(6.

2) - The Shooting Method for Nonlinear Problems Consider the boundary value problems (BVPs) for the second order differential equation of the form (*) y fx, y, y , a x b, ya and yb . When fx, y, y is linear in y and y , the Shooting Method introduced in Section 6.1 solves a system of two initial value problems and the solution yx of the boundary value problem (*) is of the form y 1 b y 2 x yx y 1 x y 2 b where y 1 x and y 2 x are solutions of two initial value problems, respectively. Now we consider the cases where fx, y, y is not linear in y and y . Assume a given boundary value problem has a unique solution yx. We will approximate the solution yx by solving a sequence of initial value problems (**) y fx, y, y , a x b, ya , y a s k where s k are real numbers. Let yx, s k be solution of the initial value problem (**). We want to have a sequence s k so that lim yx, s k yx.
k

One of choices for s 0 is yb ya . ba ba How to choose s k for k 1? Consider choose s such that (***) yb, s 0, that is s is a solution of the equation. Observe that the equation yb, s 0 is a nonlinear equation in one variable. In Chapter 2, we have studied numerical methods: Bisection Method, Newton Method, Secant Method, Fixed-Point Method, for nonlinear equations of the form gs 0. For given s 0 and s 1 , the Secant Method computes s k for k 2 as follows gs k1 s k1 s k . s k s k1 gs k1 gs k2 For given s 0 , the Newton Method computes s k for k 1 as follows gs s k s k1 k1 . g s k1 These methods can be used here to solve the nonlinear equation (***). 1. Use the Secant Method to approximate the solution of yb, s 0. y b, s k1 s k1 s k2 s k s k1 y b, s k1 y b, s k2 s 0 y a Note that y b, s k1 is the last element in the array y. Note also that we will need two initial choices s 0 and s 1 to compute s 2 in order to continue the iterations. 2. Use Newtons Method to approximate the solution of yb, s 0. y b, s k1 s k s k1 dy b, s k1 ds Again, y b, s k1 is the last element in the array y. Since we do not know yx explicitly, how can dy b, s k1 ? Let yx, s be the solution of the initial value problem (**). Then from we determine ds (**), we have 1

y x, s fx, yx, s, y x, s, a x b, ya, s , y a, s s. By differentiating both sides of the differential equation with respect to s, we have fx, yx, s, y x, s y x, s s s yx, s y x, s fx xs fy f y . s s Since x and s are independent, x s 0. Hence, yx, s y x, s y x, s fy f y (****) s s s for a x b. The initial conditions are: ya, s y a, s d 0, d s 1. ds ds s s yx, s Define zx, s . Since s 3 yx, s 2 yx, s y x, s, 2 2 s s x s x we denote z x, s y x, s. s Then the initial value problem (****) becomes the initial value problem (*****) z x, s f y zx, s f y z x, s, a x b, za, s 0, z a, s 1. We can update s k using the information from zx, s as follows: y b, s k1 s k s k1 z b, s k1 Shooting Method for nonlinear boundary value problems: y fx, y, y , a x b, ya and yb . . For k 1, Compute s 0 ba (i) Solve the system of two initial value problems: y fx, y, y , a x b, ya , y a s k1 z f y z f y z , a x b, za, s k1 0, z a, s k1 1 for yx and zx. (ii) Update s k s k1 y b, s k1

. z b, s k1 For a given accuracy requirement , the algorithm is terminated if y b, s k1 . Example Solve the BVP: y 1 32 2x 3 yy , 1 x 3, y1 17, y3 43 . 3 8 fx, y, y 1 32 2x 3 yy . 8 f y y , f y y Solve a system of 2 second-order initial value problems: 2

1 8

32 2x 3 yy , 1 x 3, y1 17, y 1 s k

z f y z f y z 1 y z yz , 1 x 3, z1 0, z 1 1 8 Let u 1 y, u 2 y , u 3 z, u 4 z . Solve a system of 4 first-order initial value problems: u 1 u 2 u 2

1 8

u 1 1 17 , u 2 1 s k u 3 1 0 u 4 1 1

32 2x u 1 u 2
3

u 4 using MatLab function ode45.m.

u 3 u 4 1 u 2 u 3 8
3

u1u4

y"=(32+2x 22

-yy)/8, [1,3], y(1)=17, y(3)=43/3 (Secant)

20

- solution y=x

+16/x

y(x,s

18

16

14

y(x,s 12 y(x,s 10

1.2

1.4

1.6

1.8

2.2

2.4

2.6

2.8

MatLab program: lect6_2_ex1.m % Shooting Method for Nonlinear BVP % clear clf alpha17; beta43/3; a1; b3; % % the first shoot: % s(1)(beta-alpha)/(b-a); [X,Y]ode45(funsys1,[a b],[alpha;s(1);0;1]); plot(X,Y(:,1),-.) hold text(2.6,19.8,y(x,s_0)) % % the second shoot: 3

% nlength(Y(:,1)); s(2)s(1)(beta-Y(n,1))/Y(n,3); clear X; clear Y; [X,Y]ode45(funsys1,[a,b],[alpha;s(2);0;1]); plot(X,Y(:,1),) text(2.6,11.0,y(x,s_1)) % % the third shoot: % nlength(Y(:,1)); s(3)s(2)(beta-Y(n,1))/Y(n,3); clear X; clear Y; [X,Y]ode45(funsys1,[a,b],[alpha;s(3);0;1]); plot(X,Y(:,1),:) text(2.6,12.5,y(x,s_3)) % % Comparisons % title(y"(322x^3-yy)/8, [1,3], y(1)17, y(3)43/3 (Secant)) ysolX.^216./X; plot(X,ysol) text(1.2,20,- solution yx^216/x) hold off MatLab program: funsys1.m function yvfunsys1(x,y); yv(1,1)y(2,1); yv(2,1)1/8*(322*x^3-y(1,1)*y(2,1)); yv(3,1)y(4,1); yv(4,1)-y(2,1)/8*y(3,1)-y(1,1)/8*y(4,1); MatLab program: lect6_2_ex2.m % % lect6_2_ex2 % clear clf alpha17; beta43/3; a1; b3; epsiloninput(epsilon ); % % First shooting: % s(1)(beta-alpha)/(b-a); 4

[X,Y]ode45(funsys1,[a b],[alpha;s(1);0;1]); plot(X,Y(:,1),-.) hold % % iterations: % flag0; nlength(Y(:,1)); diffabs(Y(n,1)-beta); if diffepsilon flag1; end k1; while flag0, s(k1)s(k)(beta-Y(n,1))/Y(n,3); clear X; clear Y; [X,Y]ode45(funsys1,[a,b],[alpha;s(k1);0;1]); plot(X,Y(:,1),) nlength(Y(:,1)); diffabs(Y(n,1)-beta); if diffepsilon flag1; end kk1; end title(y"(322x^3-yy)/8, [1,3], y(1)17, y(3)43/3 (Secant)) ysolX.^216./X; plot(X,ysol) text(1.2,20,- solution yx^216/x) hold off Exercises: 1. Use the Shooting Method to approximate the solution to the boundary value problem y y 2 y ln x, 1 x 2, y1 0, y2 ln 2 to within 10 5 . Compare your results to the actual solution y lnx by plotting the absolute values of the differences. 2. Use the Shooting Method to approximate the solution to each of the following boundary value problems to within 10 4 . Compare your results with given true solution by plotting the absolute values of the differences. a. y y 3 yy , 1 x 2, y1 1 , y2 1 2 3 The true solution: yx x 1 1 . b. y y 2y ln x 3 1 , 2 x 3, y2 1 ln2, f3 1 ln 3 2 3 x The true solution: yx x 1 lnx. c. y 2y 3 6y 2x 3 , 1 x 2, y1 2. y2 5 2 1 The true solution: yx x x. 5

3. Write an MatLab program to implement the Shooting Method for nonlinear boundary value problems using the Newton Method to compute s 1 and then use the Secant Method to update s k for k 2, 3, . . . . 4. The Van der Pol equation y y 2 1y y 0, 0, governs the flow of current in a vacuum tube with three internal elements. Let y2 1. Approximate yx for 0 x 2 to within 10 4 .
1 2

, y0 0, and