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. Roughly speaking, we 'shoot' out trajectories in different directions until we find a trajectory that has the desired boundary value. 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
be the boundary value problem. Let y(t; a) denote the solution of the initial value problem
Define the function F(a) as the difference between y(t1; a) and the specified boundary value y1.
If F has a root a then the solution y(t; a) of the corresponding initial value problem is also a solution of the boundary value problem. Conversely, if the boundary value problem has a solution y(t), then y(t) is also the unique solution y(t; a) of the initial value problem where a = y'(t0), thus a is a root of F.
The usual methods for finding roots may be employed here, such as the bisection method or Newton's method.
See also
References
- Josef Stoer and Roland Bulirsch. Introduction to Numerical Analysis. New York: Springer-Verlag, 1980. (See Section 7.3.)
- Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 18.1. The Shooting Method". Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. ISBN 978-0-521-88068-8.
External links
- Brief Description of ODEPACK (at Netlib; contains LSODE)
- Shooting method of solving boundary value problems – Notes, PPT, Maple, Mathcad, Matlab, Mathematica at Holistic Numerical Methods Institute
- Shooting Method for Boundary Value Problems