6 TheShootingMethod

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
dwharder@alumni.uwaterloo.ca

2012 by Douglas Wilhelm Harder. Some rights reserved.
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
2
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

3
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 )
4
2
nd
-order ODEs
A boundary-value problem in one dimension is any 2
nd
-
order ODE
F(x, u(x), u
(1)
(x), u
(2)
(x)) = 0
with two constraints
u(a) = u
a

u(b) = u
b

In general, we will look at functions of the form
u
(2)
(x) = f(x, u(x), u
(1)
(x))

5
2
nd
-order ODEs
Consider the corresponding initial-value problem for this
2
nd
-order ODE
F(x, u(x), u
(1)
(x), u
(2)
(x)) = 0
with two constraints
u(a) = u
a

u
(1)
(a) = u
a
(1)

Here we specify the slope at the left-hand point x = a

6
2
nd
-order ODEs
Thus, a boundary-value problem could be restated as:
Given one initial condition u(a) = u
a
, what slope is required at that
initial point so that the solution to that initial condition passes
through the point (b, u
b
)?

(b, u
b
)
(a, u
a
)
7
2
nd
-order ODEs
We will consider two possible cases:
When the ODE is linear, and
When it is not

(b, u
b
)
(a, u
a
)
8
2
nd
-order Linear ODEs
A 2
nd
-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)

9
2
nd
-order Linear ODEs
To demonstrate 2
nd
-order LODEs, we will consider the
example

The corresponding homogeneous LODE is the

2 1
sin 1
2 1.5
3 2.5
u x x u x u x
u
u

2 1
sin 0 u x x u x u x
10
2
nd
-order Linear ODEs
Recall that if u
g
(x) is a solution to a 2
nd
-order LODE and
u
0
(x) is a solution to the corresponding homogenous
LODE, then
u
g
(x) + cu
0
(x)
is also a solution the LODE

11

2
0 0 0
2
g g g
d d
u x cu x q x u x cu x r x u x cu x
dx dx

2 2 1 1
0 0 0 g g g
u x c u x q x u x cq x u x r x u x cr x u x

2 1 2 1
0 0 0 g g g
u x q x u x r x u x c u x q x u x r x u x

0 g x c
g x

g(x) 0
2
nd
-order Linear ODEs
Suppose we have redefine a boundary-value problem in
terms of two IVPs, the first on the LODE with constraints

and the second on the homogenous LODE with
constraints

Let u
g
(x) and u
0
(x) be the solutions, respectively

1
0
a
u a u
u a

1
0
1
u a
u a
12
2
nd
-order Linear ODEs
For example, given the LODE from before, we create the
two IVPs

The plots of the solutions:

2 1
1
sin 1
2 1.5
2 0
u x x u x u x
u
u

2 1
1
sin 0
2 0
2 1
u x x u x u x
u
u

u
g
(x)
u
0
(x)
(a, u
a
)
(b, u
b
)
13
2
nd
-order Linear ODEs
Having found these two solutions, u
g
(x) and u
0
(x), we
now want to find a linear combination

of these two such that it satisfies the second boundary
value
For example, here we see
u
g
(x), u
g
(x) + u
0
(x), and u
g
(x) u
0
(x)

It seems u
g
(x) + 2u
0
(x) will pass
close to the second boundary point

0 g
u x cu x
u
g
(x)
u
g
(x) + u
0
(x)
u
g
(x) u
0
(x)
(a, u
a
)
(b, u
b
)
14
2
nd
-order Linear ODEs
We want to find the appropriate linear combination

to match our second boundary condition

First, we note

We want

Solving this for c yields

0 g
u x cu x

0
0
g a a
u a cu a u c u

0 g b
u b cu b u

0
b g
u u b
c
u b

1
0
g a
g
u a u
u a

0
1
0
0
1
u a
u a
15
2
nd
-order Linear ODEs
Easy enough; however, recall that we must find u
g
(x) and
u
0
(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)

16
2
nd
-order Linear ODEs
Using our techniques from Laboratory 5, we can write
this as a system of IVPs:
w
1
(1)
(x) = w
2

(x)
w
2
(1)
(x) = g(x) q(x) w
2
(x) r(x) w
1
(x)
w
3
(1)
(x) = w
4

(x)
w
4
(1)
(x) = 0 q(x) w
4
(x) r(x) w
3
(x)

w
1
(a) = u
a
w
2
(a) = 0

w
3
(a) = 0

w
4
(a) = 1

17
u
g
(x) = w
1
(x)
u
g
(1)
(x) = w
2
(x)
u
0
(x) = w
3
(x)
u
0
(1)
(x) = w
4
(x)
2
nd
-order Linear ODEs
For example, consider the boundary-value problem

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]'

2 1
sin 1
2 1.5
3 2.5
u x x u x u x
u
u

18
2
nd
-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
19
2
nd
-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} );
20
2
nd
-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
21
2
nd
-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

22
2
nd
For example, consider
a = 2; b = 3; u_a = 1.5; u_b = 2.5;
[x6b, u6b] = dp45( @f6b, [a, b], [u_a 0 0 1]', 0.01, 1e-4 );
u6b_soln = u6b(1,:) + (u_b - u6b(1,end))/u6b(3,end)*u6b(3,:);
plot( x6b, u6b_soln, 'o-' );
grid
23
2
nd
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) );
24
2
nd
Comparing the results with Maples plot, we see they are
similar
25
2
nd
If we repeat using b = 4, we get significantly more varying,
but still similar, graphs
26
2
nd
-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 u
s
(x) be the solution to the IVP
u(a) = u
a

u
(1)
(a) = s

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

27
2
nd
When this function has a zero, we have a solution to the
boundary-value problem
err(s) = u
s
(b) u
b

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
28
2
nd
When this function has a zero, we have a solution to
the boundary-value problem
err(s) = u
s
(b) u
b

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
29
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 s
1
and s
2
are two initial approximations of the root
s
1
s
2

err(s)
30
Secant Method
We can find a better approximation of the root by finding
the interpolating straight line that passes through these
points
s
1
s
2

err(s)
31
Secant Method
The formula for this new point is
s
1
s
2

1 2 2 1
3
2 1
err err
err err
s s s s
s
s s
err(s)
32
s
3

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?
s
1
s
2

err(s)
33
s
3

Secant Method
Now, suppose we have s
2
and s
3
, the next step is to use
these approximations to find the next approximation, s
4
,
and so on...
s
1
s
2

2 3 3 2
4
3 2
err err
err err
s s s s
s
s s
err(s)
34
s
3

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...

35
Secant Method
For the secant method, we must have two
approximations, s
1
and s
2

First, if |err(s
1
)| < |err(s
2
)|, we will swap s
1
and s
2

Were assuming that s
2
is more accurate

36
Secant Method
We will iterate at most N
max
times:
With each iteration, we will approximate a new point s
If |s
2
s| < e
step
and |err(s)| < e
abs
, we will assume we are finished
and we will return the value s (shooting, however, will take one
more step)
Otherwise, we will set s
1
= s
2
and s
2
= s

If we have iterated N
max
times and not found a solution,
we will throw an exception with an appropriate message
37
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;
38
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:
s
1
and s
2
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
[u
a
, u
b
] is a row vector defining the boundary conditions:
u(a) = u
a
and u(b) = u
b

h is the initial step size for the function dp45
e
abs
is the parameter passed to dp45 and is also the parameter
used by the secant method
e
step
is the parameter used by the secant method for the step size
N
max
is the parameter used by the secant method to define the
maximum number of iterations
39
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

40
The Shooting Method
Consider the following non-linear boundary-value
problem:

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

2
2 1
4 2 sin
2 1.5
3 2.5
u x u x u x x u x x
u
u

41
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

42
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

43
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
44
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

s
1
= 3
s
2
= 3.1
All others...
45
The Shooting Method
If you plot the relative errors of the approximation of
u6s(1,end) as an approximation of u
b
= 2.5, we observe
the fast (i.e., O(h
f
)) convergence of the secant method
s u6s(1,end)
Absolute
Error
3 2.668638013935938 1.686 10
1

3.1 2.617026509067240 1.170 10
1

3.326745004558498 2.498107476136670 1.893 10
3

3.323136496135223 2.500021288156047 2.129 10
5

3.323176635129875 2.500000003879338 3.879 10
9

3.323176642445732 2.499999999999991 7.105 10
15

46
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
47
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
48
References
[1] Glyn James, Modern Engineering Mathematics, 4
th
Ed., Prentice Hall,
2007.

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

[3] John H. Mathews and Kurtis D. Fink, Numerical Methods using Matlab, 4
th

Ed., Prentice Hall, 2004, pp. 529-534.

[4] Shooting Method, http://en.wikipedia.org/wiki/Shooting_method.

49

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