Boundary

 Value  Problems  
 Classical  ODE  Problems  
Initial Value Problem (IVP) vs Boundary Value Problem (BVP)

(1) IVP equation

(2) BVP equation

An example of BVP is heat conduction along a long, thin rod

with length L.
 Boundary  Value  Problem  
If the rod is not insulated along its length and the system is at a
steady state, the equation is given by

(12.1)

where:
- 𝛼 is a heat transfer coefficient (m-2) that parameterizes the
rate of heat dissipation to the surrounding air
- Ta is the temperature of the surrounding air (0C)

To obtain a solution for equation (12.1), there must be

appropriate boundary conditions. A simple case is where the
temperatures at the ends of the rod are held at fixed values:
 Boundary  Value  Problem  
-  Example in (12.1) is called a “two-point boundary value
problem (BVP)” because the solution is known at two points

-  A two-point BVP includes an ODE and the value of the

solutions at two different locations.
-  The least order of ODE for BVP is two because (generally)
first order ODE cannot satisfy two conditions.

Suppose, for heat conducting problem along a rod in equation

(12.1), the length of the rod is m and the temperatures at
is and at is Also, the heat
transfer coefficient m-2. We assume that the temperature of
the surrounding air is a gradient of the form
 Boundary  Value  Problem  
Here, the heat conduction problem in equation (12.1) becomes

(12.2)

We can solve the equation (12.2) analytically, by taking

and by applying the boundary conditions, from which we get that
the particular solution of (12.2) is given by
(12.3)
 The  Shoo:ng  Method  
This method is based on converting the two-point BVP into an
equivalent IVP.

For example, we use the problem in equation (12.1) where now

the length of the rod is L = 10 m and

The second order ODE in (12.1) is now expressed as two first

order ODEs, by

(12.4)
 Fourth-­‐Order  Runge-­‐KuBa  Methods  
The classical fourth-order Runge-Kutta method

where
 The  Shoo:ng  Method  
To solve the system of ODEs (12.4), we require an initial value
for the new variable z. We guess a value, here z(0) = 10.
The numerical solution can obtained using an IVP ODE solver,
such as a 4th Runge-Kutta method. We set the step size h = 2.
First, we must solve for all the slope at the beginning of the
interval (at x = 0):

Then we calculate the first values of T and z at the midpoint:

 The  Shoo:ng  Method  
We use the values of T and z to compute the first set of midpoint
slopes:

These are used to determine the second set of midpoint

predictions,

which can be used to compute the second set of midpoint slopes:

 The  Shoo:ng  Method  
These are used to determined the predictions at the end of the
interval:

which can be used to compute the endpoint slopes

The values of k’s can then be used to compute

 The  Shoo:ng  Method  
Proceeding in a like manner for the remaining steps yields:
x T z
0 40 10
2 60.5347 10.6033
4 82.6961 11.6322
6 107.3737 13.1297
8 135.5579 15.1505
10 168.3797 17.7810

Here the value at the end of the interval of T(10) = 168.3797

which differs from the boundary condition of T(10) = 200.
Therefore we make another guess, z(0) = 20, and perform the
computation again.
 The  Shoo:ng  Method  
Then the result of T(10) = 285.8980 is obtained.
Now, since the original ODE is linear, the values

z(0) = 10 resulting T(10) = 168.3797

and
z(0) = 20 resulting T(10) = 285.8980
are linearly related. We use a linear interpolation formula

to calculate the value of z(0) that yields T(10) = 200, that is:
The  Shoo:ng  Method  
 The  Shoo:ng  Method  
For nonlinear problems, such as

(12.5)

where β = 5×10-8, liner interpolation is no longer can be used to

calculate the value of z(0) that yields T(10) = 200. Here we have
to make guesses every iteration. Hence, the shooting method is
not effective anymore.
 Finite-­‐Difference  Methods  
Finite-difference methods are the most common alternatives to
the shooting method. In these techniques, finite divided
differences are substituted for the derivatives in the original
equation.

Recall second derivative of centered finite-divided formula with

error O(h2):
(12.6)

Consider a simple BVP

(12.7)

which has an exact solution: (prove it!!!)

 Finite-­‐Difference  Methods  
Divide the interval [0, 1] into M subintervals, with step size

and the points

Let Yi be the approximation to y (xi). For each i = 2, 3, …, M we

approximate

by

and the boundary conditions are:

 Finite-­‐Difference  Methods  
Now we have a linear system of M+1 equations in M+1
unknowns:

which can be transformed into matrix notation.

 Finite-­‐Difference  Methods  
In matrix notation:

or

and solve it
Finite-­‐Difference  Methods