I have a feeling my question is a very basic one, but I am not at all well versed in computational sciences.

My equations are of the form:

$$ y \in \mathbb{R}^3 \\ \dot{y}(t) = f(y(t)) \\ y_1(0) = a \\ y_2(T) = b \\ y_3(T) = c \\ $$

Is there a known method to numerically solve such a set of equations?

  • $\begingroup$ Is there a particular software package or language you're looking to solve this problem in? For someone not well versed in computational sciences, it might help with software recommendations. $\endgroup$ Dec 28 '12 at 7:05
  • $\begingroup$ Any introductory text on numerical methods will have a chapter on this topic. $\endgroup$ Dec 28 '12 at 20:02
  • $\begingroup$ What are $y_1$, $y_2$ and $y_3$ and how do they relate to $y(t)$? $\endgroup$ Jan 4 '13 at 17:26

You should be able to solve this problem using a multiple shooting method; you need only find initial conditions $y_{2}(0)$ and $y_{3}(0)$ that yield a solution consistent with your stated "final conditions". These values are typically called "boundary values"; your problem is called a two-point boundary value problem. It is worth noting that multiple shooting methods are more numerically stable than single shooting methods.

  • $\begingroup$ Thank you for the reply and for correcting my amateur wording of the question. $\endgroup$
    – user3489
    Dec 29 '12 at 6:08
  • $\begingroup$ No worries! I've had similar troubles getting up to speed in new fields. Sometimes, you just need a result to get a paper done, not a thorough grounding in a subject. As computational scientists, we should be helping people out with questions like yours, and I want to be a good ambassador for the community, because positive experiences are how we get people involved. $\endgroup$ Dec 29 '12 at 7:23

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