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Solving Boundary Value Problems for Ordinary Di erential ...

Solving Boundary Value Problems for OrdinaryDi erential Equations in Matlabwithbvp4cLawrence F. Shampine Jacek KierzenkayMark W. ReicheltzOctober 26, 20001 IntroductionOrdinary di erential equations (ODEs) describe phenomena that change contin-uously. They arise in models throughout mathematics, science, and itself, a system of ODEs has many solutions. Commonly a solution of inter-est is determined by specifying the values of all its components at a single pointx=a. This is an initial Value problem (IVP). However, in many applications asolution is determined in a more complicated way. A Boundary Value problem (BVP) speci es values or equations for solution components at more than onex. Unlike IVPs, a Boundary Value problem may not have a solution, or mayhave a nite number, or may have in nitely many. Because of this, programsfor Solving BVPs require users to provide a guess for the solution desired.

Eigenvalue problems, more speci cally Sturm-Liouville problems, are exem-pli ed by y00 + y =0 with y(0) = 0, y(ˇ) = 0. Such a problem obviously has the trivial solution y(x) 0, but for some values of , there are non-trivial solutions. Such are called eigenvalues and the corresponding solutions are called eigenfunctions. If

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  Value, Problem, Boundary, Liouville, Eigenvalue, Boundary value problems, Eigenfunctions, Liouville problems

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