Mathematics 
Using Continuation to Make a Good Initial Guess
To solve a boundary value problem, you need to provide an initial guess for the solution. The quality of your initial guess can be critical to the solver performance, and to being able to solve the problem at all. However, coming up with a sufficiently good guess can be the most challenging part of solving a boundary value problem. Certainly, you should apply the knowledge of the problem's physical origin. Often a problem can be solved as a sequence of relatively simpler problems, i.e., a continuation. This section provides examples that illustrate how to use continuation to:
Example: Using Continuation to Solve a Difficult BVP
This example solves the differential equation
for , on the interval [1 1], with boundary conditions and . For , the solution has a transition layer at . Because of this rapid change in the solution for small values of , the problem becomes difficult to solve numerically.
The example solves the problem as a sequence of relatively simpler problems, i.e., a continuation. The solution of one problem is used as the initial guess for solving the next problem.
Note
The demo shockbvp contains the complete code for this example. The demo uses nested functions to place all required functions in a single Mfile. To run this example type shockbvp at the command line. See BVP Solver Basic Syntax and Solving BVP Problems for more information.

Note This problem appears in [1] to illustrate the mesh selection capability of a well established BVP code COLSYS. 
bvp4c
can use:
shockODE
and shockBC
. Note that shockODE
is vectorized to improve solver performance. The additional parameter is represented by e
and is shared with the outer function.
shockJac
and shockBCJac
.
e
with the outer function.
Tell bvp4c
to use these functions to evaluate the partial derivatives by setting the options FJacobian and BCJacobian. Also set 'Vectorized'
to 'on'
to indicate that the differential equation function shockODE
is vectorized.
bvp4c
with a guess structure that contains an initial mesh and a guess for values of the solution at the mesh points. A constant guess of and , and a mesh of five equally spaced points on [1 1] suffice to solve the problem for . Use bvpinit
to form the guess structure.
bvp4c
does not perform continuation automatically, but the code's user interface has been designed to make continuation easy. The code uses the output sol
that bvp4c
produces for one value of e
as the guess in the next iteration.
Example: Using Continuation to Verify a Solution's Consistent Behavior
FalknerSkan BVPs arise from similarity solutions of viscous, incompressible, laminar flow over a flat plate. An example is
for on the interval with boundary conditions , , and .
The BVP cannot be solved on an infinite interval, and it would be impractical to solve it for even a very large finite interval. So, the example tries to solve a sequence of problems posed on increasingly larger intervals to verify the solution's consistent behavior as the boundary approaches .
The example imposes the infinite boundary condition at a finite point called infinity
. The example then uses continuation in this end point to get convergence for increasingly larger values of infinity
. It uses bvpinit
to extrapolate the solution sol
for one value of infinity
as an initial guess for the new value of infinity
. The plot of each successive solution is superimposed over those of previous solutions so they can easily be compared for consistency.
Note
The demo fsbvp contains the complete code for this example. The demo uses nested functions to place all required functions in a single Mfile. To run this example type fsbvp at the command line. See BVP Solver Basic Syntax and Solving BVP Problems for more information.

bvp4c
can use. The problem parameter beta
is shared with the outer function.
function dfdeta = fsode(eta,f) dfdeta = [ f(2) f(3) f(1)*f(3)  beta*(1  f(2)^2) ]; end % End nested function fsode function res = fsbc(f0,finf) res = [f0(1) f0(2) finf(2)  1]; end % End nested function fsbc
bvp4c
with a guess structure that contains an initial mesh and a guess for values of the solution at the mesh points. A crude mesh of five points and a constant guess that satisfies the boundary conditions are good enough to get convergence when infinity = 3
.
infinity = 3
. It then prints the computed value of for comparison with the value reported by Cebeci and Keller [2].
figure plot(eta,f(2,:),eta(end),f(2,end),'o'); axis([0 maxinfinity 0 1.4]); title('FalknerSkan equation, positive wall shear, \beta = 0.5.') xlabel('\eta') ylabel('df/d\eta') hold on drawnow shg
infinity = 4
, 5
, 6
. It uses bvpinit
to extrapolate the solution sol
for one value of infinity
as an initial guess for the next value of infinity
. For each iteration, the example prints the computed value of and superimposes a plot of the solution in the existing figure.
Value computed using infinity = 4 is 0.92774. Value computed using infinity = 5 is 0.92770. Value computed using infinity = 6 is 0.92770.
Note that the values approach 0.92768 as reported by Cebeci and Keller. The superimposed plots confirm the consistency of the solution's behavior.
Solving BVP Problems  Solving Singular BVPs 
© 19942005 The MathWorks, Inc.