Abstract

Invariant imbedding has been used to solve unstable linear boundary value problems for a few years. First this method is derived using the theory of characteristics; there the boundary value problem has to be imbedded in a problem of double dimension. If the corresponding Riccati equation has a critical length, one has to repeat the algorithm. A relation between this repeated invariant imbedding and multiple shooting is shown. In examples invariant imbedding, repeated invariant imbedding, multiple shooting and the superposition principle are compared.

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