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Multiple Shooting Method

The Multiple Shooting Method (bvpMSM) code solves nonlinear two-point boundary value problems of order n for systems of the form y' = f(x, y) with boundary conditions g(y(a), y(b)) = 0. The code uses a shooting method that requires specifying an initial guess for the solution, functions defining the system and boundary conditions, and derivative of the boundary conditions. The code is called using bvpMSM and options can be set to solve the boundary value problem.

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0% found this document useful (0 votes)
258 views1 page

Multiple Shooting Method

The Multiple Shooting Method (bvpMSM) code solves nonlinear two-point boundary value problems of order n for systems of the form y' = f(x, y) with boundary conditions g(y(a), y(b)) = 0. The code uses a shooting method that requires specifying an initial guess for the solution, functions defining the system and boundary conditions, and derivative of the boundary conditions. The code is called using bvpMSM and options can be set to solve the boundary value problem.

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kan_2014
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Multiple Shooting Method (bvpMSM) Solving nonlinear boundary value problems Navvab Kashiri1 This code has been

wrote to solve nonlinear two point boundary value problem of order n as written here
y f x , y a x b g y a , y b 0

(1)

This code is based on ideas outlined in [1]. The function must be added to matlab path. It needs the function "SENS_SYS" which calculate derivatives (sensitivities) of the solution with respect to parameters. The way of calling bvpMSM is
bvpMSM('OF',Y0 ,@BC,@DBC,options);

OF: it contains the definition of the system to be integrated which is needed for "SENS_SYS" and it must be in desire form for that. Y0: it is an initial guess and it specifies a, b and the number of subintervals. For example
Y0=bvpinit(linspace(0,6,3), ones(3,1));

It shows that 0<x<6 and there are 2 subintervals (3-1=2) and the guesses at all of points are 1. BC: it is a function that specifies boundary conditions and the structure of that is similar to bvp4c. DBC: it is a function that specifies derivative of boundary conditions respect to y(a) and y(b). There are two examples of [1] for help. Refferences
[1] Ascher U.M., Mattheij R.M.M. and Russell R.D. Numerical solution of boundary value problems for ODEs. Prentice-Hall, Englewood Cliffs, NJ, 1988.

1

n.kashiri@stu.nit.ac.ir

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