Convergence of the back-and-forth shooting method for solving two-point boundary-value problems

The back-and-forth shooting method of Orava and Lautala is considered. The method transforms a given boundary-value problem to a sequence of initial-value problems. The present paper studies the convergence properties of this sequence. A local convergence theorem is given, and the rate of convergenc...

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Bibliographic Details
Published in:Journal of optimization theory and applications 1983-12, Vol.41 (4), p.559-572
Main Author: Eirola, T.
Format: Article
Language:English
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Summary:The back-and-forth shooting method of Orava and Lautala is considered. The method transforms a given boundary-value problem to a sequence of initial-value problems. The present paper studies the convergence properties of this sequence. A local convergence theorem is given, and the rate of convergence is found to be quadratic in sufficiently smooth cases. The necessary tools for this analysis concerning the Frechet differentiability of certain mappings are given in the Appendix.
ISSN:0022-3239
1573-2878
DOI:10.1007/BF00934643