Boundary Value Problems(BVPs)

Two types of numerical methods for two point BVPs:

1. Shooting Method.
2. Finite Difference Method.

BVP and IVP:

IVP BVP
The auxiliary conditions are at one point of the  The auxiliary conditions are not at one
independent variable. point of the independent variable.
x  2 x  x  e 2 t  More difficult to solve than IVP.
x  o   1, x  o   2.5 x  2 x  x  e 2t
x  o   1, x  2   1.5
Same
Different

Shooting Method
d2 y
−2 y =8 x( 9−x )
Using Shooting method, solve the equation dx 2 ; y(0 )=0 and
'
; y(9 )=0 . To solve the problem, we need initial condition y ( 0)=??

Let us assume, y ' (0)=4

Our problem become as,

d2 y
−2 y =8 x( 9−x )
dx 2 '
; y (0)=0 and y(0)=0.............................................................(1)

dy
=z=f 1 ( x, y ,z )........... ..... .................(2)
Let, dx
Then from (1), we have

dz
=2 y+8 x(9−x ).................................(2 )
dx

Now we will solve the problem by Euler method with h=3

Euler method for (2) and (3):
 y i+1 = y i +f 1 ( x i , y i , z i )h

And z i+1 =z i+f 2 ( xi , y i , z i )h

For yi+1=yi+f 1(xi,yi ,zi ) ,

y 1 = y 0 +f 0 ( x 0 , y 0 , z 0 )h

=0+f 1 (0,0,4 )×3

= 12

z 1=z 0 +f 2 ( x 0 , y 0 , z0 )h

= 4 +0
=4

i.e. , at
x 1=x 0 + h=0+3=3

Now y 1 ( x 1 )=12 and z 1 ( x 1 )=4

For i=1

y 2 = y 1 +f 1 ( x 1 , y1 , z 1 )h

=12+f 1 (3 , 12 , 4 )×3

= 24

z 2=z 1 + f 2 (x 1 , y 1 , z 1 )h

=4+f 2(3 , 12 , 4 )×3

= 508

. , at
x2  x1  h  3  3  6
i.e

y2 ( x2 )  24 and z2 ( x2 )  508
Now

For i=2

y 3 = y 2 +f 1 ( x 2 , y 2 , z2 )h

=24 +f 1 (6 , 24 , 508)×3
 = 1548

i.e. , at
x 3 =9 , y 3 =1548 , which is not match with the condition y(9 )=0
.
Now we have to choose one kind of hit and trial method to choose a different value.

Let y(0)  24 and go through the steps of Euler method.

dy
=z=f 1 ( x , y , z )
dx and
dz
=2 y +8 x (9−x )
dx

For yi+1=yi+f 1(xi,yi ,zi ) ,

y1  y0  f1 ( x0 , y0 , z0 )h

=0+f 1 (0,0 ,−24 )×3

= −72

z 1=z 0 + f 2 ( x 0 , y 0 , z0 )h

= −24+0
= -24

i.e., at
x1  x0  h  0  3  3 , y1 ( x1 )  72 , z1 ( x1 )  24

For i=1

y 2 = y 1 +f 1 ( x 1 , y1 , z 1 )h

=−72+f 1 (3 ,−72,−24 )×3

= -144

z 2=z 1 + f 2 (x 1 , y 1 , z 1 )h

=−24 +f 2 (3 ,−72 ,−24 )×3

= -24

For i=2

y 3 = y 2 +f 1 ( x 2 , y 2 , z2 )h
 =−144 +f 1 (6 ,−144 ,−24 )×3

= -216

i xi yi zi
0 0 0 -24
1 3 -72 -24
2 6 -144 -24
5 9 -216

i.e. , at 3
x =9
, y 3 (9 )=−216 , which is more near to the given condition y(9 )=0 than the
previous assumption but not very much near value. So we have to choose different value for
y ' (0) and continue the process.

Now we can use iterative method

y ' (0) y3  y3 (9)

q 0=4 p0 =1548
 0
q1 =−24 p1 =−216

Let
q=q 0 +q 1 where

q1 =−24 , q 0=4

And
p= p0 + p1 where ,

p0 =1548 , p1 =−216

Now the straight line can be expressed as ;

q 1−q0
q=q 0 + ( p− p0 )
p 1− p 0

−24−4
4+ ( p−1548 )
= −216−1548

−28
4+ (0−1548 )
= −1764

= -20.57
Consider y ' (0)=−20 .57 and go through the steps of Euler method as before

Now

dy
=z=f 1 ( x , y , z )
dx and
dz
=2 y +8 x (9−x )
dx

For yi+1=yi+f 1(xi,yi ,zi ) ,

y1  y0  f1 ( x0 , y0 , z0 )h

=0+f 1 (0,0 ,−20 . 57)×3

= -61.71

z 1=z 0 +f 2 ( x 0 , y 0 , z0 )h

= −20 .57+0

= −20 .57

For i=1

y 2 = y 1 +f 1 ( x 1 , y1 , z 1 )h

=−61 . 71+f 1 (3 ,−61 .71 ,−20 . 57 )×3

= -123.42

z 2=z 1 + f 2 (x 1 , y 1 , z 1 )h

=−24 +f 2 (3 ,−61. 71,−20 .57 )×3

= 41.71

For i=2

y 3 = y 2 +f 1 ( x 2 , y 2 , z2 )h

=−123 . 42+f 1 (3 ,−61. 71 , 41. 17 )×3

= 0.09

i xi yi zi
0 0 0 -20.57
 1 3 -61.71 -20.57
2 6 -123.42 41.17
3 9 0.09
Here,
y3 (9)  0.09  y (9)

So the solution Table is :

x y
0 0
3 -61.71
6 -123.42
9 0.09

Conclusion of Shooting Method:

1. Guess a value for the auxiliary conditions at one point of time.
2. Solve the IVP using Euler, Runge-Kutta, Taylor series.
3. Check if the boundary conditions are satisfied, otherwise modify the guess and resolve
the problem.

 Use interpolation in updating the guess.

 It is an iterative procedure and can be efficient in solving the BVP.

Problem-1: Solve the Boundary value problem by Shooting Method

ÿ−4 y+4 x=0

y ( 0 )=0 , y ( 1 ) =2

Solution: Let us assume that ẏ ( 0 )=3

Now our problem becomes
ÿ−4 y +4 x=0
ẏ ( 0 )=3 , y ( 0 )=0 (1)

dy
ẏ= =z=f 1 ( x , y , z )
Let, dx

(2)
Then from (1) we have,
dz
= ż =4 y −4 x=f 1 ( x , y , z )
dx
(3)
Now we will solve the problem by the following Euler method with h=0.5.Euler method for (2)
and (3)

y i+1 = y i +f 1 ( x i , y i , z i ) . h

z i+1 =z i+f 2 ( xi , y i , z i ) . h

y 1 = y 0 +f 1 ( x 0 , y 0 , z 0 ) . h

y 1 =0+f 1 ( 0 ,0 , 3 ) . 5
=0+3∗. 5=1. 5
z 1=z 0 +f 2 ( x 0 , y 0 , z 0 ) . h

z 1=0+f 2 ( 0 , 0 , 3 ) . 5
=3+0=3
at
x 1=x 0 +h=0+0 .5=.5
y 1 ( x 1 ) =1. 5 and z 1 ( x 1 ) =3

y2= y1+ f 1 ( x 1 , y 1 , z1 ) . h

y 1 =1. 5+f 1( .5 ,1.5 , 3 ) . 5

=1.5+3∗0 .5=3
z 2=z 1 + f 2 ( x 1 , y 1 , z 1 ) . h

z 2=3+f 1 ( .5 ,1. 5 ,3 ) . 5
=3+4∗0 .5=6
at
x 2=x 1 + h=0 . 5+0 .5=1
y 2 ( x 2 ) = y 2 ( 1 ) =3

Which is not math with the condition y(1)=2

Now we have to choose one kind of hit and trial method to choose a different value
Let,
'
y ( 0 )=1 and go through the step of Euler method
 y 1= y 0+ f 1 ( x 0 , y 0 , z0 ) . h

y 1 =0+f 1 ( 0,0 , 1 ) . 5
=0. 5
z 1=z 0 + f 2 ( x 0 , y 0 , z 0 ) . h

z 1=0+f 2 ( 0,0 , 1 ) . 5
=1+0=1
at
x 1=x 0 +h=0+0 .5=.5
y 1 ( x 1 ) =.5 and z 1 ( x 1 )=1

y2= y1+ f 1 ( x 1 , y 1 , z1 ) . h

y 2 =0 .5+f 1 ( 0.5,0.5 ,1 ) 0 . 5
=0.5+0.5=1
z 2=z 1 + f 2 ( x 1 , y 1 , z 1 ) . h

y 2 =1+f 2 ( 0 .5,0 .5 ,1 ) 0 . 5
=1+0=1
x 1=x 0 +h=0. 5+0 . 5=1
y 2 ( 1 )=1

Which is also near to the condition y (1)=2

''
Now we have different value for y ( 0 ) and continue the process we can use iterative method

Let,
q=q 0 +1 , where p0 =3 , q1 =1 and p= p0 + p1

q 1−q0
q=q 0 + p− p0 )
p 1− p 0 (

1−3
q=3+ (2−3 )
1−3

=3+ (−1 )=3−1=2

So condition ẏ ( 0 )=2 go through the steps of Euler method as follow as before,

 y 1= y 0+ f 1 ( x 0 , y 0 , z 0 ) . h
=0+f 1 ( 0,0,2 ) . 0 .5=0+2 ∗0 .5=1

z 1=z 0 + f 2 ( x 0 , y 0 , z 0 ) . h

z 1=1+f 2 ( 0,0 ,2 ) 0 . 5
=2+0=2
x 1=x 0 + h=0. 5
y 1 ( x 1 ) =1 z 1 ( x1 )=2

y 2= y 1+ f 1 ( x 1 , y 1 , z1 ) . h

y 2 =1+f 1 ( 0.5,1 , 2 ) 0 . 5
=1+2∗0 .5=2
z 2=z 1 + f 2 ( x 1 , y 1 , z 1 ) . h

z 2=2+f 2 ( 0. 5,1 ,2 ) 0 . 5
=2+2∗0 .5=2+1=3
i xi yi zi
0 0 0 2
1 0.5 1 2
2 1 2 1

So the solution table is

x y
0 0
.5 1
1 2

Problem-2: Solve the boundary value problem by Shooting Method

−2
yʺ=
x yʹ
y ( 1 )=0 , y (2 )=2

Solution:
Let us assume y ʹ ( 1 )=3

Now our problem become as,

−2
yʺ= ʹ
, y ( 1 )=0 , y ʹ ( 1 )=3 …(i)
xy

Let, y ʹ =z =f 1 ( x , y , z ) …(ii)

Then, from (i) we have

dz −2
= =f 2 …(iii)
dx xz
Now, we will solve the problem by Euler method with h=.5

Euler method for (ii) and (iii)

y 1= y 0 + f 1 ( x 0 , y 0 , z 0 ) h

¿ 0+ f 1 ( 1,0,3 ) .5

¿ 1.5

z 1=z 0 +f 2 ( x 0 , y 0 , z 0 ) h

¿ 3+ f 2 ( 1,0,3 ) .5

¿ 2.667
x 1=x 0+ h

¿ 1+.5
¿ 1.5

i.e x 1=¿ 1.5, y 1 ( x 1)=1.5 , z 1 ( x 1 )=2.333

y 2= y 1 + f 1 ( x 1 , y 1 , z1 ) h

¿ 2.8 ≈ 2

z 2=z 1+ f 2 ( x 1 , y 1 , z 1 ) h

¿ 2.4

At x 2=1.6+.5=2.1 ≈2 Which is match with condition y ( 2 )=2

i xi yi zi
 0 1 0 3
1 1.5 1.5 2.6
2 2.1 2.8 2.4

So, the solution table is

x y
1 0
1.5 1.5
2.8 2.8

Problem-3 y  y  0

y  0   0, y  1  1

Solution:

y  0   3
Let us assume
Now our problem becomes,

y  y  0; y  0   0, y  1  1
……………………(1)
dy
y   z  f1  x, y , z 
Let, dx ……………………..(2)
Then from (1), we have
dz
 z   y  f 2  x, y , z 
dx ………………………………(3)
Now we will solve the problem by Euler method with h=0.5
Euler method for (2) & (3);

yi 1  yi  f1  xi , yi , zi  h

zi 1  zi  f 2  xi , yi , zi  h

For i  0

y1  y0  f1  x0 , y0 , z0  h

 0  f1  0, 0,3  0.5
 1.5

z1  z0  f 2  x0 , y0 , z0  h

 3  f 2  0, 0,3  0.5

3

i.e
x1  x0  h  0  0.5  0.5

y1  x1   1.5, z1  x1   3

For i  1

y2  y1  f1  x1 , y1 , z1  h

 1.5  f1  0.5,1.5,3  0.5

 1.5  3  0.5
3

z2  z1  f 2  x1 , y1 , z1  h

 3  f 2  0.5,1.5,3   0.5

 3  1.5  0.5
 3.75

i.e
x2  x1  h  0.5  0.5  1

y2  x2   3, z2  x2   3.75

which is not match with the condition y1 (1)  1 .

Now we have to choose one kind of hit and trial method to choose a different value.

Let y(0)  2 and go through the steps of Euler method.

dy
=z=f 1 ( x , y , z )
dx and
dz
 z   y  f 2  x, y , z 
dx
For yi+1=yi+f 1(xi,yi ,zi ) ,

y1  y0  f1 ( x0 , y0 , z0 )h

 0  f1 (0,0, 2)  0.5

0.5  2  1
=

z 1=z 0 + f 2 ( x 0 , y 0 , z0 )h

= 20
=2

i.e., at
x1  x0  h  0.5 , y1 ( x1 )  1 , z1 ( x1 )  2

For i=1

y 2 = y 1 +f 1 ( x 1 , y1 , z 1 )h

 1  f1 (0.5,1, 2)  0.5

= 1  0.5  2

=2

z 2=z 1 + f 2 (x 1 , y 1 , z 1 )h

 2  f 2 (0.5,1, 2)  0.5

 2  0.5  2.5

x2  1 , y2 (1)  2 , which is more near to the given condition y (1)  1 than the previous
i.e. , at
'
assumption. So we have to choose different value for y (0) and continue the process.
Now we can use iterative method

y ' (0) y2  y2 (1)

q0  3 p0  3
0 1
q1  2 p1  2
Let
q=q 0 +q 1 where

q1  2 , q0  3

And
p= p0 + p1 where ,

p0  3 p1  2
,
Now the straight line can be expressed as ;
q 1−q0
q=q 0 + ( p− p0 )
p 1− p 0

23
3 (1  3)
= 23

=1

Consider y(0)  1 and go through the steps of Euler method as before

Now

dy
=z=f 1 ( x , y , z )
dx and
dz
 z   y  f 2  x, y , z 
dx

For yi+1=yi+f 1(xi,yi ,zi ) ,

y1  y0  f1 ( x0 , y0 , z0 )h

 0  f1 (0,0,1)  0.5

= 0.5

z 1=z 0 + f 2 ( x 0 , y 0 , z0 )h

= 1 0

=1

For i=1

y 2 = y 1 +f 1 ( x 1 , y1 , z 1 )h
  0.5  f1 (0.5, 0.5,1)  0.5

=1

z 2=z 1 + f 2 (x 1 , y 1 , z 1 )h

= 1.25
So the solution Table is :
x y
0 0
0.5 0.5
1 1