e following.

I n E x a m p l e s 1 a n d 2, w e s h o w t h a t out'

n u m e r i c a l solutions w i t h any choice of initial velocities converge to an e x a c t solution.

And, in

E x a m p l e s 4 a n d 5, w e s h o w t h a t w e o b t a i n e d n u m e r i c a l s o l u t i o n s w i t h s o m e i n i t i a l v e l o c i t i e s
c o n v e r g i n g to an e x a c t solution, b u t our n u m e r i c a l solution w i t h s o m e special choice of initial
velocities did not converge to an exact solution. Example 3 shows numerical solutions converging
t o a n o n t r i v i a l s o l u t i o n o f t h e p r o b l e m e v e n t h o u g h it d o e s n o t h a v e a u n i q u e s o l u t i o n . F i n a l l y ,
w e f o u n d t h e r e e x i s t s s o m e s p e c i a l i n i t i a l v e l o c i t y v a l u e v0. I t c a n n o t m a k e c o n v e r g i n g s u i t a t ) l e
i n i t i a l v e l o c i t y vA, (v0 l o c a t e d n e a r l)y 0.698 in E x a m p k ' 4).

A l s o , it c a n n o t m a k e c o n v e r g i n g

n u m e r i c a l s o l u t i o n s (v0 l o c a t e d a t b e t w e e n 4.15 a n d 4.20 in E x a m p l e 5).

1420

S.N. HA

For nonlinear differential equations, shooting methods have certain advantages for the problem
solver. First of all, the methods are quite general and are applicable to a wide variety of differential
equations. It is not necessary for applicability of shooting methods that the equations be of special
types such as even-order self-adjoint. Second, shooting methods require a minimum of problem
analysis and preparation.
Despite their advantages, shooting methods, like all methods, have their limitations. Shooting
methods sometimes fail to converge for problems which are sensitive to the initial conditions. In
some problems, modest changes in the initial conditions result in numerical difficulties such as
machine overflow. We need to study these matters theoretically, and this is in progress. Vv~ ran
programs in Examples 1-5 by using Visual FORTRAN 6.0 with DELL(mpx) Pentium III, and
Example 5 was run again by VAX at UTA ACS.
REFERENCES
1. P.B. Bailey, L.F. Shampine and P.E. WMtman, Nonlinear Two Point Boundary Value Problems, Academic
Press, New York, (1968).
2. S.M. Roberts and J.S. Shipman, Two Point Boundary Value Problems: Shooting Methods, American Elsevier, New York, (1972).
3. R.L. Burden and J.D. Faires, Numerical Analysis, PWS, Boston, (1993).
4. D. Greenspan and V. Casulli, Numerical Analysis for Applied Mathematics, Science, and Engineering,
Addison-Wesley, (1988).
5. S.T. Pohozaev, The Dirichlet problem for the equation Au = u 2, Soviet Math. 1, 1143 1146 (1960).
6. L. Collatz, The Numerical Treatment of Differential Equations, Third Edition, Springer-Verlag, Heidelberg,
(1960).
7. II.B. Keller, Numerical Methods for Two Point Boundary Value Problems, Blaisdell, London, (1968).
8. R.K. Nagle and E.B. Saff, Fundamentals of Differential Equations and Boundary Value PrvbIems, Addison-Wesley, New York, (1993).
9. I. Stakgold, Green's Functions and Boundary Value Problems, John Wiley & Sons, New York, (1979).