Error estimates for parallel shooting using initial or boundary value methods (Q1902069)

This paper deals with a general method to estimate the global discretization value problem \(y'(t) = K(t) y(t) + f(t)\), \(0 < t < b\), \(Ay(0) = By(b) = a\), where \(K(t), A,B \in \mathbb{R}^{m \times m}\) and \(y(t), f(t), a\in \mathbb{R}^m\), when the parallel shooting method is used. The main purpose of the present paper is to show that the estimation of the global discretization error is equally well suited when the initial value problems involved by the shooting are solved either with an initial value method or with a boundary value method. As the estimated error follows carefully the behaviour of the true error it can be used to improve the numerical solution as shown in some numerical examples.