BVP Problems

BVP Problems

Mathematical Specification of an BVP Problem

To define an BVP Problem, you simply need to give the function $f$ and the initial condition $u₀$ which define an ODE:

\[\frac{du}{dt} = f(u,p,t)\]

along with an implicit function bc! which defines the residual equation, where

\[bc(u,p,t) = 0\]

is the manifold on which the solution must live. A common form for this is the two-point BVProblem where the manifold defines the solution at two points:

\[u(t_0) = a u(t_f) = b\]

Problem Type



For any BVP problem type, bc! is the inplace function:

bc!(residual, u, p, t)

where residual computed from the current u. u is an array of solution values where u[i] is at time t[i], while p are the parameters. For a TwoPointBVProblem, t = tspan. For the more general BVProblem, u can be all of the internal time points, and for shooting type methods u=sol the ODE solution. Note that all features of the ODESolution are present in this form. In both cases, the size of the residual matches the size of the initial condition.