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Shooting

We want to solve tex2html_wrap_inline523 . To do so, try instead solving tex2html_wrap_inline531 , and adjust the initial `velocity' t until we discover that at tex2html_wrap_inline533 .

OK, so how do we do that? Lets call the solution of the IVP y(x;t), highlighting the role of the parameter t. Well, the error at the right is tex2html_wrap_inline537 . So we need to solve g=0. This suggests an iterative process where we make an initial guess for t, and then update according to a secant method:

displaymath539

Actually, Newton's method can be applied, and offers faster convergence. To do so, we would use tex2html_wrap_inline541 . Observe that if we differentiate the ODE,

eqnarray184

We also have tex2html_wrap_inline543 . Set tex2html_wrap_inline545 . We have

displaymath547

It follows that tex2html_wrap_inline549 and the Newton iteration

displaymath551

That is, two ODEs must be solved simultaneously - for y and z. Indeed, the two second order equations should be transformed into a first order system with four equations. We can use any of the initial value methods to solve - e.g., midpoint or Runge-Kutta. For linear 2nd order equations, this procedure simplifies. One solves two equations, the original equation for, say, u(x), with tex2html_wrap_inline555 , and a second equation, a homogeneous equation, for, say z, with tex2html_wrap_inline557 . The solution of the original problem is then y = u + A z, where A is yet to be determined. By examining the solutions at x=b, you find tex2html_wrap_inline561 .

There is a technique called multiple shooting, in which a number of ``shots'' are launched from several points in the interval [a,b]. The reasoning is that each of the several shots may yield only a small error, and be easier to correct, whereas the singe shot described above, even if relatively accurate, may lead to a large error at the x=b. Keller's book describes the technique.



E. Bruce Pitman
Wed Apr 7 10:53:29 EDT 1999