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4.3.1 Shooting Method

- Transform the given boundary value problem into an initial value problem with estimated parameters

- Adjust the parameters iteratively to reproduce the given boundary values

First trial shot:
Augment the $n_{1}$ boundary values given at $x=x_{1}$ by $n_{2} \equiv N-n_{1}$ estimated parameters
$\displaystyle \mbox{$\bf a$}^{(1)}$ $\textstyle \equiv$ $\displaystyle \{ a_{k}^{(1)}; \; k=1,\dots n_{2} \}^{T}$  

to obtain an IVP. Integrate numerically up $x=x_{2}$. The newly calculated values of $b_{k}$ at $x=x_{2}$,
$\displaystyle \mbox{$\bf b$}^{(1)}$ $\textstyle \equiv$ $\displaystyle \{ b_{k}^{(1)}; \; k=1,\dots n_{2} \}^{T}$  

will in general deviate from the given boundary values $\mbox{$\bf b$} \equiv \{ b_{k}; \dots \}^{T}$. The difference vector $
\mbox{$\bf e$}^{(1)} \equiv \mbox{$\bf b$}^{(1)}-\mbox{$\bf b$}
$ is stored for further use.
Second trial shot:
Change the estimated initial values $a_{k}$ by some small amount, $
\mbox{$\bf a$}^{(2)} \equiv \mbox{$\bf a$}^{(1)}+\delta
\mbox{$\bf a$}
$, and once more integrate up to $x=x_{2}$. The values $b_{k}^{(2)}$ thus obtained are again different from the required values $b_{k}$: $
\mbox{$\bf e$}^{(2)} \equiv \mbox{$\bf b$}^{(2)}-\mbox{$\bf b$}
$.
Quasi-linearization:
Assuming that the deviations $\mbox{$\bf e$}^{(1)}$ and $\mbox{$\bf e$}^{(2)}$ depend linearly on the estimated initial values $\mbox{$\bf a$}^{(1)}$ and $\mbox{$\bf a$}^{(2)}$, compute that vector $\mbox{$\bf a$}^{(3)}$ which would make the deviations disappear:
$\displaystyle \mbox{$\bf a$}^{(3)}$ $\textstyle =$ $\displaystyle \mbox{$\bf a$}^{(1)}-\mbox{${\bf A}$}^{-1} \cdot \mbox{$\bf e$}^{...
...ith}
\;\; A_{ij} \equiv \frac{b_{i}^{(2)}-b_{i}^{(1)}}{a_{j}^{(2)}-a_{j}^{(1)}}$  

Iterate the procedure up to some desired accuracy.





EXAMPLE:
$\displaystyle \frac{d^{2}y}{dx^{2}}$ $\textstyle =$ $\displaystyle -\frac{1}{(1+y)^{2}}
\;\;\;\;{\rm with} \;\;\;y(0)=y(1)=0$  



* First trial shot: Choose $a^{(1)} \equiv y'(0)=1.0$. Applying 4th order RK with $\Delta x = 0.1$ we find $b^{(1)} \equiv y_{calc}(1)=0.674$. Thus $e^{(1)}\equiv b^{(1)}-y(1) =0.674$.

* Second trial shot: With $a^{(2)}=1.1$ we find $b^{(2)}=0.787$, i.e. $e^{(2)}=0.787$.

* Quasi-linearization: From
$\displaystyle a^{(3)}$ $\textstyle =$ $\displaystyle a^{(1)}-\frac{a^{(2)}-a^{(1)}}{b^{(2)}-b^{(1)}} \, e^{(1)}$  

we find $a^{(3)}=0.405 \, (\equiv y'(0))$.

Iteration: The next few iterations yield the following values for $a\, (\equiv y'(0))$ and $b\,(\equiv y(1))$:

$n$ $a^{(n)}$ $b^{(n)}$
3 0.405 - 0.041
4 0.440 0.003
5 0.437 0.000




next up previous
Next: 4.3.2 Relaxation Method Up: 4.3 Boundary Value Problems Previous: 4.3 Boundary Value Problems
Franz J. Vesely Oct 2005
See also:
"Computational Physics - An Introduction," Kluwer-Plenum 2001