Ordinary Differential Equations

Boundary Value Problems

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 14.1 Shooting Method for Solving Linear BVPs
We investigate the second-order, two-point boundary-value problem of
the form
y f ( x, y, y) ,a x b
with Dirichlet boundary conditions
y (a) , y (b)
Or Neuman boundary conditions
y(a ) , y(b)

Or mixed boundary condition

y(a) c1 y (a) , y(b) c 2 y (b)

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 14.1 Shooting Method for Solving Linear BVPs

Simple Boundary Conditions

y p( x) y q( x) y r ( x), a x b, y (a) ya, y (b) yb

The approach is to solve the two IVPs

u p ( x)u q ( x)u r ( x), u ( a ) ya , u (a ) 0,

v p ( x)v q( x)u , v ( a ) 0, v( a ) 1.

If v (b) 0, the solution of the original two-point BVP is given by

y(x) = u(x) + Av(x) is found from the requirement that y(b) = u(b) + Av(b) = yb

yb u (b) yb u (b)
A y ( x) u ( x) v( x).
v(b) v(b)

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 14.3 Shooting Method for Solving Linear BVPs

EX14.1
2
y y, y (1) 10, y (2) 0,
x

convert to the pair of initial-value problems

2
u u , u (1) 10, u (1) 0,
x
2
v v v (1) 0, v(1) 0,
x
2 2
w1 w2, wx w 2, w3 w4, w4 w 4,
x x

0 w1(b)
y ( x) w1 x w3( x).
w3(b)

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 14.1 Shooting Method for Solving Linear BVPs

General Boundary Condition at x = b

y p( x) y q( x) y r ( x)

The condition at x=b involves a linear combination of y(b) and y(b)

y (a) ya, y(b) cy (b) yb

The approach is to solve the two IVPs

u p ( x)u q ( x)u r ( x), u ( a ) ya , u (a ) 0,
v p ( x)v q( x)u , v ( a ) 0, v( a ) 1.

If v(b) cv (b) 0 there is a unique solution, given by

yb u(b) cu (b)
y ( x) u ( x) v( x).
v(b) cv(b)

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 14.3 Shooting Method for Solving Linear BVPs

General Boundary Condition at Both Ends of the Interval

y p( x) y q( x) y r ( x)
y(a) c1 y (a) ya, y(b) c 2 y (b) yb.

the approach is to solve two IVPs

u p ( x)u q ( x)u r ( x), u ( a ) 0, u ( a ) ya,
v p ( x)v q( x)u , v( a ) 1, v( a ) c1.

If v(b) c 2v(b) 0 , there is a unique solution, given by

yb u(b) c 2u (b)
y ( x) u ( x) v( x).
v(b) c 2v(b)

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 14.3 Shooting Method for Solving Linear BVPs

Ex 14.4
2x 2
y y y x 2
1, y (0) 1, y(1) y (1) 0.
x2 1 x2 1

y ( x 4 3x 2 x 6) / 6

Ex 14.5

2x 2
y y y x 2
1, y(0) y (0) 0, y(1) y (1) 3.
x 1
2
x 1
2

y x 4 / 6 3x 2 / 2 x 1

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 14.2 Shooting Method for Solving NonLinear BVPs

Nonlinear Shooting Based on the Secant Method

use an iterative process based on the secant method presented in
Chapter 2

y f ( x, y, y), y(a) ya , h( y (b), y(b)) 0,

the initial slope t, begin with u(a) = t(1) = 0, error is m(1)
Unless the absolute value of m(1) is less than the tolerance, we continue
by solving eq.

t (i 1) t (i 2)
t (i) t (i 1) m(i 1).
m(i 1) m(i 2)

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 14.2 Shooting Method for Solving NonLinear BVPs

EX 14.6

y 2 yy, y (0) 1, y (1) y(1) 0.25 0.

y = 1/(x+1)

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 14.2 Shooting Method for Solving NonLinear BVPs

Nonlinear Shooting Using Newtons Method

y f ( x, y, y), y(a) ya , y (b) yb .

begin by solving the initial-value problem

u f ( x, u , u), u (a ) ya , u (a) tk ,
v' ' vfu ( x, u , u) vf u ( x, u, u), v(a) 0, v(a) 1.

Check for convergence:

m u (b, tk ) yb ;

if |m| < tol, stop;

Otherwise, update t: tk 1 tk m / v(b, tk );

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 14.2 Shooting Method for Solving NonLinear BVPs

EX 14.8

[ y]2
y , y (0) 1, y (1) 2,
y

u [u]2 u 1 , u (0) 1, u(0) tk .

f u ( x, u, u) [u]2 (1)u 2 ,
f u ( x, u, u) 2[u]u1.

v v[u]2 u 2 v2[u]u1 , v (0) 0, v(0) 1.

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 14.3 Finite Difference Method for Solving Linear BVPs

Replace the derivatives in the differential equation by finite-difference

approximations (discussed in Chapter 11).
We now consider the general linear two-point boundary-value problem

y p( x) y q( x) y r ( x), a x b,

with boundary conditions

y (a) , y (b) ,

To solve this problem using finite-differences, we divide the interval [a, b]

into n subintervals, so that h=(b-a)/n. To approximate the function y(x) at
the points x1 a h, xn1 a (n 1)h, we use the central difference
formulas from Chapter 11:
yi 1 2 yi yi 1 yi 1 yi 1
y( xi ) , y ( xi )
h2 2h

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 Finite Difference Method for Solving Linear BVPs

Substituting these expressions into the BVP and writing p( xi ) as

____
pi , q( xi ) as qi , and r ( xi ) as ri gives
yi 1 2 yi yi 1 yi 1 yi 1
2
pi qi yi ri
h 2h
Further algebraic simplification leads to a tridiagonal system for
the unknowns y1 ,, yn1 , viz.
h h
1 pi yi 1 ( 2 h 2
qi ) yi 1 pi y i 1 h 2
ri , i 1,, n 1,
2 2

where y0 y(a) and yn y(b) .

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 Finite Difference Method for Solving Linear BVPs

Expanding this expression into the full system gives

h h
(2 h 2 q1 ) y1 1 p1 y2 h 2 r1 1 p1 ,
2 2
h h
1 p1 y1 (2 h q2 ) y2 1 p2 y3 h 2 r2 ,
2

2 2

h h
1 pi yi 1 (2 h qi ) yi 1 pi yi 1 h 2 ri ,
2

2 2

h h
1 p1n 2 yn 3 (2 h qn 2 ) yn 2 1 pn 2 yn 1 h rn 2 ,
2 2

2 2
h h
1 pn 1 yn 2 (2 h qn 1 ) yn 1 h rn 1 1 pn 1 ,
2 2

2 2

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 Example 14.9 A Finite-Difference Problem

Use the finite-difference method to solve the problem

y y x( x 4), 0 x 4,
with y(0)=y(4)=0 and n=4 subintervals.
Using the central difference formula for the second derivative, we
find that the differential equation becomes the system.
yi 1 2 yi yi 1
y( xi ) 2
yi xi ( xi 4), i 1,2,3.
h
For this example, h = 1 ,i =1, y = 0, and i = 3, y = 0. Substituting
this values, we obtain
y2 2 y1 0 y1 1(1 4),
y3 2 y2 y1 y2 2(2 4),
0 2 y3 y2 y3 3(3 4).

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 Example 14.9 A Finite-Difference Problem

Combining like terms and simplifying gives

3 y1 y2 3,
y1 3 y2 y3 4,
y2 3 y3 3,
Solving, we find that y_1=13/7, y_2 = 18/7, and y_3 = 13/7.
We note for comparison that the exact solution of this problem is

2(1 e 4 ) x 2(1 e 4 ) x
y 4 4 e 4 4 e x 2 4 x 2.
e e e e

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 Example 14.9 A Finite-Difference Problem

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 Example 14.10 A Matlab Script for a Linear FDP.
The Matlab script that follows solves the BVP.
y 2 y 2 y, y(0) 0.1, y(3) 0.1e3cos(3).
function S_linear_FD
aa = 0; bb = 3; n = 300;
p = 2*ones(1, n-1); q = -2*ones(1, n-1); r = zeros(1, n-1);
ya = 0.1; yb = 0.1*exp(3)*cos(3);
h = (bb-aa)/n; h2 = h/2; hh= h*h;
x = linspace(aa+h, bb, n);
a = zeros(1, n-1); b = a;
a(1:n-2) = 1 - p(1, 1:n-2)*h2; d = -(2 + hh*q);
b(2:n-1) = 1 + p(1, 2:n-1)*h2;
c(1) = hh*r(1) - (1+p(1)*h2)*ya;
c(2:n-2) = hh*r(2:n-2);
c(n-1) = hh*r(n-1) - (1 - p(n-1)*h2)*yb;
y = Thomas(a, d, b, c)
xx = [aa x]; yy = [ya y yb];
out = [xx' yy']; disp(out)
plot(xx, yy), grid on, hold on
plot(xx, 0.1*exp(xx).*cos(xx))
hold off

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 Example 14.10 A Matlab Script for a Linear FDP.

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 14.4 FDM for Solving Nonlinear BVPs

We consider the nonlinear ODE-BVP of the form

y 2 y 2 y, y(0) 0.1, y(3) 0.1e3cos(3).
Assume that there are constants Q* , Q* and P * such that
0 Q* f y ( x, y, y) Q* and | f y ( x, y, y) | P*
Use a finite-difference grid with spacing h 2 / P* ,and let f i denote
the result of evaluating f at xi using ( yi 1 yi 1 ) /( 2h) for yi .
The ODE then becomes the system
yi 1 2 yi yi 1
2
f i 0.
h
An explicit iteration scheme, analogous to the SOR method
yi
1

2(1 )

yi 1 2yi yi 1 h 2 f i ,

where y0 and yn . The process will converge for w h 2Q* / 2.

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 Example 14.12 Solving a Nonlinear BVP by Using FDM

Consider again the nonlinear BVP

y
y
2
, y (0) 1, y (1) 2.
y
We illustrate the use of the iterative procedure just outlined by
taking a grid with h = . The general form of the difference equation
is
yi
1
2(1 )

yi 1 2yi yi 1 h 2 f i ,
where

fi
( yi 1 yi 1 ) /( 2h)
2

yi21 2 yi 1 yi 1 yi21
.
yi 4h yi (1 )
2

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 Example 14.12 Solving a Nonlinear BVP by Using FDM

Substituting the rightmost expression for f_i into the equation for
y_i, we obtain
1 yi21 2 yi 1 yi 1 yi21
yi yi 1 2yi yi 1 .
2(1 ) 4 yi
The computed solution after 10 iterations agrees very closely with
the exact solution.
function S_nonlinear_FD
ya = 1; yb = 2; a = 0; b = 1;
max_it = 10; n = 4; w = 0.1; ww = 1/(2*(1+w)); h = (b-a)/n
y(1:n-1) = 1
for k = 1:max_it
y(1) = ww*(ya+2*w*y(1)+y(2)+(ya^2-2*ya*y(2)+y(2)^2)/(4*y(1)));
y(2) = ww*(y(1)+2*w*y(2)+y(3)+(y(1)^2-2*y(1)*y(3)+y(3)^2)/(4*y(2)));
y(3) = ww*(y(2)+2*w*y(3)+yb+(y(2)^2-2*y(2)*yb+yb^2)/(4*y(3)));
end
x = [ a a+h a+2*h a+3*h b ]; z = [ ya y yb ];
plot(x, z), hold on, zz = sqrt(3*x+1); plot(x, zz), hold off

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 Example 14.12 Solving a Nonlinear BVP by Using FDM

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