TR2013-067

A Numerical Algorithm to Solve a Class of Multi-Point Boundary Value Problems


    •  Wang, Y.; Zhao, Y.; Bortoff, S.A., "A Numerical Algorithm to Solve a Class of Multi-point Boundary Value Problems", Chinese Control Conference (CCC), July 2013, pp. 2262-2268.
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      • @inproceedings{Wang2013jul1,
      • author = {Wang, Y. and Zhao, Y. and Bortoff, S.A.},
      • title = {A Numerical Algorithm to Solve a Class of Multi-point Boundary Value Problems},
      • booktitle = {Chinese Control Conference (CCC)},
      • year = 2013,
      • pages = {2262--2268},
      • month = jul,
      • url = {http://www.merl.com/publications/TR2013-067}
      • }
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  • Research Areas:

    Control, Dynamical Systems


This note presents a numerical algorithm to solve a class of multi-point boundary value problems (MBVPs). Compared to conventional multiple shooting, the proposed method uses less parameters to exploit advantages of single shooting approaches. Unknown parameters are updated by a two-step algorithm which improves the convergence of parameters over existing one-step algorithm. The main idea of the two-step algorithm is to decouple the effects on boundary conditions between two sets of parameters: state and costate, and switch times. The proposed algorithm can compute the solution of a class of MBVPs faster than various existing methods. An application example illustrates the effects of the algorithm.