Boundary Value Problems for ODEs

Abstract

This chapter addresses the numerical solution of boundary value problems for ordinary differential equations. In their simplest form they occur as two-point boundary value problems

$$x'\, = \,f\left( {t,x} \right),\,\,\,t\, \in \,\left[ {a,\,b} \right],\,\,\,\,\,\,\,\,r\left( {x\left( a \right),\,x\left( b \right)} \right)\, = \,0,\,\,\,r\,:\,{\bf R}^{2d} \, \to \,{\bf R}^d.$$

(8.1)

When not otherwise stated the interval [a,b] with b > a will be assumed bounded.