# bvp5c

Solve boundary value problem — fifth-order method

## Syntax

``sol = bvp5c(odefun,bcfun,solinit)``
``sol = bvp5c(odefun,bcfun,solinit,options)``

## Description

example

````sol = bvp5c(odefun,bcfun,solinit)` integrates a system of differential equations of the form y′ = f(x,y) specified by `odefun`, subject to the boundary conditions described by `bcfun` and the initial solution guess `solinit`. Use the `bvpinit` function to create the initial guess `solinit`, which also defines the points at which the boundary conditions in `bcfun` are enforced.```

example

````sol = bvp5c(odefun,bcfun,solinit,options)` also uses the integration settings defined by `options`, which is an argument created using the `bvpset` function. For example, use the `AbsTol` and `RelTol` options to specify absolute and relative error tolerances, or the `FJacobian` option to provide the analytical partial derivatives of `odefun`.```

## Examples

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Solve a second-order BVP in MATLAB® using functions. For this example, use the second-order equation

${{\mathit{y}}^{\prime }}^{\prime }+\mathit{y}=0$.

The equation is defined on the interval $\left[0,\pi /2\right]$ subject to the boundary conditions

$\mathit{y}\left(0\right)=0$,

$\mathit{y}\left(\pi /2\right)=2$.

To solve this equation in MATLAB, you need to write a function that represents the equation as a system of first-order equations, a function for the boundary conditions, and a function for the initial guess. Then the BVP solver uses these three inputs to solve the equation.

Code Equation

Write a function that codes the equation. Use the substitutions ${\mathit{y}}_{1}=\mathit{y}$ and ${\mathit{y}}_{2}={\mathit{y}}^{\prime }$ to rewrite the equation as a system of first-order equations.

${{\mathit{y}}_{1}}^{\prime }={\mathit{y}}_{2}$,

${{\mathit{y}}_{2}}^{\prime }=-{\mathit{y}}_{1}$.

The corresponding function is

```function dydx = bvpfcn(x,y) dydx = zeros(2,1); dydx = [y(2) -y(1)]; end ```

Note: All functions are included at the end of the example as local functions.

Code Boundary Conditions

Write a function that codes the boundary conditions in the form $\mathit{g}\left(\mathit{y}\left(\mathit{a}\right),\mathit{y}\left(\mathit{b}\right)\right)=0$. In this form the boundary conditions are

$\mathit{y}\left(0\right)=0$,

$\mathit{y}\left(\pi /2\right)-2=0$.

The corresponding function is

```function res = bcfcn(ya,yb) res = [ya(1) yb(1)-2]; end ```

Create Initial Guess

Use the `bvpinit` function to create an initial guess for the solution of the equation. Since the equation relates ${{\mathit{y}}^{\prime }}^{\prime }$ to $\mathit{y}$, a reasonable guess is that the solution involves trigonometric functions. Use a mesh of five points in the interval of integration. The first and last values in the mesh are where the solver applies the boundary conditions.

The function for the initial guess accepts $\mathit{x}$ as an input and returns a guess for the value of ${\mathit{y}}_{1}$ and ${\mathit{y}}_{2}$. The function is

```function g = guess(x) g = [sin(x) cos(x)]; end ```
```xmesh = linspace(0,pi/2,5); solinit = bvpinit(xmesh, @guess);```

Solve Equation

Use `bvp5c` with the derivative function, boundary condition function, and initial guess to solve the problem.

`sol = bvp5c(@bvpfcn, @bcfcn, solinit);`

Plot Solution

`plot(sol.x, sol.y, '-o')`

Local Functions

Listed here are the local functions that `bvp5c` uses to solve the equation.

```function dydx = bvpfcn(x,y) % equation to solve dydx = zeros(2,1); dydx = [y(2) -y(1)]; end %-------------------------------- function res = bcfcn(ya,yb) % boundary conditions res = [ya(1) yb(1)-2]; end %-------------------------------- function g = guess(x) % initial guess for y and y' g = [sin(x) cos(x)]; end %--------------------------------```

Solve a BVP at a crude error tolerance with two different solvers and compare the results.

Consider the second-order ODE

${{\mathit{y}}^{\prime }}^{\prime }+\frac{2}{\mathit{x}}{\mathit{y}}^{\prime }+\frac{1}{{\mathit{x}}^{4}}\mathit{y}=0$.

The equation is defined on the interval $\left[\frac{1}{3\pi },1\right]$ subject to the boundary conditions

$\mathit{y}\left(\frac{1}{3\pi }\right)=0$,

$\mathit{y}\left(1\right)=\mathrm{sin}\left(1\right)$.

To solve this equation in MATLAB®, you need to write a function that represents the equation as a system of first-order equations, write a function for the boundary conditions, set some option values, and create an initial guess. Then the BVP solver uses these four inputs to solve the equation.

Code Equation

With the substitutions ${\mathit{y}}_{1}=\mathit{y}$ and ${\mathit{y}}_{2}={\mathit{y}}^{\prime }$, you can rewrite the ODE as a system of first-order equations

${{\mathit{y}}_{1}}^{\prime }={\mathit{y}}_{2}$,

${{\mathit{y}}_{2}}^{\prime }=-\frac{2}{\mathit{x}}{\mathit{y}}_{2}-\frac{1}{{\mathit{x}}^{4}}{\mathit{y}}_{1}$.

The corresponding function is

```function dydx = bvpfcn(x,y) dydx = [y(2) -2*y(2)/x - y(1)/x^4]; end ```

Note: All functions are included at the end of the example as local functions.

Code Boundary Conditions

The boundary condition function requires that the boundary conditions are in the form $\mathit{g}\left(\mathit{y}\left(\mathit{a}\right),\mathit{y}\left(\mathit{b}\right)\right)=0$. In this form, the boundary conditions are

$\mathit{y}\left(\frac{1}{3\pi }\right)=0$,

$\mathit{y}\left(1\right)-\mathrm{sin}\left(1\right)=0$.

The corresponding function is

```function res = bcfcn(ya,yb) res = [ya(1) yb(1)-sin(1)]; end ```

Set Options

Use `bvpset` to turn on the display of solver statistics, and specify crude error tolerances to highlight the difference in error control between the solvers. Also, for efficiency, specify the analytical Jacobian

$\mathit{J}=\frac{\partial {\mathit{f}}_{\mathit{i}}}{\partial \mathit{y}}=\left[\begin{array}{cc}\frac{\partial {\mathit{f}}_{1}}{\partial {\mathit{y}}_{1}}& \frac{\partial {\mathit{f}}_{1}}{\partial {\mathit{y}}_{2}}\\ \frac{\partial {\mathit{f}}_{2}}{\partial {\mathit{y}}_{1}}& \frac{\partial {\mathit{f}}_{2}}{\partial {\mathit{y}}_{2}}\end{array}\right]=\left[\begin{array}{cc}\text{\hspace{0.17em}}\text{\hspace{0.17em}}\text{\hspace{0.17em}}\text{\hspace{0.17em}}0& \text{\hspace{0.17em}}\text{\hspace{0.17em}}\text{\hspace{0.17em}}\text{\hspace{0.17em}}1\\ -\frac{1}{{\mathit{x}}^{4}}& -\frac{2}{\mathit{x}}\end{array}\right]$.

The corresponding function that returns the value of the Jacobian is

```function dfdy = jac(x,y) dfdy = [0 1 -1/x^4 -2/x]; end ```
`opts = bvpset('FJacobian',@jac,'RelTol',0.1,'AbsTol',0.1,'Stats','on');`

Create Initial Guess

Use `bvpinit` to create an initial guess of the solution. Specify a constant function as the initial guess with an initial mesh of 10 points in the interval $\left[1/3\pi ,1\right]$.

```xmesh = linspace(1/(3*pi), 1, 10); solinit = bvpinit(xmesh, [1; 1]);```

Solve Equation

Solve the equation with both `bvp4c` and `bvp5c`.

`sol4c = bvp4c(@bvpfcn, @bcfcn, solinit, opts);`
```The solution was obtained on a mesh of 9 points. The maximum residual is 9.794e-02. There were 157 calls to the ODE function. There were 28 calls to the BC function. ```
`sol5c = bvp5c(@bvpfcn, @bcfcn, solinit, opts);`
```The solution was obtained on a mesh of 11 points. The maximum error is 6.742e-02. There were 244 calls to the ODE function. There were 29 calls to the BC function. ```

Plot Results

Plot the results of the two calculations for ${\mathit{y}}_{1}$ with the analytic solution for comparison. The analytic solution is

${\mathit{y}}_{1}=\mathrm{sin}\left(\frac{1}{\mathit{x}}\right)$,

${\mathit{y}}_{2}=-\frac{1}{{\mathit{x}}^{2}}\mathrm{cos}\left(\frac{1}{\mathit{x}}\right)$.

```xplot = linspace(1/(3*pi),1,200); yplot = [sin(1./xplot); -cos(1./xplot)./xplot.^2]; plot(xplot,yplot(1,:),'k',sol4c.x,sol4c.y(1,:),'r*',sol5c.x,sol5c.y(1,:),'bo') title('Comparison of BVP Solvers with Crude Error Tolerance') legend('True','BVP4C','BVP5C') xlabel('x') ylabel('solution y')```

The plot confirms that `bvp5c` directly controls the true error in the calculation, while `bvp4c` controls it only indirectly. At more stringent error tolerances, this difference between the solvers is not as apparent.

Local Functions

Listed here are the local functions that the BVP solvers use to solve the problem.

```function dydx = bvpfcn(x,y) % equation to solve dydx = [y(2) -2*y(2)/x - y(1)/x^4]; end %--------------------------------- function res = bcfcn(ya,yb) % boundary conditions res = [ya(1) yb(1)-sin(1)]; end %--------------------------------- function dfdy = jac(x,y) % analytical jacobian for f dfdy = [0 1 -1/x^4 -2/x]; end %---------------------------------```

## Input Arguments

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Functions to solve, specified as a function handle that defines the functions to be integrated. `odefun` and `bcfun` must accept the same number of input arguments.

To code `odefun`, use the functional signature ```dydx = odefun(x,y)``` for a scalar `x` and column vector `y`. The return value `dydt` is a column vector of data type `single` or `double` that corresponds to f(x,y). `odefun` must accept both input arguments `x` and `y`, even if one of the arguments is not used in the function.

For example, to solve $y\text{'}=5y-3$, use the function:

```function dydt = odefun(t,y) dydt = 5*y-3; end```

For a system of equations, the output of `odefun` is a vector. Each element in the vector is the solution to one equation. For example, to solve

`$\begin{array}{l}y{\text{'}}_{1}={y}_{1}+2{y}_{2}\\ y{\text{'}}_{2}=3{y}_{1}+2{y}_{2}\end{array}$`

use the function:

```function dydt = odefun(t,y) dydt = zeros(2,1); dydt(1) = y(1)+2*y(2); dydt(2) = 3*y(1)+2*y(2); end```

`bvp5c` also can solve problems with singularities in the solution or multipoint boundary conditions.

Example: `sol = bvp5c(@odefun, @bcfun, solinit)`

#### Unknown Parameters

If the BVP being solved includes unknown parameters, you instead can use the functional signature `dydx = odefun(x,y,p)`, where `p` is a vector of parameter values. When you use this functional signature the BVP solver calculates the values of the unknown parameters starting from the initial guess for the parameter values provided in `solinit`.

Data Types: `function_handle`

Boundary conditions, specified as a function handle that computes the residual error in the boundary conditions. `odefun` and `bcfun` must accept the same number of input arguments.

To code `bcfun`, use the functional signature ```res = bcfun(ya,yb)``` for column vectors `ya` and `yb`. The return value `res` is a column vector of data type `single` or `double` that corresponds to the residual value of the boundary conditions at the boundary points.

For example, if y(a) = 1 and y(b) = 0, then the boundary condition function is

```function res = bcfun(ya,yb) res = [ya(1)-1 yb(1)]; end```
Since y(a) = 1, the residual value of `ya(1)-1` should be `0` at the point x = a. Similarly, since y(b) = 0, the residual value of `yb(1)` should be `0` at the point x = b.

The boundary points x = a and x = b where the boundary conditions are enforced are defined in the initial guess structure `solinit`. For two-point boundary value problems, ```a = solinit.x(1)``` and `b = solinit.x(end)`.

Example: `sol = bvp5c(@odefun, @bcfun, solinit)`

#### Unknown Parameters

If the BVP being solved includes unknown parameters, you instead can use the functional signature `res = bcfun(ya,yb,p)`, where `p` is a vector of parameter values. When you use this functional signature the BVP solver calculates the values of the unknown parameters starting from the initial guess for the parameter values provided in `solinit`.

Data Types: `function_handle`

Initial guess of solution, specified as a structure. Use `bvpinit` to create `solinit`.

Unlike initial value problems, a boundary value problem can have no solution, a finite number of solutions, or infinitely many solutions. An important part of the process of solving a BVP is providing a guess for the required solution. The quality of this guess can be critical for the solver performance and even for a successful computation. For some guidelines on creating a good initial guess, see Initial Guess of Solution.

Example: `sol = bvp5c(@odefun, @bcfun, solinit)`

Data Types: `struct`

Option structure. Use the `bvpset` function to create or modify the options structure.

Example: `options = bvpset('RelTol',1e-5,'Stats','on')` specifies a relative error tolerance of `1e-5` and turns on the display of solver statistics.

Data Types: `struct`

## Output Arguments

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Solution structure. You can access the fields in `sol` with dot-indexing, such as `sol.field1`. The solution (`sol.x`,`sol.y`) is continuous on the interval of integration defined in the initial mesh `solinit.x` and has a continuous first derivative there. You can use `sol` with the `deval` function to evaluate the solution at other points in the interval.

The structure `sol` has these fields.

FieldDescription

`x`

Mesh selected by `bvp5c`. This mesh typically contains different points than the initial mesh `solinit.x`.

`y`

Approximation to y(x) at the mesh points of `sol.x`.

`yp`

Approximation to y′(x) at the mesh points of `sol.x`.

`parameters`

Final values for the unknown parameters specified in `solinit.parameters`.

`solver`

`'bvp5c'`

`stats`

Computational cost statistics related to the solution: the number of mesh points, residual error, and number of calls to `odefun` and `bcfun`.

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### Multipoint Boundary Value Problems

For multipoint boundary value problems, the boundary conditions are enforced at several points in the interval of integration.

`bvp5c` can solve multipoint boundary value problems where a = a0 < a1 < a2 < ...< an = b are boundary points in the interval [a,b]. The points a1,a2,...,an−1 represent interfaces that divide [a,b] into regions. `bvp5c` enumerates the regions from left to right (from a to b), with indices starting from 1. In region k, [ak−1,ak], `bvp5c` evaluates the derivative as

`yp = odefun(x,y,k) `

In the boundary conditions function `bcfun(yleft,yright)`, `yleft(:,k)` is the solution at the left boundary of [ak−1,ak]. Similarly, `yright(:,k)` is the solution at the right boundary of region k. In particular, `yleft(:,1) = y(a)` and `yright(:,end) = y(b)`.

When you create an initial guess with `bvpinit`, use double entries in `xinit` for each interface point. See the reference page for `bvpinit` for more information.

If `yinit` is a function, `bvpinit` calls ```y = yinit(x,k)``` to get an initial guess for the solution at `x` in region `k`. In the solution structure `sol` returned by `bpv4c`, `sol.x` has double entries for each interface point. The corresponding columns of `sol.y` contain the left and right solution at the interface, respectively.

See Solve BVP with Multiple Boundary Conditions for an example that solves a three-point boundary value problem.

### Singular Boundary Value Problems

`bvp5c` solves a class of singular boundary value problems, including problems with unknown parameters `p`, of the form

`$\begin{array}{l}y\text{'}=S\frac{y}{x}+f\left(x,y,p\right),\\ 0=bc\left(y\left(0\right),y\left(b\right),p\right).\end{array}$`

The interval is required to be [0, b] with b > 0. Often such problems arise when computing a smooth solution of ODEs that result from partial differential equations (PDEs) due to cylindrical or spherical symmetry. For singular problems, you specify the (constant) matrix `S` as the value of the `'SingularTerm'` option of `bvpset`, and `odefun` evaluates only f(x,y,p). The boundary conditions and initial guess must be consistent with the necessary condition for smoothness S·y(0) = 0.

See Solve BVP with Singular Term for an example that solves a singular boundary value problem.

## Algorithms

`bvp5c` is a finite difference code that implements the four-stage Lobatto IIIa formula [1]. This is a collocation formula and the collocation polynomial provides a C1-continuous solution that is fifth-order accurate uniformly in `[a,b]`. The formula is implemented as an implicit Runge-Kutta formula. Some of the differences between `bvp5c` and `bvp4c` are:

• `bvp5c` solves the algebraic equations directly. `bvp4c` uses analytical condensation.

• `bvp4c` handles unknown parameters directly. `bvp5c` augments the system with trivial differential equations for the unknown parameters.

## References

[1] Shampine, L.F., and J. Kierzenka. "A BVP Solver that Controls Residual and Error." J. Numer. Anal. Ind. Appl. Math. Vol. 3(1-2), 2008, pp. 27–41.

## Version History

Introduced in R2006b