Multiple Shooting Techniques Revisited

Abstract

The present article is a short summary or a more extensive presentation --- see [9]. Multiple shooting (MS) techniques as developed in [4,16,19,5] are one of the popular approaches for the numerical solution of (in general nonlinear) boundary value problems (BVP's) for ordinary differential equations (ODE's). For alternative approaches see e.g. [1,14]. For a recent survey on MS techniques see [6], where also further references and historical remarks can be found. The application of MS techniques to parameter identification has been nicely developed in [2]. In fact, the efficient and economic implementation of a parameter identification algorithm has motivated the present study. Even though, for the purpose of simplification, most of the presentation is confined to the standard BVP case (without explicit dependence on parameters), the results also apply --- mutatis mutandis --- to the parameter identification case.