Improving the efficiency of the multiple shooting technique

DOI10.1016/0898-1221(92)90161-AMaRDI QIDQ1205927zbMATH OpenFDO

Authors Luis Rández

Publication date 1 April 1993

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(92)90161-A

zbMATH Keywords

Jacobian matrix evaluationmultiple shootingreduction of Jacobian matrix evaluationRunge-Kutta pair

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

The numerical solution of a boundary value problem by the multiple shooting technique is considered. In this situation Runge-Kutta methods are applied for the integration of the associated initial value problems for the variational equation together with the original ordinary differential equation. A special Runge-Kutta method, with low computational cost per step, is designed with the purpose of saving Jacobian evaluations in the integration process of the the variational equation. The adopted Runge-Kutta method is different from the one for the original ordinary differential equation. Finally, some numerical experiments are presented showing a substantial reduction in the number of Jacobian evaluations in comparison with the code in IMSL.

Recommendations

• scientific article; zbMATH DE number 3934344
• On Optimal Shooting Intervals
• The switching-method in multiple shooting
• A decoupled direct method for the solution of ordinary boundary value problems
• Optimizing the Numerical Integration of Initial Value Problems in Shooting Methods for Linear Boundary Value Problems

Cites work

• A family of embedded Runge-Kutta formulae
• A polyvalent Runge-Kutta triple
• Error estimates for Runge-Kutta type solutions to systems of ordinary differential equations
• Explicit Runge–Kutta Methods with Estimates of the Local Truncation Error
• General framework, stability and error analysis for numerical stiff boundary value methods
• scientific article; zbMATH DE number 4045043 (Why is no real title available?)
• scientific article; zbMATH DE number 3658896 (Why is no real title available?)
• scientific article; zbMATH DE number 3709536 (Why is no real title available?)
• Interpolation for variable order, Runge-Kutta methods
• On the simultaneous numerical integration of an IVP and its associated variational equation

Cited in

(11)

• Vectorization of the multiple shooting mthod for the nonlinear boundary value problem in ordinary differential equations
• On the simultaneous numerical integration of an IVP and its associated variational equation
• A polyvalent Runge-Kutta triple
• Improving performance when solving high-order and mixed-order boundary value problems in ODEs
• Multidimensional stepsize control
• Optimizing the Numerical Integration of Initial Value Problems in Shooting Methods for Linear Boundary Value Problems
• On Optimal Shooting Intervals
• scientific article; zbMATH DE number 3874534 (Why is no real title available?)
• scientific article; zbMATH DE number 4205903 (Why is no real title available?)
• A multiple shooting method for the Zeeman effect
• scientific article; zbMATH DE number 3934344 (Why is no real title available?)

This page was built for publication: Improving the efficiency of the multiple shooting technique

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1205927)