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Shooting method

In numerical analysis, the shooting method is a method for solving a boundary value problem by reducing it to the solution of an initial value problem. The following exposition may be clarified by this illustration of the shooting method.

For a boundary value problem of a second-order ordinary differential equation, the method is stated as follows. Let

y''(t) = f(t, y(t), y'(t)), \quad y(t_0) = y_0, \quad y(t_1) = y_1

be the boundary value problem. Let y(t1; a) denote the solution of the initial value problem

y''(t) = f(t, y(t), y'(t)), \quad y(t_0) = y_0, \quad y'(t_0) = a

Define the function F(a) as the difference between y(t1; a) and the specified boundary value y1.

F(a) = y(t_1; a) - y_1 \,

If the boundary value problem has a solution, then F has a root, and that root is just the value of y'(t0) which yields a solution y(t) of the boundary value problem.

The usual methods for finding roots may be employed here, such as the bisection method or Newton's method.

References

  • Josef Stoer and Roland Bulirsch. Introduction to Numerical Analysis. New York: Springer-Verlag, 1980. (See Section 7.3.)
01-04-2007 01:16:19
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