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Shooting method : ウィキペディア英語版
Shooting method
In numerical analysis, the shooting method is a method for solving a boundary value problem by reducing it to the solution of an initial value problem. The following exposition may be clarified by this illustration of the shooting method.
For a boundary value problem of a second-order ordinary differential equation, the method is stated as follows.
Let
: y''(t) = f(t, y(t), y'(t)), \quad y(t_0) = y_0, \quad y(t_1) = y_1
be the boundary value problem.
Let ''y''(''t''; ''a'') denote the solution of the initial value problem
: y''(t) = f(t, y(t), y'(t)), \quad y(t_0) = y_0, \quad y'(t_0) = a
Define the function ''F''(''a'') as the difference between ''y''(''t''1; ''a'') and the specified boundary value ''y''1.
: F(a) = y(t_1; a) - y_1 \,
If ''F'' has a root ''a'' then obviously the solution ''y''(''t''; ''a'') of the corresponding initial value problem is also a solution of the boundary value problem.
Conversely, if the boundary value problem has a solution ''y''(''t''), then ''y''(''t'') is also the unique solution ''y''(''t''; ''a'') of the initial value problem where ''a = y'''(''t''0), thus ''a'' is a root of ''F''.
The usual methods for finding roots may be employed here,
such as the bisection method or Newton's method.
== Linear shooting method ==
The boundary value problem is linear if ''f'' has the form
: f(t, y(t), y'(t))=p(t)y'(t)+q(t)y(t)+r(t). \,
In this case, the solution to the boundary value problem is usually given by:
:y(t) = y_(t)+\frac(t_1)}y_(t)
where y_(t) is the solution to the initial value problem:
:y_''(t) = p(t)y_'(t)+q(t)y_(t)+r(t),\quad y_(t_0) = y_0, \quad y_'(t_0) = 0,
and y_(t) is the solution to the initial value problem:
:y_''(t) = p(t)y_'(t)+q(t)y_(t),\quad y_(t_0) = 0, \quad y_'(t_0) = 1.
See (the proof ) for the precise condition under which this result holds.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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