A double shooting scheme for certain unstable and singular boundary value problems

Abstract

A scheme is presented to obtain the unique bounded solution for an exponentially unstable linear system. The scheme consists of choosing random data at large initial values and integrating forwards and backwards until accurate regular boundary values are obtained. Proofs of convergence are given for the case that the homogeneous equation has an exponential dichotomy. Applications to other types of problems are discussed and numerical results are presented.