Boundary value problems | Numerical differential equations

Direct multiple shooting method

In the area of mathematics known as numerical ordinary differential equations, the direct multiple shooting method is a numerical method for the solution of boundary value problems. The method divides the interval over which a solution is sought into several smaller intervals, solves an initial value problem in each of the smaller intervals, and imposes additional matching conditions to form a solution on the whole interval. The method constitutes a significant improvement in distribution of nonlinearity and numerical stability over single shooting methods. (Wikipedia).

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Related pages

Numerical method | Shooting method | Jacobian matrix and determinant | Mathematics | Parareal | Root of a function | Boundary value problem | Numerical stability | Newton's method | Initial value problem