Skip to main content
Log in

On Warner's algorithm for the solution of boundary-value problems for ordinary differential equations

  • Contributed Papers
  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

The paper discusses the solution of boundary-value problems for ordinary differential equations by Warner's algorithm. This shooting algorithm requires that only the original system of differential equations is solved once in each iteration, while the initial conditions for a new iteration are evaluated from a matrix equation. Numerical analysis performed shows that the algorithm converges even for very bad starting values of the unknown initial conditions and that the number of iterations is small and weakly dependent on the starting point. Based on this algorithm, a general subroutine can be realized for the solution of a large class of boundary-value problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Warner, F. J.,On the Solution of “Jury” Problems with Many Degrees of Freedom, Mathematical Tables and Other Aids to Computation, Vol. 11, No. 60, 1957.

  2. Roberts, S. M., andShipman, J. S.,The Kantorovich Theorem and Two-Point Boundary Value Problems, IBM Journal of Research and Development, Vol. 10, No. 5, 1966.

  3. Mataušek, M. R.,Direct Shooting Method, Linearization, and Nonlinear Algebraic Equations, Journal of Optimization Theory and Applications, Vol. 14, No. 2, 1974.

  4. Wolfe, P.,The Secant Method for Simultaneous Nonlinear Equations, Communications of the Association for Computing Machinery, Vol. 2, No. 12, 1959.

  5. Anonymous,System/360 Scientific Subroutine Package (360A-CM-03X) Version III, International Business Machines Corporation, 1968.

  6. Roberts, S. M., Shipman, J. S., andRoth, C. V.,Continuation in Quasilinearization, Journal of Optimization Theory and Applications, Vol. 2, No. 3, 1968.

  7. Miele, A., andIyer, R. R.,General Technique for Solving Nonlinear Two-Point Boundary-Value Problems Via the Method of Particular Solutions, Journal of Optimization Theory and Applications, Vol. 5, No. 5, 1970.

  8. Glasser, D., andde Villiers, N.,Parameter Variation for the Solution of Two-Point Boundary-Value Problems and Applications in the Calculus of Variations, Journal of Optimization Theory and Applications, Vol. 13, No. 2, 1974.

  9. Lastman, G. J.,Obtaining Starting Values for the Shooting Method Solution of a Class of Two-Point Boundary-Value Problems, Journal of Optimization Theory and Applications, Vol. 14, No. 3, 1974.

  10. Fox, L.,Numerical Solution of Ordinary and Partial Differential Equations, Pergamon Press, Oxford, England, 1962.

    Google Scholar 

  11. Kahne, S. J.,Note on Two-Point Boundary-Value Problems, IEEE Transactions on Automatic Control, Vol. AC-8, pp. 257–258, 1963.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by S. M. Roberts

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mataušek, M.R. On Warner's algorithm for the solution of boundary-value problems for ordinary differential equations. J Optim Theory Appl 20, 37–46 (1976). https://doi.org/10.1007/BF00933346

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00933346

Key Words

Navigation