Solving Boundary Value Problems for Ordinary

Differential Equations in Matlab with bvp4c

∗ †
Lawrence F. Shampine Jacek Kierzenka
‡
Mark W. Reichelt
October 26, 2000

1 Introduction
Ordinary differential equations (ODEs) describe phenomena that change contin-
uously. They arise in models throughout mathematics, science, and engineering.
By itself, a system of ODEs has many solutions. Commonly a solution of inter-
est is determined by specifying the values of all its components at a single point
x = a. This is an initial value problem (IVP). However, in many applications a
solution is determined in a more complicated way. A boundary value problem
(BVP) specifies values or equations for solution components at more than one
x. Unlike IVPs, a boundary value problem may not have a solution, or may
have a finite number, or may have infinitely many. Because of this, programs
for solving BVPs require users to provide a guess for the solution desired. Of-
ten there are parameters that have to be determined so that the BVP has a
solution. Again there might be more than one possibility, so programs require
a guess for the parameters desired. Singularities in coefficients and problems
posed on infinite intervals are not unusual. Simple examples are used in §2 to
illustrate some of these possibilities.
This tutorial shows how to formulate, solve, and plot the solution of a BVP
with the Matlab program bvp4c. It aims to make solving a typical BVP as
easy as possible. BVPs are much harder to solve than IVPs and any solver might
fail, even with good guesses for the solution and unknown parameters. bvp4c is
an effective solver, but the underlying method and the computing environment
are not appropriate for high accuracies nor for problems with extremely sharp
changes in their solutions. Section 3 describes briefly the numerical method.
Section 4 is a collection of examples that illustrate the solution of BVPs with
bvp4c. The first three should be read in order because they introduce suc-
cessively features of the solver as it is applied to typical problems. Although
∗ Math. Dept., SMU, Dallas, TX 75275 ([email protected])
† The MathWorks, Inc., 3 Apple Hill Drive, Natick, MA 01760 ([email protected])
‡ 11 Coolidge Road, Wayland, MA 01778 ([email protected])

1
bvp4c accepts quite general BVPs, problems arise in the most diverse forms and
they may require some preparation for their solution. The remaining examples
illustrate this preparation for common tasks. Some exercises are included for
practice. M-files for the solution of all the examples and exercises accompany
this tutorial.

2 Boundary Value Problems

If the function f is smooth on [a, b], the initial value problem y0 = f (x, y), y(a)
given, has a solution, and only one. Two-point boundary value problems are
exemplified by the equation

y 00 + y = 0 (1)

with boundary conditions y(a) = A, y(b) = B. An important way to analyze

such problems is to consider a family of solutions of IVPs. Let y(x, s) be the
solution of equation (1) with initial values y(a) = A, y 0 (a) = s. Each y(x, s)
extends to x = b and we ask, for what values of s does y(b, s) = B? If there
is a solution s to this algebraic equation, the corresponding y(x, s) provides a
solution of the differential equation that satisfies the two boundary conditions.
Using linearity we can sort out the possibilities easily. Let u(x) be the solution
defined by y(a) = A, y 0 (a) = 0 and v(x) be the solution defined by y(a) = 0,
y 0 (a) = 1. Linearity implies that y(x, s) = u(x) + sv(x), and the boundary
condition B = y(b, s) = u(b) + sv(b) amounts to a linear algebraic equation for
the unknown initial slope s. The familiar facts of existence and uniqueness of
solutions of linear algebraic equations then tell us that there is either exactly
one solution to the BVP, or there are boundary values B for which there is no
solution and others for which there are infinitely many solutions.
Eigenvalue problems, more specifically Sturm-Liouville problems, are exem-
plified by

y 00 + λy = 0

with y(0) = 0, y(π) = 0. Such a problem obviously has the trivial solution
y(x) ≡ 0, but for some values of λ, there are non-trivial solutions. Such λ are
called eigenvalues and the corresponding solutions are called eigenfunctions. If
y(x) is a solution of this BVP, it is obvious that αy(x) is, too. Accordingly,
we need a normalizing condition to specify a solution of interest, for instance
y 0 (0) = 1. For λ > 0, the solution of the IVP with y(0) = 0, y 0 (0) = 1 is
√ √
y(x) = sin x λ / λ. The boundary condition y(π) = 0 amounts to a non-
linear algebraic equation for λ. Generally existence and uniqueness of solutions
of nonlinear algebraic equations are difficult matters. For this example the al-
gebraic equation is solved easily to find that the BVP has a non-trivial solution
if, and only if, λ = k 2 for k = 1, 2, . . . . This example shows that when solving a
Sturm-Liouville problem, we have to specify not only a normalizing condition,
but also which eigenvalue interests us.

2
 2.5

1.5

0.5

y 0

−0.5

−1

−1.5

−2
0 0.5 1 1.5 2 2.5 3 3.5 4
x

Figure 1: Two solutions for y 00 + |y| = 0.

Nonlinearity introduces other complications illustrated by the problem [3]

y 00 + |y| = 0

with y(0) = 0, y(b) = B. Proceeding as with the linear examples, it is found

that for any b > π, there are exactly two solutions for any B < 0. One solution
has the form y(x, s) = s sinh x; it starts off with a negative slope s and decreases
monotonely to B. The other starts off with a positive slope where it has the form
y(x, s) = s sin x. This solution crosses the axis at x = π, where its form changes
and it decreases thereafter monotonely to B. Figure 1 shows an example of
this with b = 4 and B = −2. Much as with eigenvalue problems, when solving
nonlinear BVPs we have to specify which solution is the one that interests us.
Examples in §4 show that BVPs modelling physical situations do not nec-
essarily have unique solutions. Other examples show that problems involving
physical parameters might have solutions only for parameter values in certain
ranges. The examples make it clear that in practice, solving BVPs may well
involve an exploration of the existence and uniqueness of solutions of a model.
This is quite different from solving IVPs.

3 Numerical Methods
The theoretical approach to BVPs of §2 is based on the solution of IVPs for
ODEs and the solution of nonlinear algebraic equations. Because there are
effective programs for both tasks, it is natural to combine them in a program
for the solution of BVPs. The approach is called a shooting method. Because

3
it appears so straightforward to use quality numerical tools for the solution of
BVPs by shooting, it is perhaps surprising that bvp4c is not a shooting code.
The basic difficulty with shooting is that a perfectly nice BVP can require the
integration of IVPs that are unstable. That is, the solution of a BVP can
be insensitive to changes in boundary values, yet the solutions of the IVPs of
shooting are sensitive to changes in initial values. The simple example
y 00 − 100y = 0
with y(0) = 1, y(1) = B makes the point. Shooting involves the solution
y(x, s) = cosh 10x+ 0.1s sinh 10x of the IVP with initial values y(0) = 1, y 0 (0) =
s. Obviously ∂y/∂s = 0.1 sinh 10x, which can be as large as 0.1 sinh 10 ≈
1101. A little calculation shows that the slope that results in satisfaction of
the boundary condition at x = 1 is s = 10(B − cosh 10)/ sinh 10 and then that
for the solution of the BVP, |∂y/∂B| = |sinh 10x/ sinh 10| ≤ 1. Evidently the
solutions of the IVPs are considerably more sensitive to changes in the initial
slope s than the solution of the BVP is to changes in the boundary value B. If
the IVPs are not too unstable, shooting can be quite effective. Unstable IVPs
can cause a shooting code to fail because the integration “blows up” before
reaching the end of the interval. More often, though, the IVP solver reaches
the end, but is unable to compute an accurate result there and because of this,
the nonlinear equation solver is unable to find accurate initial values. A variety
of techniques are employed to improve shooting, but when the IVPs are very
unstable, shooting is just not a natural approach to solving BVPs.
bvp4c implements a collocation method for the solution of BVPs of the form
y0 = f (x, y, p), a≤x≤b
subject to general nonlinear, two-point boundary conditions
g(y(a), y(b), p) = 0
Here p is a vector of unknown parameters. For simplicity it is suppressed in
the expressions that follow. The approximate solution S(x) is a continuous
function that is a cubic polynomial on each subinterval [xn , xn+1 ] of a mesh
a = x0 < x1 < . . . < xN = b. It satisfies the boundary conditions
g(S(a), S(b)) = 0
and it satisfies the differential equations (collocates) at both ends and the mid-
point of each subinterval
S0 (xn ) = f (xn , S(xn ))
S0 ((xn + xn+1 )/2) = f ((xn + xn+1 )/2, S((xn + xn+1 )/2))
S0 (xn+1 ) = f (xn+1 , S(xn+1 ))
These conditions result in a system of nonlinear algebraic equations for the
coefficients defining S(x). In contrast to shooting, the solution y(x) is approxi-
mated over the whole interval [a, b] and the boundary conditions are taken into

4
account at all times. The nonlinear algebraic equations are solved iteratively by
linearization, so this approach relies upon the linear equation solvers of Matlab
rather than its IVP codes. The basic method of bvp4c, which we call Simpson’s
method, is well-known and is found in a number of codes. It can be shown
[8] that with modest assumptions, S(x) is a fourth order approximation to an
isolated solution y(x), i.e., ky(x) − S(x)k ≤ Ch4 . Here h is the maximum of
the step sizes hn = xn+1 − xn and C is a constant. Because it is not true of
some popular collocation methods, we stress the important fact that this bound
holds for all x in [a, b]. After S(x) is computed on a mesh with bvp4c, it can be
evaluated inexpensively at any x, or set of x, in [a, b] with the bvpval function.
Because BVPs can have more than one solution, BVP codes require users
to supply a guess for the solution desired. The guess includes a guess for an
initial mesh that reveals the behavior of the desired solution. The codes then
adapt the mesh so as to obtain an accurate numerical solution with a modest
number of mesh points. Coming up with a sufficiently good guess is often the
hardest part of solving a BVP. bvp4c takes an unusual approach to the control
of error that helps it deal with poor guesses. The continuity of S(x) on [a, b] and
collocation at the ends of each subinterval imply that S(x) also has a continuous
derivative on [a, b]. For such an approximation, the residual r(x) in the ODEs
is defined by

r(x) = S0 (x) − f (x, S(x))

Put differently, this says that S(x) is the exact solution of the perturbed ODEs

S0 (x) = f (x, S(x)) + r(x)

Similarly, the residual in the boundary conditions is g(S(a), S(b)). bvp4c con-
trols the sizes of these residuals. If the residuals are uniformly small, S(x) is
a good solution in the sense that it is the exact solution of a problem close to
the one supplied to the solver. Further, for a reasonably well-conditioned prob-
lem, small residuals imply that S(x) is close to y(x), even when h is not small
enough that the fourth order convergence is evident. Shooting codes can also
be described as controlling the sizes of these residuals: at each step an IVP code
controls the local error, which is equivalent to controlling the size of the residual
of an appropriate continuous extension of the formula used, and the nonlinear
equation solver is used to find initial values for which the residual in the bound-
ary conditions is small. Residual control has important virtues: residuals are
well-defined no matter how bad the approximate solution, and residuals can be
evaluated anywhere simply by evaluating f (x, S(x)) or g(S(a), S(b)). bvp4c is
based on algorithms that are plausible even when the initial mesh is very poor,
yet furnish the correct results as h → 0. They exploit some very interesting
properties of the Simpson method shown in [8].
BVPs arise in the most diverse forms. Just about any BVP can be formulated
for solution with bvp4c. The first step is to write the ODEs as a system of first
order ODEs. This is a familiar task because it must also be done for the IVP
solvers of Matlab. The basic idea is to introduce new variables, one for each

5
variable in the original problem plus one for each of its derivatives up to one
less than the highest derivative appearing. The process is illustrated in [11].
This is all that is necessary when solving an IVP, but BVPs can be much more
complicated: As we have seen already, unlike IVPs, boundary value problems do
not necessarily have a solution, and when they do, the solution is not necessarily
unique. Indeed, BVPs commonly involve finding values of parameters for which
the problem does have a solution. Also, singularities of various kinds are not at
all unusual. The examples that follow illustrate the possibilities and show how
to solve common problems.

4 Examples
In this section a variety of examples taken from the literature are used to illus-
trate both facts about boundary value problems and their numerical solution
and details about how to solve boundary value problems with bvp4c. You
should go through the first three examples in order because they show how to
use the solver. Although bvp4c accepts BVPs of exceptionally general form,
BVPs arise in such diverse forms that many problems require some prepara-
tion for their solution. The remaining examples illustrate this preparation and
other aspects of the solver. Some exercises are suggested for practice. The
prologues to bvp4c, bvpval, bvpinit, bvpset, and bvpget provide some infor-
mation about capabilities not discussed here and details are found in [8]. You
can learn more about BVPs and other approaches to their solution from the
texts [1, 3, 7, 14]. The article [2] about reformulating BVPs into a standard
form is highly recommended.

Example 1
A boundary value problem consists of a set of ordinary differential equations,
some boundary conditions, and a guess that indicates which solution is desired.
An example in [1] for the multiple shooting code MUSN is

u0 = 0.5u(w − u)/v
v0 = −0.5(w − u)
w0 = (0.9 − 1000(w − y) − 0.5w(w − u))/z (2)
z0 = 0.5(w − u)
y0 = −100(y − w)

subject to boundary conditions u(0) = v(0) = w(0) = 1, z(0) = −10, w(1) =

y(1). MUSN requires a guess in the form of a function that can be evaluated at

6
any x in the interval. The guess used in [1] is

u(x) = 1
v(x) = 1
w(x) = −4.5x2 + 8.91x + 1
z(x) = −10
y(x) = −4.5x2 + 9x + 0.91

To solve this problem with bvp4c, you must provide functions that evaluate
the differential equations and the residual in the boundary conditions. These
functions must return column vectors. With components of y corresponding to
the original variables as y(1)= u, y(2)= v, y(3)= w, y(4)= z, and y(5)= y,
these functions can be coded in Matlab as

function dydx = ex1ode(x,y)

dydx = [ 0.5*y(1)*(y(3) - y(1))/y(2)
-0.5*(y(3) - y(1))
(0.9 - 1000*(y(3) - y(5)) - 0.5*y(3)*(y(3) - y(1)))/y(4)
0.5*(y(3) - y(1))
100*(y(3) - y(5))];

function res = ex1bc(ya,yb)

res = [ ya(1) - 1
ya(2) - 1
ya(3) - 1
ya(4) + 10
yb(3) - yb(5)];

The guess is supplied to bvp4c in the form of a structure. Although the

name solinit will be used throughout this tutorial, you can call it anything
you like. However, it must contain two fields that must be called x and y. A
guess for a mesh that reveals the behavior of the solution is provided as the
vector solinit.x. A guess for the solution at these mesh points is provided
as the array solinit.y, with each column solinit.y(:,i) approximating the
solution at the point solinit.x(i). It is not difficult to form a guess structure,
but a helper function bvpinit makes it easy in the most common circumstances.
It creates the structure when given the mesh and a guess for the solution in the
form of a constant vector or the name of a function for evaluating the guess.
For example, the structure is created for a mesh of five equally spaced points in
[0, 1] and a constant guess for the solution by

solinit = bvpinit(linspace(0,1,5),[1 1 1 -10 0.91]);

7
(As a convenience, bvpinit accepts both row and column vectors.) This con-
stant guess for the solution is good enough for bvp4c to solve the BVP, but the
example program ex1bvp.m uses the same guess as MUSN. It is evaluated in
the

function v = ex1init(x)
v = [ 1
1
-4.5*x^2+8.91*x+1
-10
-4.5*x^2+9*x+0.91];

The guess structure is then formed with bvpint by

solinit = bvpinit(linspace(0,1,5),@ex1init);

The boundary value problem has now been defined by means of functions
for evaluating the differential equations and the boundary conditions and a
structure providing a guess for the solution. When default values are used, that
is all you need to solve the problem with bvp4c:

sol = bvp4c(@ex1ode,@ex1bc,solinit);

The output of bvp4c is a structure called here sol. The mesh determined by
the code is returned as sol.x and the numerical solution approximated at these
mesh points is returned as sol.y. As with the guess, sol.y(:,i) approximates
the solution at the point sol.x(i). Figure 2 compares results computed with
MUSN to the curves produced by bvp4c in ex1bvp.m. The fourth component
has been shifted up by 10 to display all the solution components on the same
scale.
Exercise: Bratu’s equation arises in a model of spontaneous combustion and
is mathematically interesting as an example of bifurcation simple enough to
solve in a semi-analytical way, see e.g. [5] where it is studied as a nonlinear
integral equation. The differential equation is

y 00 + λ exp(y) = 0

with boundary conditions y(0) = 0 = y(1). Depending on the value of the

parameter λ, there are two solutions, one solution, or none. There are two
solutions when λ = 1 that you can obtain easily with appropriate guesses. A
complete solution is found in bratubvp.m.

8
 Example problem for MUSN
2.5

1.5

0.5

−0.5
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x

Figure 2: bvp4c and MUSN (*)solutions.

Example 2
This example shows how to change default values for bvp4c. The differential
equation depending on a (known) parameter p,

y 00 + 3py/(p + t2 )2 = 0 (3)
p
has an analytical solution y(t) = t/ p + t2 . A standard test problem for BVP
codes [15] is to solve (3) on [−0.1, +0.1] with boundary conditions
p p
y(−0.1) = −0.1/ p + 0.01, y(+0.1) = 0.1/ p + 0.01

that lead to this analytical solution. The value p = 10−5 is used frequently
in tests. This differential equation is linear and so are the boundary condi-
tions. Such problems are special and there are a number of important codes
like SUPORT [15] that exploit this, but bvp4c does not distinguish linear and
nonlinear problems.
To solve the problem with bvp4c the differential equation must be written as
a system of first order ODEs. When this is done in the usual way, the function
ex2ode can be coded as

function dydt = ex2ode(t,y)

p = 1e-5;
dydt = [ y(2)
-3*p*y(1)/(p+t^2)^2];

9
The residual in the boundary conditions is evaluated by the

function res = ex2bc(ya,yb)

p = 1e-5;
yatb = 0.1/sqrt(p + 0.01);
yata = - yatb;
res = [ ya(1) - yata
yb(1) - yatb ];

In ex2bvp.m a constant guess based on linear interpolation of the boundary

values is specified on an initial mesh of 10 equally spaced points:

solinit = bvpinit(linspace(-0.1,0.1,10),[0 10])

Having defined the BVP, it is now solved with default values by

sol = bvp4c(@ex2ode,@ex2bc,solinit)

The analytical solution shows that when p is small, there is a boundary

layer at the origin where the solution changes sharply. This region of sharp
change makes the BVP a relatively difficult one. The numerical solution and
the exact solution evaluated at several points are shown in Figure 3. To resolve
better the boundary layer, the code must be told to compute the solution more
accurately. This is done just as with the Matlab codes for initial value problems
for ODEs. The relative error tolerance on the residuals is called RelTol and
the absolute error tolerance is called AbsTol. The default values are RelTol=
10−3 and AbsTol= 10−6 . Values of optional parameters are set by means of a
structure formed with the function bvpset. Although the name options will
be used throughout this tutorial, you can call this structure anything you like.
It is communicated to bvp4c via an optional argument. The solution shown in
Figure 4 was obtained with RelTol reduced to 10−4 . This was done with the
commands

options = bvpset(’RelTol’,1e-4);
sol = bvp4c(@ex2ode,@ex2bc,sol,options);

The input argument sol here is not a typographical error. The solinit formed
earlier could be used again, but this computation is done in ex2bvp.m after the
problem is solved with RelTol= 10−3 . The solution sol computed at this
tolerance provides an excellent guess for the mesh and solution when RelTol=
10−4 . This is a very simple example of a technique called continuation, an
important tool for solving difficult problems that is discussed more fully in
examples that follow.

10
 Linear boundary layer problem

0.8

0.6

0.4

y and analytical (*) solutions

0.2

−0.2

−0.4

−0.6

−0.8

−1

−0.1 −0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08 0.1
t

Figure 3: Numerical solution obtained with RelTol= 10−3 .

Linear boundary layer problem

0.8

0.6

0.4
y and analytical (*) solutions

0.2

−0.2

−0.4

−0.6

−0.8

−1

−0.1 −0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08 0.1
t

Figure 4: Numerical solution obtained with RelTol= 10−4 .

11
Example 3
This example illustrates the formulation and solution of a boundary value prob-
lem involving an unknown parameter. It also shows how to evaluate the solution
anywhere in the interval of integration. The task is to compute the fourth eigen-
value of Mathieu’s equation,

y 00 + (λ − 2q cos 2x)y = 0 (4)

on [0, π] with boundary conditions y 0 (0) = 0, y 0 (π) = 0 when q = 5. The solution

is normalized so that y(0) = 1. Even though all the initial values are known
at x = 0, the problem requires finding a value for the parameter (eigenvalue)
λ that allows the boundary condition y 0 (π) = 0 to be satisfied. bvp4c makes
it easy to solve problems with unknown parameters, but there are additional
arguments that have to be specified then, e.g., a guess must be provided for the
parameters.
This problem is used to illustrate the code D02KAF in the NAG library [12].
Because D02KAF solves only Sturm-Liouville problems, it can exploit the large
body of theory about such problems and their numerical solution [13]. As a
consequence it is able to compute a particular eigenvalue. The bvp4c code is
for general BVPs, so all it can do is compute the eigenvalue closest to a guess.
This BVP can be solved with a constant guess for the eigenfunction, but we can
make it much more likely that we compute the desired eigenvalue by supplying
a guess for the eigenfunction that has the correct qualitative behavior. The
function cos(4x) satisfies the boundary conditions and has the correct number
of sign changes. It and its derivative are provided as a guess for the vector
solution by

function v = ex3init(x)
v = [ cos(4*x)
-4*sin(4*x)];

When a BVP involves unknown parameters, a vector of guesses for the parame-
ters must be provided as the parameters field of solinit. The guess structure
can be formed easily by providing the vector of guesses for unknown parameters
as a third argument to bvpinit. With a guess of 15 for the eigenvalue, this is

solinit = bvpinit(linspace(0,pi,10),@ex3init,15)

When there are unknown parameters, the functions defining the differential
equations and the boundary conditions must have an additional input argument,
namely the vector of unknown parameters. In the functions

function dydx = ex3ode(x,y,lambda)

12
 q = 5;
dydx = [ y(2)
-(lambda - 2*q*cos(2*x))*y(1)];

function res = ex3bc(ya,yb,lambda)

res = [ ya(2)
yb(2)
ya(1) - 1];

lambda is the unknown parameter. It is not used in ex3bc, but it must be an

argument.
In summary, the only complication introduced by unknown parameters is
that a vector of guesses for the parameters must be provided and the functions
defining the differential equations and boundary conditions must have the vector
of unknown parameters as an additional argument. The solution shown in
Figure 5 was obtained with

sol = bvp4c(@ex3ode,@ex3bc,solinit);

The computed values for the unknown parameters are returned in the field
sol.parameters. When D02KAF is given an initial guess of λ = 15, it re-
ports the computed eigenvalue to be 17.097; the same value is computed with
ex3bvp.m.
The cost of solving a BVP with bvp4c depends strongly on the number
of mesh points needed to represent the solution to the specified accuracy, so
it tries to minimize this number. In previous examples the solution at the
mesh points was plotted. When this is done in Figure 5, it is seen that the
graph is not smooth at the ends of the interval. The values at mesh points
are emphasized to show more clearly that plot draws a straight line between
successive data points. The solution S(x) computed by bvp4c is continuous and
has a continuous derivative on all of [0, π]. To get a smooth graph, we just need
to evaluate it at more points. The function bvpval is used to evaluate S(x) at
any x, or set of x, in [0, π]. Figure 6 is a plot of the solution evaluated at 100
equally spaced points in [0, π] with the commands

xint = linspace(0,pi);
Sxint = bvpval(sol,xint);

Exercise: This problem is studied in section 5.4 of B.A. Finlayson [6]. It

arises when modelling a tubular reactor with axial dispersion. An isothermal
situation with n-th order irreversible reaction leads to the differential equation

y 00 = P e(y 0 − Ry n )

13
Here P e is the axial Peclet number and R is the reaction rate group. The
boundary conditions are y 0 (0) = P e(y(0) − 1), y 0 (1) = 0. Using an orthogonal
collocation method, Finlayson finds that y(0) = 0.63678 and y(1) = 0.45759
when P e = 1, R = 2, and n = 2. These values are consistent with those
obtained by others using a finite difference method. Solve this problem yourself.
Use bvpval to evaluate the solution at enough points to get a smooth graph of
y(x). A complete solution is found in trbvp.m.

Eigenfunction for Mathieu’s equation.

1

0.8

0.6

0.4

0.2
solution y

−0.2

−0.4

−0.6

−0.8

−1
0 0.5 1 1.5 2 2.5 3
x

Figure 5: Numerical solution at mesh points only.

Example 4
Boundary conditions that involve the approximate solution only at one end
or the other of the interval are called separated boundary conditions. This is
generally the case; indeed, all the examples so far have separated boundary con-
ditions. The most common example of non-separated boundary conditions is
periodicity. Most BVP solvers accept only problems with separated boundary
conditions, so some preparation is necessary in order to solve a problem with
non-separated boundary conditions. This example involves the computation of
a periodic solution of a set of ODEs. bvp4c accepts problems with general,
non-separated boundary conditions, so the periodicity does not cause any com-
plication for this solver. However, for this example the period is unknown, so
some preparation is necessary for its solution.

14
 Eigenfunction for Mathieu’s equation.
1

0.8

0.6

0.4

0.2

solution y
0

−0.2

−0.4

−0.6

−0.8

−1
0 0.5 1 1.5 2 2.5 3
x

Figure 6: Solution evaluated on a finer mesh with bvpval.

In [16] the propagation of nerve impulses is described by

 
1
y10 = 3 y1 + y2 − y13 − 1.3
3
0
y2 = − (y1 − 0.7 + 0.8y2 ) / 3

subject to periodic boundary conditions

y1 (0) = y1 (T ) , y2 (0) = y2 (T )

The difficulty here is that the period T is unknown. If we change the independent
variable t to τ = t/T , the differential equations become
 
dy1 1
= 3T y1 + y2 − y13 − 1.3
dτ 3
dy2
= −T (y1 − 0.7 + 0.8y2 ) / 3
dτ
The problem is now posed on the fixed interval [0, 1] and the (non-separated)
boundary conditions are

y1 (0) = y1 (1) , y2 (0) = y2 (1)

An additional condition is necessary to determine the unknown parameter T .

This so-called phase condition is chosen to eliminate the degenerate solutions
y 0 (t) ≡ 0 and solutions with T = 0. In ex4bc we use dy2 /dτ (0) = 1, i.e.,

−T (y1 (0) − 0.7 + 0.8y2 (0))/3 = 1

15
The differential equations and the boundary conditions are coded in Matlab
as

function dydt = ex4ode(t,y,T);

dydt = [ T*3*(y(1) + y(2) - 1/3*(y(1)^3) - 1.3)
T*(-1/3)*(y(1) - 0.7 + 0.8*y(2)) ];

function res = ex4bc(ya,yb,T)

res = [ ya(1) - yb(1)
ya(2) - yb(2)
T*(-1/3)*(ya(1) - 0.7 + 0.8*ya(2)) - 1];

Because a periodic solution is sought, we chose periodic functions as the

initial guess evaluated in

function v = ex4init(x)
v = [ sin(2*pi*x)
cos(2*pi*x)];

The length of the period was guessed to be 2π. The solution shown in Figure 7
was obtained with the commands

solinit = bvpinit(linspace(0,1,5),@ex4init,2*pi);
sol = bvp4c(@ex4ode,@ex4bc,solinit);

Before the solution was plotted, the independent variable was rescaled to its
original value t = T τ

T = sol.parameters
t = T*sol.x

The period was found to be T = 10.71. The plot shows that the initial guess
was poor.

Example 5
This example illustrates the straightforward solution of a problem set on an
infinite interval. Cebeci and Keller [4] use shooting methods to solve the Falkner-
Skan problem that arises from a similarity solution of viscous, incompressible,
laminar flow over a flat plate. The differential equation is
f 000 + f f 00 + β(1 − (f 0 )2 ) = 0 (5)

16
 2

solution
1.5
initial guess

0.5

1
solution y
0

−0.5

−1

−1.5

−2

0 1 2 3 4 5 6 7 8 9 10
t

Figure 7: Periodic solution of the nerve impulse model.

The boundary conditions are f (0) = 0, f 0 (0) = 0, and f 0 (η) → 1 as η → ∞. A

straightforward approach used by Cebeci and Keller is to replace the boundary
condition at infinity with one at a finite point.
Like Cebeci and Keller, we first write equation (5) as a system of three first
order equations with variables f , u = f 0 , and v = f 00 . The nature of the flow
depends on the physical parameter β. They report that for accelerating flows,
β > 0, physically relevant solutions exist only for −0.19884 ≤ β ≤ 2, illustrating
a point made in §2. A relatively difficult case, β = 0.5, is solved with the
boundary condition f 0 (6) = 1 in ex5bvp.m. It is found that f 00 (0) = 0.92768,
in agreement with the value 0.92768 reported by Cebeci and Keller. The plot
of f 0 (η) in Figure 8 shows that it approaches 1 very rapidly as η → 6, so taking
6 as “infinity” appears to be reasonable for this problem.
It is prudent to consider a range of values for “infinity”. For example, you
might solve this problem on [0, 4], [0, 5], and [0, 6], comparing the values of f 00 (0)
and the graphs of f 0 (η) for each interval. Starting with a “large” value for
“infinity” is tempting, but not a good tactic. This is made evident by the code
failing with the crude guess and default error tolerances of ex5bvp.m. Boundary
conditions at infinity pick out which solutions of the ODEs are candidates for
solution of the BVP. If solutions of the ODEs come together very quickly as the
singular point is approached, a solver will have difficulty distinguishing them
numerically and so have difficulty solving the BVP. To solve a problem with a
singularity, it may be necessary to sort out analytically the behavior of solutions
of the ODEs near the singularity. This is illustrated by examples that follow.
Often it is hard to come up with a sufficiently good guess for the solution of
a BVP. When physical parameters are present, one of the most effective ways
to do this is to solve a sequence of problems starting with a set of parameter

17
 1.4

1.2

0.8

df/dη
0.6

0.4

0.2

0
0 1 2 3 4 5 6
η

Figure 8: Falkner-Skan equation, positive wall shear, β = 0.5.

values for which the problem is easy to solve and using the result for one set of
values as initial guess for the solution of a problem with parameter values that
are only a little different. This is repeated until you reach the parameter values
of interest. The tactic is called continuation. It is particularly natural when it
is of physical interest to compute the solution for a range of parameter values.
Cebeci and Keller use this in making up a table of values for solutions of the
Falkner-Skan problem. Continuation is not needed to solve this problem with
bvp4c for the single value of β considered in ex5bvp.m.
Exercise: Example 7.3 of [3] considers a similarity solution for the unsteady
flow of a gas through a semi-infinite porous medium initially filled with gas at
a uniform pressure. The BVP is
2z
w00 (z) + p w0 (z) = 0
1 − αw(z)

with w(0) = 1, w(∞) = 0. A range of values of the parameter α is considered

when this problem is solved numerically in Example 8.4 of [3]. Solve this
problem for α = 0.8 by replacing the boundary condition at infinity with one
at a finite point. A complete solution is found in gasbvp.m.

Example 6
This example illustrates the straightforward solution of a problem with a coor-
dinate singularity. The problem has three solutions. This BVP is Example 2 of
a collection of test problems assembled by M. Kubiček et al. [9]. It arises in a
study of heat and mass transfer in a porous spherical catalyst with a first order

18
reaction. There is a singular coefficient arising from the reduction of a partial
differential equation to an ODE by symmetry.
The differential equation is
 
00 2 0 2 γβ(1 − y)
y + y = φ y exp (6)
x 1 + β(1 − y)

One boundary condition is y(1) = 1. The differential equation is singular at

x = 0, but the singular coefficient arises from the coordinate system and we
expect a smooth solution for which symmetry implies that y 0 (0) = 0. We
must deal with the singularity in the coefficient at x = 0 because bvp4c always
evaluates the ODEs at the end points. If we let x → 0 in the equation, we find
that
 
00 00 2 γβ(1 − y(0))
y (0) + 2y (0) = φ y(0) exp
1 + β(1 − y(0))

because y 0 (x)/x → y 00 (0) then. Solving for y 00 (0), we obtain the value that
must be used in the function for evaluating the ODEs when x = 0. For some
problems it is necessary to work out more terms in a Taylor series expansion
and use them to compute the solution at a small distance from the origin.
This example illustrates the fact that often providing the correct value at the
singular point is enough. For the present example the parameters φ, γ, β are
communicated to the solver as additional parameters f, g, b. The function is
written in straightforward way:

function dydx = ex6ode(x,y,f,g,b)

yp = [y(2); 0];
temp = f^2 * y(1) * exp(g*b*(1-y(1))/(1+b*(1-y(1))));
if x == 0
dydx(2) = (1/3)*temp;
else
dydx(2) = -2*(y(2)/x) + temp;
end

and the solver is called with additional input arguments

sol = bvp4c(@ex6ode,@ex6bc,solinit,options,f,g,b);

Kubiček et alia consider a range of parameter values. The values φ = 0.6,

γ = 40, β = 0.2 used in ex6bvp.m lead to three solutions that are displayed in
Figure 9. The example program also compares the initial values y(0) computed
for these solutions to values reported in [9].

19
 Spherical catalyst problem

0.8

0.6

y 0.4

0.2

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

x

Figure 9: Problem with multiple solutions.

Example 7
This example illustrates the handling of a singular point. The idea is to sort
out the behavior of solutions near the singular point by analytical means, usu-
ally some kind of convergent or asymptotic series expansion. The analytical
approximation is used near the singular point and the solution is approximated
elsewhere by numerical means. Generally this introduces unknown parameters,
an important reason for making it easy to solve such problems with bvp4c. The
straightforward approach of the preceding example approximates the solution
at the singular point only. It relies on the solution being sufficiently smooth
that the code will not need to evaluate the ODEs so close to the singular point
that it gets into trouble. In this example, the solution is not smooth and it is
necessary to deal with the singularity analytically. It is the first example of the
documentation for the D02HBF code of [12]. The equation is

y3 − y0
y 00 = (7)
2x
and the boundary conditions are y(0) = 0.1, y(16) = 1/6. The singularity at
the origin is handled by using series to represent the solution and its derivative
at a “small” distance d > 0, namely
√
0 d d
y(d) = 0.1 + y (0) + + ...
10 100
y 0 (0) 1
y 0 (d) = √ + + ...
20 d 100

20
 Example problem for D02HBF
0.18

0.16

0.14

y, dy/dx (−−), and D02HBF (*) solutions

0.12

0.1

0.08

0.06

0.04

0.02

0
0 2 4 6 8 10 12 14 16
x

Figure 10: Problem with singular behavior at the origin.

The unknown value y 0 (0) is treated as an unknown parameter p. The problem is

solved numerically on [d, 16]. Two boundary conditions are that the computed
solution and its first derivative agree with the values from the series at d. The
remaining boundary condition is y(16) = 1/6. The choice of d must be balanced
between a small value that provides an accurate representation of the solution
with just a few terms from a series and a large value that avoids difficulties with
the singularity. The value used in ex7bvp.m is d = 0.1.
D02HBF [12] requires given values or guesses for all components at both ends
of the interval and all parameters. It is guessed that y 0 (16) = 0 and y 0 (0) = 0.2.
In ex7bvp.m the same guess is used for p = y 0 (0) and the solution is guessed to
be a constant vector [1, 1]. The results from the documentation for D02HBF are
compared in ex7bvp.m to curves produced by bvp4c. To obtain a solution on all
of [0, 16], the numerical solution on [d, 16] is augmented by y(0) = 0.1, y 0 (0) = p.
If necessary for a smooth graph, other values in [0, d] could be obtained from
the series. Figure 10 shows the sharp change in the solution at the origin that
is seen analytically in the series.
Exercise: Section 6.2 of [7] discusses the numerical solution of a model of
the steady concentration of a substrate in an enzyme-catalyzed reaction with
Michaelis-Menten reaction rate. A spherical region is considered and the par-
tial differential equation is reduced to an ODE by symmetry. The differential
equation is
2 0 y
y 00 + y =
x (y + k)
where there are two physical parameters  and k. The boundary conditions are
y(1) = 1 and the symmetry condition y 0 (0) = 0. It is possible to solve this

21
BVP in the straightforward manner of Example 6, though there is a potential
difficulty of computing a non-physical solution with negative values as shown
in Keller’s Figure 6.2.2. As an exercise you should solve the BVP by analyzing
the behavior of the solution at x = 0. Because we expect a smooth solution,
approximate it with a Taylor series expansion about x = 0. Show that
y 00 (0) 2
y(x) = y(0) + 0x + x + ...
2
y 0 (x) = 0 + y 00 (0)x + . . .

where
y(0)
y 00 (0) =
3(y(0) + k)

For parameters  = 0.1 and k = 0.1, solve the problem on [d, 1] for d = 0.001
with the boundary condition y(1) = 1 and boundary conditions that require
the numerical solution to agree with the expansions at x = d. You will have to
introduce an unknown parameter p = y(0). To plot the solution on all of [0, 1],
augment the numerical solution on [d, 1] with the values at x = 0 provided by
y(0) = p, y 0 (0) = 0. A complete solution is provided by mmbvp.m.

Example 8
This example uses continuation to solve a difficult problem. Example 1.4 of [1]
describes flow in a long vertical channel with fluid injection through one side.
The ODEs are
h i
2
f 000 − R (f 0 ) − f f 00 + R A = 0
h00 + R f h0 + 1 = 0
00 0
θ +P fθ = 0

In the text [1] the problem is reformulated to deal with the unknown parameter
A. This is not necessary for bvp4c, though it is necessary to write the ODEs
as a system of seven first order differential equations. Here R is the Reynolds
number and P = 0.7 R. Because of the presence of the (scalar) unknown A, this
system is subject to eight boundary conditions

f (0) = f 0 (0) = 0, f (1) = 1, f 0 (1) = 1

h (0) = h (1) = 0
θ (0) = 0, θ (1) = 1

The differential equations and boundary conditions functions are

function dydx = ex8ode(x,y,A,R);

P = 0.7*R;

22
 dydx = [ y(2)
y(3)
R *( y(2)^2 - y(1)*y(3) - A)
y(5)
-R*y(1)*y(5) - 1
y(7)
-P*y(1)*y(7) ];

function res = ex8bc(ya,yb,A,R)

res = [ ya(1)
ya(2)
yb(1) - 1
yb(2)
ya(4)
yb(4)
ya(6)
yb(6) - 1 ];

Note that the known parameter R follows the unknown parameter A on the
argument lists. For R = 100, the BVP can be solved without difficulty with the
guess structure

solinit = bvpinit(linspace(0,1,10),ones(7,1),1);

However, when R = 10000, bvp4c fails with this guess. For a large Reynolds
number the solution changes very rapidly near x = 0, i.e., there is a boundary
layer there. Generally bvp4c is able to cope with poor guesses for the mesh,
but when very sharp changes in the solution are present, you may need to help
it with a guess that reveals the regions of sharp change. In [1] it is suggested
that a sequence of problems be solved with the mesh and solution for one value
of R used as initial guess for a larger value. This is continuation in the (known)
parameter R. As in previous examples, you might actually want solutions for
a range of R, but here the tactic is needed to get guesses good enough that
bvp4c can compute solutions for large Reynolds numbers. Continuation is easy
with bvp4c because the structure for guesses is exactly the same as that for
solutions. Accordingly, in ex8bvp.m we solve the problem for R = 100 using
solinit as stated above. The solution for one value of R is then used as guess
for the BVP with R increased by a factor of 10. ex8bvp.m is a comparatively
expensive computation because BVPs are solved for the three Reynolds numbers
R = 100, 1000, 10000; a fine mesh is needed for the larger Reynolds numbers;
and there are seven ODEs and one unknown parameter. Still, solving this BVP
with bvp4c is routine except for the use of continuation to get a sufficiently
good guess. The three solutions computed in ex8bvp.m are shown in Figure 11.
It might be remarked that the BVP with R = 10000 was solved on a mesh of
91 points.

23
 Fluid injection problem

1.6 R = 100
R = 1000
R = 10000
1.4

1.2

f’ (x)
0.8

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1
x

Figure 11: Solution obtained by continuation.

Example 9
This example introduces multipoint BVPs. Chapter 8 of [10] is devoted to the
study of a physiological flow problem. After considerable preparation Lin and
Segel arrive at equations that can be written for 0 ≤ x ≤ λ as

v0 = (C − 1)/n
0
C = (vC − min(x, 1))/η. (8)

Here n and η are dimensionless (known) parameters and λ > 1. The bound-
ary conditions are v(0) = 0, C(λ) = 1. The quantity of most interest is the
dimensionless emergent osmolarity Os = 1/v(λ). Using perturbation methods,
Lin and Segel approximate this quantity for small n by Os ≈ 1/(1 − K2 ) where
K2 = λ sinh(κ/λ)/(κ cosh(κ)). The parameter κ here is such that η = λ2 /(nκ2 ).
The term min(x, 1) in the equation for C 0 (x) is not smooth at x = 1. Indeed,
Lin and Segel describe this BVP as two problems, one set on [0, 1] and the
other on [1, λ], connected by the requirement that the functions v(x) and C(x)
be continuous at x = 1. Numerical methods do not have their usual order of
convergence when the ODEs are not smooth. Despite this, bvp4c is sufficiently
robust that it can solve the problem formulated in this way without difficulty.
That is certainly the easier way to solve this particular problem, but it is better
practice to recognize that this is a multipoint BVP. In particular, it is a three-
point BVP because it involves boundary conditions at three points rather than
the two that we have seen in all the other examples. bvp4c accepts only two-
point BVPs. There are standard ways of reformulating a multipoint BVP into
a two-point BVP discussed in [2] and [1]. The usual way is first to introduce

24
unknowns y1 (x) = v(x), y2 (x) = C(x) for the interval 0 ≤ x ≤ 1, so that the
differential equations there are
dy1
= (y2 − 1)/n
dx
dy2
= (y1 y2 − x)/η
dx
One of the boundary conditions becomes y1 (0) = 0. Next, unknowns y3 (x) =
v(x), y4 (x) = C(x) are introduced for the interval 1 ≤ x ≤ λ, resulting in the
equations
dy3
= (y4 − 1)/n
dx
dy4
= (y3 y4 − 1)/η
dx
The other boundary condition becomes y4 (λ) = 1. With these new variables the
continuity conditions on v and C become boundary conditions, y1 (1) = y3 (1)
and y2 (1) = y4 (1). This is all easy enough, but the trick is to solve the four
differential equations simultaneously. This is accomplished by defining a new
independent variable τ = (x − 1)/(λ − 1) for the second interval. Like x in
the first interval, this independent variable ranges from 0 to 1 in the second
interval. In this new independent variable, the differential equations on the
second interval become
dy3
= (λ − 1)(y4 − 1)/n
dτ
dy4
= (λ − 1)(y3 y4 − 1)/η
dτ
The boundary condition y4 (x = λ) = 1 becomes y4 (τ = 1) = 1. The continuity
condition y1 (x = 1) = y3 (x = 1) becomes y1 (x = 1) = y3 (τ = 0). Similarly,
the other continuity condition becomes y2 (x = 1) = y4 (τ = 0). Because the
differential equations for the four unknowns are connected only through the
boundary conditions and both sets are to be solved for an independent variable
ranging from 0 to 1, we can combine them as
dy1
= (y2 − 1)/n
dt
dy2
= (y1 y2 − x)/η
dt
dy3
= (λ − 1)(y4 − 1)/n
dt
dy4
= (λ − 1)(y3 y4 − 1)/η
dt
to be solved for 0 ≤ t ≤ 1. In the common independent variable t, the bound-
ary conditions are y1 (0) = 0, y4 (1) = 1, y1 (1) = y3 (0), and y2 (1) = y4 (0).

25
Notice that the boundary conditions arising from continuity are not separated
because they involve values of the solution at both ends of the interval. Peri-
odic solutions of ODEs and the two-point BVPs resulting from reformulation
of multipoint BVPs are the most common sources of non-separated boundary
conditions. They cause no complication for bvp4c, but most solvers require
additional preparation of the problem to separate the boundary conditions.
ex9bvp.m solves the three-point BVP for n = 5 × 10−2 , λ = 2, and a range
κ = 2, 3, 4, 5. The solution for one value of κ is used as guess for the next, an
example of continuation in a physical parameter. For each κ the computed Os is
compared to the approximation of Lin and Segel. Figure 12 shows the solutions
v(x) and C(x) for κ = 5.

1.4

v(x)
C(x)
1.2

0.8
v and C

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
λ = 2, κ = 5.

Figure 12: A three-point BVP.

References
[1] U. Ascher, R. Mattheij, and R. Russell, Numerical Solution of
Boundary Value Problems for Ordinary Differential Equations, SIAM,
Philadelphia, PA, 1995.
[2] U. Ascher and R. Russell, Reformulation of boundary value problems
into ’standard’ form, SIAM Review, 23 (1981), pp. 238–254.
[3] P. Bailey, L. Shampine, and P. Waltman, Nonlinear Two Point
Boundary Value Problems, Academic, New York, 1968.

26
 [4] T. Cebeci and H. Keller, Shooting and parallel shooting methods for
solving the Falkner-Skan boundary-layer equations, J. Comp. Physics, 7
(1971), pp. 289–300.
[5] H. Davis, Introduction to Nonlinear Differential and Integral Equations,
Dover, New York, 1962.
[6] B. Finlayson, The Method of Weighted Residuals and Variational Prin-
ciples, Academic, New York, 1972.
[7] H. Keller, Numerical Methods for Two-Point Boundary-Value Problems,
Dover, New York, 1992.
[8] J. Kierzenka, Studies in the Numerical Solution of Ordinary Differential
Equations, PhD thesis, Southern Methodist University, Dallas, TX, 1998.
[9] M. Kubiček, V. Hlaváček, and M. Holodnick, Test examples for
comparison of codes for nonlinear boundary value problems in ordinary
differential equations, in Codes for Boundary-Value Problems in Ordinary
Differential Equations, Lecture Notes in Computer Science #76, B. Childs
et al., ed., Springer, New York, 1979, pp. 325–346.
[10] C. Lin and L. Segel, Mathematics Applied to Deterministic Problems in
the Natural Sciences, SIAM, Philadelphia, PA, 1988.
[11] The MathWorks, Inc., Using MATLAB, 24 Prime Park Way, Natick,
MA, 1996.
[12] Numerical Algorithms Group Inc., NAG FORTRAN 77 Library
Manual, Mark 17, Oxford, UK, 1996.
[13] J. Pryce, Numerical Solution of Sturm-Liouville Problems, Clarendon
Press, Oxford, UK, 1993.
[14] S. Roberts and J. Shipman, Two-Point Boundary Value Problems:
Shooting Methods, Elsevier, New York, 1972.
[15] M. Scott and H. Watts, Computational solution of linear two point
boundary value problems via orthonormalization, SIAM J. Numer. Anal.,
14 (1977), pp. 40–70.
[16] R. Seydel, From Equilibrium to Chaos, Elsevier, New York, 1988.

27