The Shooting Method for Boundary-value Problems

Douglas Wilhelm Harder, M.Math. LEL

Department of Electrical and Computer Engineering University of Waterloo Waterloo, Ontario, Canada ece.uwaterloo.ca [email protected]
2012 by Douglas Wilhelm Harder. Some rights reserved.

The Shooting Method for Boundary-value Problems

Outline
This topic to approximating boundary-value problems
We will describe boundary-value problems (BVPs) We will look at solutions with linear ordinary differential equations (ODEs) We will consider solutions for non-linear ODEs
This will require successive approximations using the secant method

The Shooting Method for Boundary-value Problems

Outcomes Based Learning Objectives

By the end of this laboratory, you will understand:
Boundary-value problems (BVPs) How to use an initial-value problem (IVP) solver to approximate solutions to BVPs The solution to linear BVPs The application of the secant method to solve non-linear BVPs

The Shooting Method for Boundary-value Problems

Using Matlab
These methods assume that the student has written the initial-value problem solver pd45 with the signature dp45( f, x_rng, u0, h, eps_abs ) which uses the Dormand-Prince method If this routine is not available, you are welcome to use the built-in Matlab routine ode45 which has the similar signature ode45( f, x_rng, u0 )

The Shooting Method for Boundary-value Problems

2nd-order ODEs
A boundary-value problem in one dimension is any 2ndorder ODE F(x, u(x), u(1)(x), u(2)(x)) = 0 with two constraints u(a) = ua u(b) = ub In general, we will look at functions of the form u(2)(x) = f(x, u(x), u(1)(x))

The Shooting Method for Boundary-value Problems

2nd-order ODEs
Consider the corresponding initial-value problem for this 2nd-order ODE F(x, u(x), u(1)(x), u(2)(x)) = 0 with two constraints u(a) = ua u(1)(a) = ua(1) Here we specify the slope at the left-hand point x = a

The Shooting Method for Boundary-value Problems

2nd-order ODEs
Thus, a boundary-value problem could be restated as:
Given one initial condition u(a) = ua, what slope is required at that initial point so that the solution to that initial condition passes through the point (b, ub)?

(b, ub) (a, ua)

The Shooting Method for Boundary-value Problems

2nd-order ODEs
We will consider two possible cases:
When the ODE is linear, and When it is not

(b, ub) (a, ua)

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

A 2nd-order ODE is said to be linear if it can be written as u(2)(x) + q(x) u(1)(x) + r(x) u(x) = g(x) or u(2)(x) = g(x) q(x) u(1)(x) r(x) u(x) We will also consider the corresponding homogenous LODE: u(2)(x) + q(x) u(1)(x) + r(x) u(x) = 0 or u(2)(x) = q(x) u(1)(x) r(x) u(x)

The Shooting Method for Boundary-value Problems

10

2nd-order Linear ODEs

To demonstrate 2nd-order LODEs, we will consider the example u 2 x sin x u 1 x u x 1
u 2 1.5 u 3 2.5

The corresponding homogeneous LODE is the

u 2 x sin x u 1 x u x 0

The Shooting Method for Boundary-value Problems

11

2nd-order Linear ODEs

Recall that if ug(x) is a solution to a 2nd-order LODE and u0(x) is a solution to the corresponding homogenous LODE, then ug(x) + cu0(x) is also a solution the LODE
d2 d u x cu x q x u g x cu0 x r x u g x cu0 x 0 2 g dx dx 2 2 u g x c u0 x q x u g 1 x cq x u01 x r x u g x cr x u0 x
2 1 ug x q x ug x r x u g x c u0 2 x q x u01 x r x u0 x

g(x)

g x c 0 g x

The Shooting Method for Boundary-value Problems

12

2nd-order Linear ODEs

Suppose we have redefine a boundary-value problem in terms of two IVPs, the first on the LODE with constraints
u a ua u 1 a 0

and the second on the homogenous LODE with constraints u a 0

u 1 a 1

Let ug(x) and u0(x) be the solutions, respectively

The Shooting Method for Boundary-value Problems

13

2nd-order Linear ODEs

For example, given the LODE from before, we create the two IVPs
u 2 x sin x u 1 x u x 1 u 2 1.5 u 1 2 0 u 2 x sin x u 1 x u x 0 u 2 0 u 1 2 1
(a, ua)

(b, ub)

ug(x)

The plots of the solutions:

u0(x)

The Shooting Method for Boundary-value Problems

14

2nd-order Linear ODEs

Having found these two solutions, ug(x) and u0(x), we now want to find a linear combination
u g x cu0 x

of these two such that it satisfies the second boundary value (b, u )
For example, here we see ug(x), ug(x) + u0(x), and ug(x) u0(x)
b

ug(x) + u0(x) (a, ua) ug(x)

It seems ug(x) + 2u0(x) will pass close to the second boundary point

ug(x) u0(x)

The Shooting Method for Boundary-value Problems

15

2nd-order Linear ODEs

We want to find the appropriate linear combination
u g x cu0 x

u g a ua
1

to match our second boundary condition

ug a 0

First, we note u g a cu0 a ua c 0 ua

We want
u g b cu0 b ub

u0 a 0
u0 a 1
1

Solving this for c yields c

ub u g b u0 b

The Shooting Method for Boundary-value Problems

16

2nd-order Linear ODEs

Easy enough; however, recall that we must find ug(x) and u0(x) but if we use dp45, the step sizes may be different Solution: define a system of two uncoupled equations and unknowns and solve them simultaneously u(2)(x) = g(x) q(x) u(1)(x) r(x) u(x) u(2)(x) = 0 q(x) u(1)(x) r(x) u(x)

The Shooting Method for Boundary-value Problems

17

2nd-order Linear ODEs

Using our techniques from Laboratory 5, we can write this as a system of IVPs: w1(1)(x) = w2 (x) w2(1)(x) = g(x) q(x) w2(x) r(x) w1(x) w3(1)(x) = w4 (x) w4(1)(x) = 0 q(x) w4(x) r(x) w3(x) w1(a) = ua w2(a) = 0 w3(a) = 0 w4(a) = 1 ug(x) = w1(x) ug(1)(x) = w2(x) u0(x) = w3(x) u0(1)(x) = w4(x)

The Shooting Method for Boundary-value Problems

18

2nd-order Linear ODEs

For example, consider the boundary-value problem
u 2 x sin x u 1 x u x 1 u 2 1.5 u 3 2.5

The Matlab function would be:

function [dw] = f6a( x, w ) dw = [w(2); 1 - sin(x)*w(2) - w(1); w(4); 0 - sin(x)*w(4) - w(3)]; end

with the initial conditions [u_a, 0, 0, 1]'

The Shooting Method for Boundary-value Problems

19

2nd-order Linear ODEs

For our example, we would run the following code:
a = 2; b = 3; u_a = 1.5; u_b = 2.5; [x6a, u6a] = dp45( @f6a, [a, b], [u_a 0 0 1]', 0.01, 1e-8 ); c6a = (u_b - u6a(1, end))/u6a(3, end) c6a = 1.991628911663175
u6a_soln = u6a(1, :) + c6a*u6a(3, :); plot( x6a, u6a_soln, 'r' ) ylim( [0, 2.5] ) u6a_soln(1) ans = 1.500000000000000 u6a_soln(end) ans = 2.500000000000000

The Shooting Method for Boundary-value Problems

20

2nd-order Linear ODEs

Maple can find an answer, but its not nice
> a := 2; b := 3; u_a := 1.5; u_b := 2.5; > dsolve( {(D@@2)(u)(x) + sin(x)*D(u)(x) + u(x) = 1, u(a)=u_a, u(b)=u_b} );

The Shooting Method for Boundary-value Problems

21

2nd-order Linear ODEs

It takes Maple about two minute to plot the same figure
Note: this is not an issue with Mapleit is giving you the exact solution and not a numeric approximation

The Shooting Method for Boundary-value Problems

22

2nd-order Linear ODEs: Example

For example, consider the boundary-value problem u(2)(x) + 4 u(1)(x) + 7x u(x) = sin(x) u(2) = 1.5 u(3) = 2.5 The Matlab function would be:
function [dw] = f6b( x, w ) dw = [w(2); sin(x) - 4*w(2) - 7*x*w(1); w(4); 0 - 4*w(4) - 7*x*w(3)]; end

The Shooting Method for Boundary-value Problems

23

2nd-order Linear ODEs: Example

For example, consider
a = 2; b = [x6b, u6b] u6b_soln = plot( x6b, grid 3; u_a = 1.5; u_b = 2.5; = dp45( @f6b, [a, b], [u_a 0 0 1]', 0.01, 1e-4 ); u6b(1,:) + (u_b - u6b(1,end))/u6b(3,end)*u6b(3,:); u6b_soln, 'o-' );

The Shooting Method for Boundary-value Problems

24

2nd-order Linear ODEs: Example

Maple can find an answer, but its not nice
> a := 2; b := 3; u_a := 1.5; u_b := 2.5; > dsolve( {(D@@2)(u)(x) + 4*D(u)(x) + 7*x*u(x) = sin(x), u(a) = u_a, u(b) = u_b}, u(x) );

The Shooting Method for Boundary-value Problems

25

2nd-order Linear ODEs: Example

Comparing the results with Maples plot, we see they are similar

The Shooting Method for Boundary-value Problems

26

2nd-order Linear ODEs: Example

If we repeat using b = 4, we get significantly more varying, but still similar, graphs

The Shooting Method for Boundary-value Problems

27

2nd-order Non-linear ODEs

What happens if the ODE is not linear?
In this case, there is no guarantee that we can find a solution using this simple technique Instead, we will use u(2)(x) = f(x, u(x), u(1)(x)) and let us(x) be the solution to the IVP u(a) = ua u(1) (a) = s

Now, define a new function err(s) = us(b) ub

The Shooting Method for Boundary-value Problems

28

2nd-order Non-linear ODEs

When this function has a zero, we have a solution to the boundary-value problem err(s) = us(b) ub What is err(s) in Matlab?
function [du_b] = err_shot( s ) [t_out, u_out] = ... dp45( @f, [a, b], [u_a, s], h, eps_abs );

du_b = u_out(1, end) - u_b;

end

The Shooting Method for Boundary-value Problems

29

2nd-order Non-linear ODEs

When this function has a zero, we have a solution to the boundary-value problem err(s) = us(b) ub In reality, however, it will require a number of other parameters:
function [du_b] = err_shot(s, f, x_rng, u_bndry, h, eps_abs) u_a = u_bndry(1); u_b = u_bndry(2); [~, u_out] = dp45( f, x_rng, [u_a, s]', h, eps_abs ); du_b = u_out(1, end) - u_b; end

The Shooting Method for Boundary-value Problems

30

Secant Method
We will use the secant method for fining this root:
Suppose we are trying to find a root of a real-valued function of a real variable err(s) Suppose s1 and s2 are two initial approximations of the root
err(s)

s2

s1

The Shooting Method for Boundary-value Problems

31

Secant Method
We can find a better approximation of the root by finding the interpolating straight line that passes through these points
err(s)

s2

s1

The Shooting Method for Boundary-value Problems

32

Secant Method
The formula for this new point is
s3 s1 err s2 s2 err s1 err s2 err s1

err(s)

s3

s2

s1

The Shooting Method for Boundary-value Problems

33

Secant Method
In the first case, we considered linear ODEs
Essentially, what we are doing here is asking: Given these two approximations, what would our next approximation be if the ODE was linear?
err(s)

s3

s2

s1

The Shooting Method for Boundary-value Problems

34

Secant Method
Now, suppose we have s2 and s3, the next step is to use these approximations to find the next approximation, s4, and so on... s2 err s3 s3 err s2
s4 err s3 err s2
err(s)

s3

s2

s1

The Shooting Method for Boundary-value Problems

35

Secant Method
Thus, we will continue to iterate, using the secant method at each step... With any iterative numerical method, we must know under what conditions we will:
Halt with success, and Indicate a failure to find a solution

After all, not all iterative numerical methods converge...

The Shooting Method for Boundary-value Problems

36

Secant Method
For the secant method, we must have two approximations, s1 and s2 First, if |err(s1)| < |err(s2)|, we will swap s1 and s2
Were assuming that s2 is more accurate

The Shooting Method for Boundary-value Problems

37

Secant Method
We will iterate at most Nmax times:
With each iteration, we will approximate a new point s If |s2 s| < estep and |err(s)| < eabs, we will assume we are finished and we will return the value s (shooting, however, will take one more step) Otherwise, we will set s1 = s2 and s2 = s

If we have iterated Nmax times and not found a solution, we will throw an exception with an appropriate message

The Shooting Method for Boundary-value Problems

38

The Shooting Method

Normally, the secant method simply returns the slope Your function, shooting, however, will have to return the x- and u-values corresponding to that optimal slope
Thus, your last steps before you successfully return will be:
[x_out, u_out] = dp45( f, x_rng, [u_bndry(1), s]', h, eps_abs ); return;

The Shooting Method for Boundary-value Problems

39

The Shooting Method

The arguments of
function [x_out, u_out] = shooting( s1, s2, f, x_rng, u_bndry, ... h, eps_abs, eps_step, N_max )

are as follows:
s1 and s2 are the two approximations of the slopes f is a function handle for the differential equation: u(2)(x) = f(x, u(x), u(1)(x)) [a, b] is a row vector defining the range on which we are approximating the boundary-value problem [ua, ub] is a row vector defining the boundary conditions: u(a) = ua and u(b) = ub h is the initial step size for the function dp45 eabs is the parameter passed to dp45 and is also the parameter used by the secant method estep is the parameter used by the secant method for the step size Nmax is the parameter used by the secant method to define the maximum number of iterations

The Shooting Method for Boundary-value Problems

40

The Shooting Method

Question: what do we use as initial conditions? Answer: as an engineer, you will understand your problem; you should know the expected behaviour around the point x = a
In these laboratories, you will be given the initial points In reality, you will understand what they should be when you get there

The Shooting Method for Boundary-value Problems

41

The Shooting Method

Consider the following non-linear boundary-value problem: u 2 x 4u 1 x u x 2 x u x 2 sin x
u 2 1.5 u 3 2.5

The corresponding function is

function [dw] = f6c( x, w ) dw = [w(2); sin(x) - 4*w(2)*w(1) + 2*x*w(1)^2]; end

The Shooting Method for Boundary-value Problems

42

The Shooting Method

When I run the function
[x6c, u6c] = shooting( -3, -3.1, @f6c, [2, 3], [1.5, 2.5]', ... 0.01, 1e-6, 1e-6, 20 );

I get a solution after four iterations where the approximations of the initial slopes are:
3.326745004558498 3.323136496135223 3.323176635129875 3.323176642445732

These last two slopes are sufficiently close enough and the u6c(1, end) = 2.499999999999991 close enough to 2.5

The Shooting Method for Boundary-value Problems

43

The Shooting Method

We can look at the plot and the result:
plot( xs, us(1,:) )
us(1,end) ans = 2.499999999999991 length( xs ) ans = 36

The Shooting Method for Boundary-value Problems

44

The Shooting Method

You might get slightly different values depending on your implementation of the secant method; however, the final result should be reasonably close

The Shooting Method for Boundary-value Problems

45

The Shooting Method

Plotting approximations with the various slopes:
slopes = [-3 -3.1 -3.326745004558498 -3.323136496135223 ... -3.323176635129875 -3.323176642445732]; for s = slopes [x6s, u6s] = dp45( @f6c, [2, 3], [1.5, s]', 0.01, 1e-6 ); plot( x6s, u6s(1,:) ) u6s(1,end) end

s1 = 3 s2 = 3.1 All others...

The Shooting Method for Boundary-value Problems

46

The Shooting Method

If you plot the relative errors of the approximation of u6s(1,end) as an approximation of ub = 2.5, we observe the fast (i.e., O(hf)) convergence of the secant method
s
3 3.1 3.326745004558498 3.323136496135223 3.323176635129875 3.323176642445732

u6s(1,end)

Absolute Error

2.668638013935938 1.686 101 2.617026509067240 1.170 101 2.498107476136670 2.500021288156047 2.500000003879338 2.499999999999991 1.893 103 2.129 105 3.879 109 7.105 1015

The Shooting Method for Boundary-value Problems

47

Hints
You will work with various values of s and err(s)
Instead of continually recalculating value err(s), just calculate err1 = err_shot( s1 ); err2 = err_shot( s2 ); and when you calculate a new value of s, just use a simpler expression with the variables s1, s2, err1 and err2 and then immediately calculate errs = err( s );
When you update s1 and s2, update err1 and err2

The Shooting Method for Boundary-value Problems

48

Summary
We have looked at using the function dp45 to approximate a boundary-value problem
The shooting method converts a BVP into an IVP For linear IVPs, we use the ODE and the homogeneous ODE and find a linear combination of the two solutions For non-linear IVPs, we use dp45 and the secant method to guide us to an approximation

The Shooting Method for Boundary-value Problems

49

References
[1] Glyn James, Modern Engineering Mathematics, 4th Ed., Prentice Hall, 2007. Glyn James, Advanced Modern Engineering Mathematics, 4th Ed., Prentice Hall, 2011.

[2]

[3]

John H. Mathews and Kurtis D. Fink, Numerical Methods using Matlab, 4th Ed., Prentice Hall, 2004, pp. 529-534.
Shooting Method, http://en.wikipedia.org/wiki/Shooting_method.

[4]