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

To demonstrate 2nd-order LODEs, we will consider the
2
1
example
u x sin x u 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
10
11

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)
2
is also a solution the LODE
d
d
u
x
cu
x
q
x
u g x cu0 x r x u g x cu0 x
0
2 g
dx
dx
u g 2 x c u0 2 x q x u g 1 x cq x u0 1 x r x u g x cr x u 0 x
g(x)
u g 2 x q x u g 1 x r x u g x c u0 2 x q x u0 1 x r x u 0 x
g x c 0
g x

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
12
13

For example, given the LODE from before, we create the
two IVPs
u 2 1.5
u 1 2 0
(b, ub)
u 2 0
(a, ua)
ug(x)
u 1 2 1
The plots of the solutions:
u0(x)
14

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 )
b
For example, here we see

ug(x), ug(x) + u0(x), and ug(x) u0(x)
It seems ug(x) + 2u0(x) will pass

close to the second boundary point
ug(x) + u0(x)
(a, ua)
ug(x)
ug(x) u0(x)
15

We want to find the appropriate linear combination
u g x cu0 x
to match our second boundary condition

First, we note ug a cu0 a ua c 0 ua
We want u g b cu0 b ub
Solving this for c yields c
ub u g b
u0 b
u g a ua
u g 1 a 0
u0 a 0
u0 1 a 1

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)
16
17

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
w1(a) = ua
w2(a) = 0
w3(a) = 0
w4(a) = 1
q(x) w4(x) r(x) w3(x)

ug(x)
ug(1)(x)
u0(x)
u0(1)(x)
= w1(x)
= w2(x)
= w3(x)
= w4(x)

For example, consider the boundary-value problem
u
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]'
18

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, 1e8 );
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

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

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
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
22

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-' );
23

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

Comparing the results with Maples plot, we see they are
similar
25

If we repeat using b = 4, we get significantly more varying,
but still similar, graphs
26
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
27

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
28

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
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 s1 and s2 are two initial approximations of the root
err(s)
s2
s1
30
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
31
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
32
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
33
Secant Method
Now, suppose we have s2 and s3, the next step is to use
these approximations to find the next approximation, s4,
s2 err s3 s3 err s2
and so on...
s
4
err s3 err s2
err(s)
s3
s2
s1
34
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, s1 and s2
First, if |err(s1)| < |err(s2)|, we will swap s1 and s2
Were assuming that s2 is more accurate
36
Secant Method
We will iterate at most Nmax times:
With each iteration, we will approximate a new point s
If |s2 s| < step and |err(s)| < 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 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
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:
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
abs is the parameter passed to dp45 and is also the parameter
used by the secant method
step is the parameter used by the secant method for the step size
Nmax is the parameter used by the secant method to define the
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: 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
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
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

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(h)) convergence of the secant method
s
u6s(1,end)
Absolute
Error
2.668638013935938 1.686 101
3.1
2.617026509067240 1.170 101
3.326745004558498
2.498107476136670
1.893 103
3.323136496135223
2.500021288156047
2.129 105
3.323176635129875
2.500000003879338
3.879 109
3.323176642445732
2.499999999999991
7.105 1015
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, 4th Ed., Prentice Hall,

2007.
[2]
Glyn James, Advanced Modern Engineering Mathematics, 4th Ed.,

Prentice Hall, 2011.
[3]
John H. Mathews and Kurtis D. Fink, Numerical Methods using Matlab, 4th
Ed., Prentice Hall, 2004, pp. 529-534.
[4]
Shooting Method, http://en.wikipedia.org/wiki/Shooting_method.
49

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The Shooting Method for

Douglas Wilhelm Harder, M.Math. LEL

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

Outcomes Based Learning Objectives

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The corresponding homogeneous LODE is the

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

is also a solution the LODE

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

and the second on the homogenous LODE with

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

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The plots of the solutions:

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

of these two such that it satisfies the second boundary

For example, here we see

It seems ug(x) + 2u0(x) will pass

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

to match our second boundary condition

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

q(x) w4(x) r(x) w3(x)

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Matlab function would be:

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

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs: Example

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs: Example

3; u_a = 1.5; u_b = 2.5;

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs: Example

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs: Example

The Shooting Method for Boundary-value Problems

2nd-order Linear ODEs: Example

The Shooting Method for Boundary-value Problems

2nd-order Non-linear ODEs

Now, define a new function

The Shooting Method for Boundary-value Problems