\documentclass[article,nojss]{jss}
\DeclareGraphicsExtensions{.pdf,.eps}

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\usepackage{amsmath}
\usepackage{xspace}
\usepackage{verbatim}
\usepackage[english]{babel}
%\usepackage{mathptmx}
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\newcommand{\R}{\proglang{R }\xspace}
\newcommand{\bvp}{\pkg{bvpSolve }\xspace}
\newcommand{\ds}{\pkg{deSolve }\xspace}
\newcommand{\rs}{\pkg{rootSolve }\xspace}

\title{ Package \pkg{bvpSolve}, solving testproblems}

\Plaintitle{Package bvpSolve, solving testproblems }

\Keywords{ordinary differential equations, boundary value problems,
  shooting method, mono-implicit Runge-Kutta method, \proglang{R}}

\Plainkeywords{ordinary differential equations, boundary value problems,
  shooting method, mono-implicit Runge-Kutta method, R}


\author{Karline Soetaert\\
  Royal Netherlands\\
  Institute of Sea Research\\
  Yerseke, The Netherlands
  \And
  Jeff Cash\thanks{\textdagger Deceased 2020}\\
  Department of mathematics\\
  Imperial College London\\
  U.K.
  \And
  Francesca Mazzia\\
  Dipartimento di Matematica \\
  Universita' di Bari \\
  Italy   
}

\Plainauthor{Karline Soetaert, Jeff Cash and Francesca Mazzia}

\Abstract{
  This document implements several testproblems
  that can be found on \url{http://wwwf.imperial.ac.uk/~jcash/BVP_software/readme.html},
  using solvers from package \bvp \citep{bvpSolve}.
}

%% The address of (at least) one author should be given
%% in the following format:
\Address{
  Karline Soetaert\\
  Royal Netherlands Institute of Sea Research (NIOZ)\\
  4401 NT Yerseke, Netherlands \\
  E-mail: \email{karline.soetaert@nioz.nl}\\
  URL: \url{https://www.nioz.nl/en/about-nioz/staff/karline-soetaert}\\
   \\
  Jeff Cash\\
  Imperial College London\\
  South Kensington Campus\\
  London SW7 2AZ, U.K.\\
   \\
  Francesca Mazzia           \\
  Dipartimento di Matematica \\
  Universita' di Bari        \\
  Via Orabona 4,             \\
  70125 Bari                 \\
  Italy 
  E-mail: \email{mazzia@dm.uniba.it}\\
  URL: \url{https://archimede.uniba.it/~mazzia/mazzia/}\\
}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% R/Sweave specific LaTeX commands.
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%\VignetteIndexEntry{bvpSolve: a set of 35 test Problems}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Begin of the document
\begin{document}
\SweaveOpts{engine=R,eps=FALSE}
\SweaveOpts{keep.source=TRUE}

<<preliminaries,echo=FALSE,results=hide>>=
library("bvpSolve")
options(prompt = " ")
options(continue = "  ")
options(width=70)
@ 

\maketitle

\section{introduction}

  \pkg{bvpSolve} numerically solves boundary value problems (BVP) of
   ordinary differential equations (ODE), which for one 
  (second-order) ODE can be written as:

  \begin{eqnarray*}
    \frac{d^2y}{dx^2}=f(x,y,\frac{dy}{dx}) \\
    a \leq x\leq b \\
    g_1(y) |_a = 0 \\
    g_2(y) |_b = 0
  \end{eqnarray*}
  where \code{y} is the dependent, \code{x} the independent variable,
  function \code{f} is the differential equation, $g_1(y) |_a $ and 
  $g_2(y) |_b$ the boundary conditions at the end points a and b.

  Although all solvers now accept higher-order systems, 
  the problem can be specified as a first-order system. For instance:
  \begin{eqnarray*}
    \frac{d^2y}{dx^2}=f(x,y,\frac{dy}{dx})
  \end{eqnarray*}
  can be rewritten as:
  \begin{eqnarray*}
    \frac{dy}{dx}=z \\
    \frac{dz}{dx}=f(x,y,z)
  \end{eqnarray*}
  
  In this document, all boundary value problems that can be found on
  \url{http://wwwf.imperial.ac.uk/~jcash/BVP_software/PROBLEMS.PDF}, are implemented and solved
  using solvers from package \bvp.
  
  Most of the time, for each solver, the default settings are used, 
  i.e. without providing "initial guesses" of the solution.
  
  With these settings, some methods cannot solve certain problems. This does
  not mean that other settings cannot be found that do solve the problem.
  
  If available, then the analytical solution of the problem is plotted (as dots).

  There are several other packages that solve differential equations in the 
  open-source software \R \citep{R2010}.
  
  Package \ds \citep{deSolve} is designed for
  solving initial value problems, i.e. where the boundary conditions are
  provided at the initial boundary point only.

  Package \pkg{ReacTran} \citep{ReacTran} provides numerical differences of 
  first- and second- order derivatives and, using solvers form package \rs 
  \citep{rootSolve}, can solve certain  boundary value problems.
  This is usually more efficient (but less precise) than the boundary value 
  solvers from \bvp, but many problems cannot be solved this way.

  We will rewrite the uneven problems as a set of first-order equations, while
  the even problems will be solved in higher-order form.
\section{Linear problems}
\subsection{problem 1}
  This problem is:
  \begin{eqnarray*}
    \xi y'' -y = 0 \\
    y_{(x=0)} = 1, y_{(x=1)} = 0
  \end{eqnarray*}
  which is rewritten as:
  \begin{eqnarray*}
    y_1' = y2 \\
    y_2' = y_1 / \xi
  \end{eqnarray*}
  and implemented as:
<<>>=
Prob1 <- function(t, y, pars) {
   list(c( y[2] , y[1]/xi ))
}
@
This is solved for different values of $\xi$
<<>>=
xi <- 0.1
print(system.time(
  mod1 <- bvpshoot(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by=0.01),
            func = Prob1, guess = 0)))
print(system.time(
  mod1 <- bvptwp(yini = c(1, NA),yend=c(0, NA),x = seq(0, 1, by = 0.01),
            func = Prob1)))
print(system.time(
  mod1 <- bvpcol(yini = c(1, NA),yend=c(0, NA),x = seq(0, 1, by = 0.01),
            func = Prob1)))
@
for smaller $\xi$
<<>>=
xi <-0.01
mod2  <- bvptwp(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
            func = Prob1)
@
and for a very small value
<<>>=
xi <-0.001
mod3  <- bvptwp(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
           func = Prob1)
@
and the output plotted
<<label=prob1,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 1")

# exact solution
curve(exp(-x/sqrt(xi))-exp((x-2)/sqrt(xi))/(1-exp(-2/sqrt(xi))),
      0, 1, add = TRUE, type = "p")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob1,fig=TRUE,echo=FALSE>>=
<<prob1>>
@
\end{center}
\caption{Solution of the BVP ODE problem 1, see text for R-code}
\label{fig:mat}
\end{figure}
\clearpage

\subsection{problem 2}
  \begin{eqnarray*}
    \xi y'' -y' = 0 \\
    y_{(x=0)} = 1, y_{(x=1)} = 0
  \end{eqnarray*}
It is solved in higher-order form.
<<>>=
Prob2 <- function(t, y, pars) {
  list( y[2]/xi )
}
xi <-0.2
mod1 <- bvpshoot(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
                  order = 2, func = Prob2, guess = 0)
@
For lower values of $\xi$ (<0.1) this problem cannot be solved by the shooting
method, but it is solvable by mono-implicit Runge-Kutta and collocation
<<>>=
xi <-0.1
mod2 <- bvptwp(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
                order = 2, func = Prob2, atol = 1e-10)
xi <- 0.01
mod3 <- bvptwp(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
                order = 2, func = Prob2, atol = 1e-10)
xi <- 0.001
mod4 <- bvpcol(yini = c(1, NA), yend = c(0, NA), x = seq(0, 1, by = 0.01),
                order = 2, func = Prob2, atol = 1e-10)
@
The solution can be compared with the analytical solution:
<<label=prob2,include=FALSE>>=
plot(mod1, mod2, mod3, mod4, which = 1, lty = 1, main = "test problem 2")
xi <- 0.01
curve((1-exp((x-1)/xi))/(1-exp(-1/xi)), 0, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.32\textwidth}
\begin{figure}
\begin{center}
<<label=prob2,fig=TRUE,echo=FALSE>>=
<<prob2>>
@
\end{center}
\caption{Solution of the BVP ODE problem 2, see text for R-code}
\label{fig:pr2}
\end{figure}
\clearpage

\subsection{problem 3}
  \begin{eqnarray*}
    \xi y'' + (2+\cos(\pi x))y' -y = -(1+\xi \pi^2) \cos(\pi x) -
    (2+\cos (\pi x)) \pi \sin(\pi x) \\
    y_{(x=-1)} = y_{(x=1)} = -1
  \end{eqnarray*}
<<>>=
Prob3 <- function(x, y, pars) {
  list(c( y[2],
         1/xi * (-(2+cos(pi*x)) * y[2] + y[1]-
          (1 + xi*pi*pi) * cos(pi*x)-
          (2 + cos(pi*x))* pi * sin(pi*x))
      ))
}
@
<<>>=
xi <-0.1
mod1 <- bvpshoot(yini = c(-1, NA), yend = c(-1, NA), 
                   x = seq(-1, 1, by=0.01), func = Prob3, guess = 0)
@
<<>>=
xi <-0.01
mod2 <- bvptwp(yini = c(-1, NA), yend = c(-1, NA), 
                 x = seq(-1, 1, by=0.01), func = Prob3)
xi <-0.001
mod3 <- bvpcol(yini = c(-1, NA), yend = c(-1, NA), 
                 x = seq(-1, 1, by=0.01), func = Prob3)
@
<<label=prob3,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 3")
curve(cos(pi*x), -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob3,fig=TRUE,echo=FALSE>>=
<<prob3>>
@
\end{center}
\caption{Solution of the BVP ODE problem 3, see text for R-code}
\label{fig:pr3}
\end{figure}
\clearpage

\subsection{problem 4}
  \begin{eqnarray*}
    \xi y'' + y' -(1+\xi) y = 0 \\
    y_{(x=-1)} = 1+ \exp(-2) \\
    y_{(x=1)} = 1 + \exp(-2(1+\xi)/\xi)
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob4 <- function(t, y, pars) {
  list((-y[2] + (1+xi)*y[1])/xi )
}
yini <- c(1 + exp(-2), NA)
@
<<>>=
xi   <- 0.5
yend <- c(1 + exp(-2*(1+xi)/xi), NA)
mod1  <- bvpshoot(yini = yini, yend = yend, x = seq(-1, 1, by = 0.01),
                   order = 2, func = Prob4, guess = 0)
xi   <- 0.1
yend <- c(1 + exp(-2*(1+xi)/xi), NA)
mod2  <- bvptwp(yini = yini, yend = yend, x = seq(-1, 1, by = 0.01),
                 order = 2, func = Prob4)
xi <- 0.01
yend <- c(1 + exp(-2*(1+xi)/xi), NA)
mod3  <- bvptwp(yini = yini,yend = yend,x = seq(-1, 1, by = 0.01),
                  order = 2, func = Prob4)
@
<<label=prob4,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 4")
curve(exp(x-1) + exp(-(1+xi)*(1+x)/xi), -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.32\textwidth}
\begin{figure}
\begin{center}
<<label=prob4,fig=TRUE,echo=FALSE>>=
<<prob4>>
@
\end{center}
\caption{Solution of the BVP ODE problem 4, see text for R-code}
\label{fig:pr4}
\end{figure}
\clearpage

\subsection{problem 5}
  \begin{eqnarray*}
    \xi y'' - x y' -y = -(1+\xi \pi^2) \cos(\pi x) +
    (\pi x)) \sin(\pi x) \\
    y_{(x=-1)} = y_{(x=1)} = -1
  \end{eqnarray*}

<<>>=
Prob5 <- function(x, y, pars) {
  list(c( y[2],
          x * y[2] + y[1] - (1+pi*pi) * cos(pi*x) + pi*x*sin(pi*x) ))
}
@
<<>>=
xi <- 0.1
mod1 <- bvpshoot(yini = c(-1, NA), yend = c(-1, NA),
                   x=seq(-1, 1, by = 0.01), func = Prob5, guess = 0)
@
<<>>=
mod2 <- bvptwp(yini = c(-1, NA), yend = c(-1, NA),
                 x=seq(-1, 1, by = 0.01), func = Prob5)
@
<<label=prob5,include=FALSE>>=
plot(mod1, mod2, which = 1, lty = 1, main = "test problem 5")
curve(cos(pi*x), -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob5,fig=TRUE,echo=FALSE>>=
<<prob5>>
@
\end{center}
\caption{Solution of the BVP ODE problem 5, see text for R-code}
\label{fig:pr5}
\end{figure}
\clearpage

\subsection{problem 6}
  \begin{eqnarray*}
    \xi y'' + x y' = -\xi \pi^2 \cos(\pi x) -
    \pi x \sin(\pi x) \\
    y_{(x=-1)} = -2 \\
    y_{(x=1)} = 0
  \end{eqnarray*}
It is solved in higher-order form.

This problem cannot be solved by the shooting method, except for the largest
value of xi
<<>>=
Prob6 <- function(t, y, pars) {
  list(1/xi * (-t*y[2] - xi*pi*pi*cos(pi*t) - pi*t*sin(pi*t)) )
}
@
<<>>=
xi    <- 0.1
mod1 <- bvpshoot(yini = c(-2, NA), yend = c(0, NA), 
            order = 2, x = seq(-1, 1, by = 0.01), func = Prob6, guess = 0)
xi    <- 0.01
mod2 <- bvptwp(yini = c(-2, NA), yend = c(0, NA), 
            order = 2, x = seq(-1, 1, by = 0.01), func = Prob6)
xi    <- 0.001
mod3 <- bvptwp(yini = c(-2, NA), yend = c(0, NA), 
            order = 2, x = seq(-1, 1, by = 0.01), func = Prob6)
@
<<label=prob6,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 6")
erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
curve(cos(pi*x) + erf(x/sqrt(2*xi))/erf(1/sqrt(2*xi)), -1, 1, 
      type = "p", add = TRUE)

@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob6,fig=TRUE,echo=FALSE>>=
<<prob6>>
@
\end{center}
\caption{Solution of the BVP ODE problem 6, see text for R-code}
\label{fig:pr6}
\end{figure}
\clearpage

\subsection{problem 7}
  \begin{eqnarray*}
    \xi y'' + x y' - y &=&  -(1 + \xi \pi ^2) \cos(\pi x) -\pi x \sin(\pi x)\\
    y(-1) &=& -1 \\
    y(1) &=& 1
  \end{eqnarray*}
This problem cannot be solved with the shooting method for small xi.
<<>>=
prob7 <- function(x, y, pars) {
  list(c(y[2],
     1/xi * (-x*y[2]+y[1] - (1+xi*pi*pi)*cos(pi*x)-pi*x*sin(pi*x)))   )
}

x  <- seq(-1, 1, by = 0.01)
@
<<>>=
xi   <- 0.01
mod1  <- bvptwp(yini = c(-1, NA), yend = c(1, NA), x = x, func = prob7)
xi   <- 0.001
mod2 <- bvptwp(yini = c(-1, NA), yend = c(1, NA), x = x, func = prob7)
@
For even smaller $\xi$, we need to provide good initial guesses:
<<>>=
xi <- 0.0005
mod3  <- bvptwp(yini = c(-1, NA), yend = c(1, NA), x = x, func = prob7,
  xguess = mod2[,1], yguess = t(mod2[,-1]))
@
<<label=prob7,include=FALSE>>=
plot(mod1, mod2, mod3, which = c(2,1), type = "l", lty = 1,
     main = c("dy", "y"), xlab = "x", ylab = "y")
erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
curve(cos(pi*x) + x + (x*erf(x/sqrt(2*xi))+sqrt(2*xi/pi)*exp(-x^2/2/xi))/
         (erf(1/(2*xi))+sqrt(2*xi/pi)*exp(-1/2/xi)),
         -1, 1, type = "p", add = TRUE)
@

\setkeys{Gin}{width=0.8\textwidth}
\begin{figure}
\begin{center}
<<label=prob7,fig=TRUE,echo=FALSE, width=13, height=6>>=
<<prob7>>
@
\end{center}
\caption{Solution of the BVP ODE problem 7, y and y' versus x- see text for R-code}
\label{fig:pr7}
\end{figure}

\clearpage
\subsection{problem 8}
  \begin{eqnarray*}
    \xi y'' + y'  &=&  0\\
    y(0) &=& 1 \\
    y(1) &=& 2
  \end{eqnarray*}
It is solved in higher-order form.
<<>>=
prob8 <- function(x, y, pars) {
  list(-1/xi*y[2])
}

x  <- seq(0,1,by=0.01)
@
<<>>=
xi    <- 0.2
mod1 <- bvpshoot(yini = c(1, NA), yend = c(2, NA), x = x,
                  order = 2, func = prob8, guess = 0)
xi   <- 0.1
mod2 <- bvptwp(yini = c(1, NA), yend = c(2, NA), x = x,
                  order = 2, func = prob8)
xi   <- 0.01
mod3 <- bvptwp(yini = c(1, NA), yend = c(2, NA), x = x,
                  order = 2, func = prob8)
@
<<label=prob8,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 8")
curve(2-exp(-1/xi)-exp(-x/xi)/(1-exp(-1/xi)), 
      0, 1, add = TRUE, type = "p")
@

\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob8,fig=TRUE,echo=FALSE>>=
<<prob8>>
@
\end{center}
\caption{Solution of the BVP ODE problem 8, see text for R-code}
\label{fig:pr8}
\end{figure}
\clearpage

\subsection{problem 9}
  \begin{eqnarray*}
    (\xi + x^2) y'' + 4 x y' + 2 y = 0 \\
    y_{(x=-1)} = y_{(x=1)} = 1/(1+\xi)
  \end{eqnarray*}
This problem cannot be solved by the shooting method
<<>>=
Prob9 <- function(x, y, pars) {
  list(c( y[2], -1/(xi+x^2)*(4*x*y[2]+2*y[1]) ))
}
@
<<>>=
xi   <-0.05
mod1 <- bvptwp(yini = c(1/(1+xi), NA), yend = c(1/(1+xi), NA),
               x = seq(-1, 1, by = 0.01), func = Prob9)
@
<<>>=
xi   <-0.02
mod2 <- bvptwp(yini = c(1/(1+xi), NA), yend = c(1/(1+xi), NA),
               x = seq(-1, 1, by = 0.01), func = Prob9)
@
<<>>=
xi   <-0.01
mod3 <- bvptwp(yini = c(1/(1+xi), NA), yend = c(1/(1+xi), NA),
               x = seq(-1, 1, by = 0.01), func = Prob9)
@
<<label=prob9,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 9")
# exact
curve(1/(xi+x^2), -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob9,fig=TRUE,echo=FALSE>>=
<<prob9>>
@
\end{center}
\caption{Solution of the BVP ODE problem 9, see text for R-code}
\label{fig:pr9}
\end{figure}
\clearpage


\subsection{problem 10}
  \begin{eqnarray*}
    \xi y'' + x y' = 0\\
    y_{(x=-1)} = 0 \\
    y_{(x= 1)} = 2
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob10 <- function(x, y, pars) {
  list( -1/xi*x*y[2] )
}
@
<<>>=
xi    <-0.1
mod1 <- bvpshoot(yini = c(0, NA), yend = c(2, NA), 
           order = 2, x = seq(-1, 1, by = 0.01), func=Prob10, guess = 0)
xi   <- 0.05
mod2 <- bvpcol(yini = c(0, NA), yend = c(2, NA), 
           order = 2, x = seq(-1, 1, by = 0.01), func=Prob10)
xi   <- 0.01
mod3 <- bvptwp(yini = c(0, NA), yend = c(2, NA), 
           order = 2, x = seq(-1, 1, by = 0.01), func=Prob10)
@
<<label=prob10,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 10")

erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
curve(1+erf(x/sqrt(2*xi))/erf(1/sqrt(2*xi)),
      -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob10,fig=TRUE,echo=FALSE>>=
<<prob10>>
@
\end{center}
\caption{Solution of the BVP ODE problem 10, see text for R-code}
\label{fig:pr10}
\end{figure}
\clearpage

\subsection{problem 11}
  \begin{eqnarray*}
    \xi y''- y = -(\xi \pi^2 +1) \cos(\pi x)\\
    y_{(x=-1)} = -1 \\
    y_{(x= 1)} = -1
  \end{eqnarray*}
All xi give the same result
<<>>=
Prob11 <- function(x, y, pars) {
  list(c(y[2], 1/xi * (y[1]-(xi*pi*pi+1)*cos(pi*x)) ))
}
@
<<>>=
xi <-0.1
print(system.time(
mod1 <- bvpshoot(yini = c(-1, NA), yend = c(-1, NA), guess = 0,
                   x = seq(-1, 1, by=0.01), func = Prob11, atol = 1e-10)
))
print(system.time(
mod2 <- bvptwp(yini = c(-1, NA), yend = c(-1, NA),
               x = seq(-1, 1, by=0.01), func = Prob11, atol = 1e-10)
))
@
<<label=prob11,include=FALSE>>=
plot(mod1, mod2, which = 1, lty = 1, main = "test problem 11")
curve(cos(pi*x), -1, 1, type = "p", add= TRUE)
@
\setkeys{Gin}{width=0.32\textwidth}
\begin{figure}
\begin{center}
<<label=prob11,fig=TRUE,echo=FALSE>>=
<<prob11>>
@
\end{center}
\caption{Solution of the BVP ODE problem 11, see text for R-code}
\label{fig:pr11}
\end{figure}
\clearpage

\subsection{problem 12}
  The same as problem 11, but with different boundary values:
  \begin{eqnarray*}
    \xi y''= y = -(\xi \pi^2 +1) \cos(\pi x)\\
    y_{(x=-1)} = -1 \\
    y_{(x= 1)} = 0
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob12 <- function(x, y, pars) {
  list(1/xi * (y[1]-(xi*pi*pi+1)*cos(pi*x)))
}
@
<<>>=
xi    <- 0.01
mod1 <- bvpshoot(yini = c(-1, NA), yend = c(0, NA),
           order = 2, x = seq(-1, 1, by = 0.01), func = Prob12, guess = 0)
@
<<>>=
xi   <- 0.0025
mod2 <- bvptwp(yini = c(-1, NA), yend = c(0, NA),
           order = 2, x = seq(-1, 1, by = 0.01), func = Prob12)
@
<<>>=
xi   <- 0.0001
mod3 <- bvptwp(yini = c(-1, NA), yend = c(0, NA),
           order = 2, x = seq(-1, 1, by = 0.01), func = Prob12)
@
<<label=prob12,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 12")
curve(cos(pi*x)+exp((x-1)/sqrt(xi)), 
      -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob12,fig=TRUE,echo=FALSE>>=
<<prob12>>
@
\end{center}
\caption{Solution of the BVP ODE problem 12, see text for R-code}
\label{fig:pr12}
\end{figure}
\clearpage


\subsection{problem 13}
  The same as problem 11, but with different boundary values:
  \begin{eqnarray*}
    \xi y''= y = -(\xi \pi^2 +1) \cos(\pi x)\\
    y_{(x=-1)} = 0 \\
    y_{(x= 1)} = -1
  \end{eqnarray*}

<<>>=
Prob13 <- function(x, y, pars)  {
  list(c( y[2], 1/xi*(y[1]-(xi*pi*pi+1)*cos(pi*x)) ))
}
@
<<>>=
xi    <- 0.01
mod1 <- bvpshoot(yini = c(0, NA), yend = c(-1, NA),
                  x = seq(-1, 1, by=0.01), func = Prob13, guess = 0)
@
<<>>=
xi   <- 0.0025
mod2 <- bvptwp(yini = c(0, NA), yend = c(-1, NA),
               x = seq(-1, 1, by=0.01), func = Prob13)
@
<<>>=
xi    <- 0.0001
mod3 <- bvptwp(yini = c(0, NA), yend = c(-1, NA),
                x = seq(-1, 1, by=0.01), func = Prob13)
@
<<label=prob13,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 13")
curve(cos(pi*x)+exp(-(x+1)/sqrt(xi)), 
      -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob13,fig=TRUE,echo=FALSE>>=
<<prob13>>
@
\end{center}
\caption{Solution of the BVP ODE problem 13, see text for R-code}
\label{fig:pr13}
\end{figure}
\clearpage

\subsection{problem 14}
  The same as problem 11, but with different boundary values:
  \begin{eqnarray*}
    \xi y''= y = -(\xi \pi^2 +1) \cos(\pi x)\\
    y_{(x=-1)} = 0 \\
    y_{(x= 1)} = 0
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob14 <- function(x, y, pars)  {
  list(1/xi*(y[1]-(xi*pi*pi+1)*cos(pi*x)))
}
@
<<>>=
xi    <- 0.01
mod1 <- bvpshoot(yini = c(0, NA), yend = c(0, NA), 
         order = 2, x = seq(-1, 1, by = 0.01), func = Prob14, guess = 0)
@
<<>>=
xi   <- 0.0025
mod2 <- bvptwp(yini = c(0, NA), yend = c(0, NA), 
            order = 2, x = seq(-1, 1, by = 0.01), func = Prob14)
@
<<>>=
xi    <- 0.0001
mod3 <- bvptwp(yini = c(0, NA), yend = c(0, NA), 
            order = 2, x = seq(-1, 1, by = 0.01), func = Prob14)
@
<<label=prob14,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 14")
curve(cos(pi*x)+exp((x-1)/sqrt(xi))+exp(-(x+1)/sqrt(xi)),
      -1, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob14,fig=TRUE,echo=FALSE>>=
<<prob14>>
@
\end{center}
\caption{Solution of the BVP ODE problem 14, see text for R-code}
\label{fig:pr14}
\end{figure}
\clearpage
\subsection{problem 15}
  \begin{eqnarray*}
    \xi y'' - x y = 0\\
    y_{(x=-1)} = y_{(x=1)} = 1
  \end{eqnarray*}
<<>>=
Prob15 <- function(x, y, pars)  {
  list(c( y[2], 1/xi*x*y[1] ))
}
@
<<>>=
xi <-0.003
print(system.time(
mod1 <- bvpshoot(yini = c(1, NA), yend = c(1, NA),
                   x = seq(-1, 1, by = 0.01), func = Prob15, guess = 0)
))
@
<<>>=
xi <- 0.005
print(system.time(
mod2 <- bvptwp(yini = c(1, NA), yend = c(1, NA),
               x = seq(-1, 1, by = 0.01), func = Prob15)
))
xi <- 0.005
print(system.time(
mod3 <- bvpcol(yini = c(1, NA), yend = c(1, NA),
               x = seq(-1, 1, by = 0.01), func = Prob15)
))
@
<<>>=
xi <- 0.01
print(system.time(
mod4 <- bvptwp(yini = c(1, NA), yend = c(1, NA),
            x = seq(-1, 1, by = 0.01), func = Prob15)
))
@
<<label=prob15,include=FALSE>>=
plot(mod1, mod2, mod3, mod4, which = 1, lty = 1, main = "test problem 15")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob15,fig=TRUE,echo=FALSE>>=
<<prob15>>
@
\end{center}
\caption{Solution of the BVP ODE problem 15, see text for R-code}
\label{fig:pr15}
\end{figure}
\clearpage

\subsection{problem 16}
  \begin{eqnarray*}
    \xi^2 y'' +\pi^2 y/4 = 0\\
    y_{(x=0)} = 0 \\
    y_{(x=1)} = \sin(\pi / (2 \xi))
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob16 <- function(x, y, pars) {
  list(-1/xi^2*pi^2*y[1]/4 )
}
@
<<>>=
xi <-0.11
print(system.time(
mod1 <- bvpshoot(yini = c(0,NA),yend = c(sin(pi/2/xi), NA),
                   x = seq(0, 1, by=0.01), func = Prob16, guess = 0, 
                   order = 2, atol = 1e-10)
))
@
<<label=prob16,include=FALSE>>=
plot(mod1, which = 1, main = "test problem 16", col = "blue")
curve(sin(pi*x/2/xi), 0, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob16,fig=TRUE,echo=FALSE>>=
<<prob16>>
@
\end{center}
\caption{Solution of the BVP ODE problem 16, see text for R-code}
\label{fig:pr16}
\end{figure}
\clearpage
 \subsection{problem 17}
  \begin{eqnarray*}
   y'' =-3 \xi y/(\xi +x^2)^2\\
   y_{(x=0.1)} = -y(-0.1) = \frac{0.1}{\sqrt(\xi + 0.01)}
  \end{eqnarray*}
only bvptwp works.
<<>>=
Prob17 <- function(x, y, pars)  {
  list(c( y[2], -3*xi*y[1]/(xi+x^2)^2 ))
}

xseq <- seq(-0.1, 0.1, by = 0.001)
@
<<>>=
xi   <- 0.01
mod1 <- bvptwp(yini = c(-0.1/sqrt(xi+0.01), NA),
                yend = c(0.1/sqrt(xi+0.01), NA), x = xseq,
                func = Prob17, atol = 1e-10)
xi   <- 0.001
mod2 <- bvptwp(yini = c(-0.1/sqrt(xi+0.01), NA),
                yend = c(0.1/sqrt(xi+0.01), NA), x = xseq,
                func = Prob17, atol = 1e-8)
xi   <- 0.0001
mod3 <- bvptwp(yini = c(-0.1/sqrt(xi+0.01), NA),
                yend = c(0.1/sqrt(xi+0.01), NA), x = xseq,
                func = Prob17, atol = 1e-8)
@
<<label=prob17,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 17")
curve(x/sqrt(xi+x^2), -0.1, 0.1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.32\textwidth}
\begin{figure}
\begin{center}
<<label=prob17,fig=TRUE,echo=FALSE>>=
<<prob17>>
@
\end{center}
\caption{Solution of the BVP ODE problem 17, see text for R-code}
\label{fig:pr17}
\end{figure}
\clearpage
 \subsection{problem 18}
  \begin{eqnarray*}
   \xi y'' =-y'\\
   y_{(x=0)} = 1\\
   y_{(x=1)} = \exp(-1 / \xi)
   \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob18 <- function(x, y, pars) {
  list( -1/xi*y[2])  
}

xseq<-seq(0,1,by=0.01)
@
<<>>=
xi <-0.2
mod1 <- bvpshoot(yini = c(1, NA), yend = c(exp(-1/xi), NA), x = xseq,
              order = 2, func = Prob18, guess = 0, atol = 1e-10)
@
<<>>=
xi <- 0.1
mod2 <- bvptwp(yini = c(1, NA), yend = c(exp(-1/xi), NA), x = xseq,
              order = 2, func = Prob18, atol = 1e-10)
@
<<>>=
xi <- 0.01
mod3 <- bvptwp(yini = c(1, NA), yend = c(exp(-1/xi), NA), x = xseq,
              order = 2, func = Prob18, atol = 1e-10)
@
<<label=prob18,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 18")
curve(exp(-x/xi), 0, 1, type = "p", add = TRUE)
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob18,fig=TRUE,echo=FALSE>>=
<<prob18>>
@
\end{center}
\caption{Solution of the BVP ODE problem 18, see text for R-code}
\label{fig:pr18}
\end{figure}
\clearpage

\section{nonlinear problems}
For the nonlinear problems, the analytical solution is often not known.
\subsection{problem 19}
  \begin{eqnarray*}
    \xi y'' + \exp(y) y' -\frac{\pi}{2} \sin(\pi x/2) \exp(2y)= 0 \\
    y_{(x=0)} = y_{(x=1)} = 0
  \end{eqnarray*}
<<>>=
Prob19 <- function(t, y, pars, ksi) {
  pit = pi*t
  list(c(y[2],(pi/2*sin(pit/2)*exp(2*y[1])-exp(y[1])*y[2])/ksi))
}
@
<<>>=
xi    <- 0.05
mod1 <- bvpshoot(yini = c(0, NA), yend = c(0, NA), 
         x = seq(0, 1, by = 0.01), func = Prob19, guess = 0, ksi = xi)
xi <- 0.03
mod2 <- bvptwp(yini = c(0, NA), yend = c(0, NA), 
               x = seq(0, 1, by = 0.01), func = Prob19, ksi = xi, 
               atol = 1e-15)
xi <- 0.005
mod3 <- bvptwp(yini = c(0, NA), yend = c(0, NA), 
                x = seq(0, 1, by = 0.01), func = Prob19, ksi = xi, 
                atol = 1e-10)
@
<<label=prob19,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 19")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob19,fig=TRUE,echo=FALSE>>=
<<prob19>>
@
\end{center}
\caption{Solution of the BVP ODE problem 19, see text for R-code}
\label{fig:pr19}
\end{figure}
\clearpage
\subsection{problem 20}
  \begin{eqnarray*}
    \xi y'' + y'^2 =1 \\
    y_{x=0} = 1 + \xi \ln (\cosh(0.745/\xi))\\
    y_{x=1} = 1 + \xi \ln (\cosh(0.255/\xi))
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob20 <- function(x, y, pars) {
  list( 1/xi *(1-y[2]^2) )
}
@
<<>>=
xi  <- 0.5
ini <- c(1+xi * log(cosh(0.745/xi)), NA)
end <- c(1+xi * log(cosh(0.255/xi)), NA)
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by=0.01),
            order = 2, func = Prob20)
xi  <- 0.3
ini <- c(1+xi * log(cosh(0.745/xi)), NA)
end <- c(1+xi * log(cosh(0.255/xi)), NA)
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by=0.01),
            order = 2, func = Prob20)
xi  <- 0.01
ini <- c(1+xi * log(cosh(0.745/xi)), NA)
end <- c(1+xi * log(cosh(0.255/xi)), NA)
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by=0.01),
                order = 2, func = Prob20)
@
<<label=prob20,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 20")
curve(1+xi * log(cosh((x-0.745)/xi)), 0, 1, add = TRUE, type = "p")
@
\setkeys{Gin}{width=0.32\textwidth}
\begin{figure}
\begin{center}
<<label=prob20,fig=TRUE,echo=FALSE>>=
<<prob20>>
@
\end{center}
\caption{Solution of the BVP ODE problem 20, see text for R-code}
\label{fig:pr20}
\end{figure}
\clearpage
\subsection{problem 21}
  \begin{eqnarray*}
    \xi y'' = y + y^2 -\exp(-2 x/\sqrt(\xi)) \\
    y_{x=0} = 1 \\
    y_{x=1} = \exp(- 1/\sqrt(\xi))
  \end{eqnarray*}
<<>>=
Prob21 <- function(x, y, pars, xi) {
  list(c( y[2], 1/xi *(y[1]+y[1]^2-exp(-2*x/sqrt(xi))) ))
}
ini <- c(1, NA)
@
<<>>=
xi  <- 0.2
end <- c(exp(-1/sqrt(xi)), NA)
mod1 <- bvpshoot(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                   func = Prob21, guess = 0, xi = xi)
xi  <- 0.1
end <- c(exp(-1/sqrt(xi)), NA)
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob21, xi = xi)
xi  <- 0.01
end <- c(exp(-1/sqrt(xi)), NA)
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                func = Prob21, xi = xi)
@
<<label=prob21,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 21")
curve(exp(-x/sqrt(xi)), 0, 1, add = TRUE, type = "p")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob21,fig=TRUE,echo=FALSE>>=
<<prob21>>
@
\end{center}
\caption{Solution of the BVP ODE problem 21, see text for R-code}
\label{fig:pr21}
\end{figure}
\clearpage
\subsection{problem 22}
  \begin{eqnarray*}
    \xi y'' + y' + y^2 = 0 \\
    y_{x=0} = 0 \\
    y_{x=1} = 1/2
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob22 <- function(t, y, pars, xi) {
  list( -1/xi *(y[2]+y[1]^2) )
}

ini <- c(0, NA)
end <- c(1/2, NA)
@
<<>>=
xi <-0.1
mod1 <- bvpshoot(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob22, guess = 0, xi = xi)
@
<<>>=
xi <-0.05
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob22, xi = xi)
@
<<>>=
xi <- 0.01
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob22, xi = xi)
@
<<label=prob22,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 22")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob22,fig=TRUE,echo=FALSE>>=
<<prob22>>
@
\end{center}
\caption{Solution of the BVP ODE problem 22, see text for R-code}
\label{fig:pr22}
\end{figure}
\clearpage

\subsection{problem 23}
This is a difficult problem that cannot be solved with bvpshoot
  \begin{eqnarray*}
     y''= \xi \sinh(\xi y) \\
    y(x=0) = 0,\  y(x=1) = 1
  \end{eqnarray*}
<<>>=
Prob23 <- function(t, y, pars, xi) {
  list(c( y[2], xi*sinh(xi*y[1])) )
}

ini <- c(0, NA)
end <- c(1, NA)
@
<<>>=
xi <- 1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                func = Prob23, xi = xi)
@
<<>>=
xi <- 5
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                func = Prob23, xi = xi)
@
<<>>=
xi <- 7
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob23, xi = xi)
@
<<>>=
xi <- 9
mod4 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                func = Prob23, xi = xi)
@
<<label=prob23,include=FALSE>>=
plot(mod1, mod2, mod3, mod4, which = 1, lty = 1, main = "test problem 23")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob23,fig=TRUE,echo=FALSE>>=
<<prob23>>
@
\end{center}
\caption{Solution of the BVP ODE problem 23, see text for R-code}
\label{fig:pr23}
\end{figure}
\clearpage

\subsection{problem 24}
This is a particularly difficult problem to solve
  \begin{eqnarray*}
    \xi A(x) y y'' - (\frac{1+1.4}{2} - \xi A'(x)) y y' + \frac{y'}{y}
    + \frac{A'(x)}{A(x)}(1-\frac{1.4-1}{2}y^2)=0 \\
    A(x) = 1+x^2 \\
    y_{(x=0)} = 0.9129 \\
    y_{(x=1)} = 0.375
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob24 <- function(t, y, pars, xi) {
  A <- 1+t*t
  AA <- 2*t
  ga <- 1.4
  list((((1+ga)/2 -xi*AA)*y[1]*y[2]-y[2]/y[1]-
       (AA/A)*(1-(ga-1)*y[1]^2/2))/(xi*A*y[1])  )
}

ini <- c(0.9129, NA)
end <- c(0.375, NA)
@
<<>>=
xi   <- 0.05
mod1 <- bvpshoot(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
            order = 2, func = Prob24, guess = 0.9, xi = xi)
@
<<>>=
xi <- 0.02
mod2 <- bvpshoot(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
            order = 2,  func = Prob24, guess = 0.9, xi = xi)
attributes(mod2)$roots         # has FAILED: f.root too large!
@
Function \code{bvpshoot} cannot solve this problem for small $\xi$

Function \code{bvptwp} can solve it for small $\xi$ if initiated with good
initial guesses:
<<>>=
xi <- 0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                order = 2, func = Prob24, xi = xi, 
                xguess = mod2[,1], yguess = t(mod2[,2:3]))
xi <- 0.01
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
                order = 2, func = Prob24, xi = xi,
                xguess = mod2[,1], yguess = t(mod2[,2:3]))
@
<<label=prob24,include=FALSE>>=
plot(mod1, mod2, mod3,  which = 1, lty = 1, main = "test problem 24")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob24,fig=TRUE,echo=FALSE>>=
<<prob24>>
@
\end{center}
\caption{Solution of the BVP ODE problem 24, see text for R-code}
\label{fig:pr24}
\end{figure}

\clearpage
\subsection{problem 25}
Now come a series of similar problems (problem 25-30), that differ only
by their boundary conditions:

The differential equation is:
  \begin{eqnarray*}
    \xi y'' + y y' - y = 0 \\
  \end{eqnarray*}
For problem 25, the  boundary conditions are:
  \begin{eqnarray*}
    y_{x=0} = -1/3 \\
    y_{x=1} = 1/3
  \end{eqnarray*}
These problems are most easily solved with \code{bvptwp}
<<>>=
Prob25 <- function(t, y, pars, xi) {
  list(c( y[2], -1/xi *(y[1]*y[2]-y[1]) ))
}

ini <- c(-1/3 ,NA)
end <- c(1/3, NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob25, xi = xi)
xi   <- 0.01
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob25, xi = xi)
xi   <- 0.001
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob25, xi = xi)
@
<<label=prob25,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 25")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob25,fig=TRUE,echo=FALSE>>=
<<prob25>>
@
\end{center}
\caption{Solution of the BVP ODE problem 25, see text for R-code}
\label{fig:pr25}
\end{figure}
\clearpage

\subsection{problem 26}
This problem equals previous problem, but with different boundary conditions:
  \begin{eqnarray*}
    y_{x=0} = 1 \\
    y_{x=1} = -1/3
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob26 <- function(t, y, pars, xi)  {
  list(  -1/xi *(y[1]*y[2]-y[1]) )
}

ini <- c(1, NA)
end <- c(-1/3, NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob26, xi = xi)
@
<<>>=
xi   <- 0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob26, xi = xi)
@
<<>>=
xi   <- 0.005
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob26, xi = xi)
@
<<label=prob26,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 26")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob26,fig=TRUE,echo=FALSE>>=
<<prob26>>
@
\end{center}
\caption{Solution of the BVP ODE problem 26, see text for R-code}
\label{fig:pr269}
\end{figure}
\clearpage
\subsection{problem 27}
This problem equals previous problem, but with different boundary conditions:
  \begin{eqnarray*}
    y_{x=0} = 1 \\
    y_{x=1} = 1/3
  \end{eqnarray*}
<<>>=
Prob27 <- function(t, y, pars, xi) {
  list(c( y[2], -1/xi *(y[1]*y[2]-y[1]) ))
}

ini <- c(1, NA)
end <- c(1/3, NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob27, xi = xi)
@
<<>>=
xi   <- 0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob27, xi = xi)
@
<<>>=
xi   <- 0.005
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob27, xi = xi)
@
<<label=prob27,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 27")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob27,fig=TRUE,echo=FALSE>>=
<<prob27>>
@
\end{center}
\caption{Solution of the BVP ODE problem 27, see text for R-code}
\label{fig:pr27}
\end{figure}
\clearpage
\subsection{problem 28}
This problem equals previous problem, but with different boudnary conditions:
  \begin{eqnarray*}
    y_{x=0} = 1 \\
    y_{x=1} = 3/2
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob28 <- function(t, y, pars, xi)  {
  list(  -1/xi *(y[1]*y[2]-y[1]))
}

ini <- c(1, NA)
end <- c(3/2, NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob28, xi = xi)
@
<<>>=
xi   <-0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob28, xi = xi)
@
<<>>=
xi <-0.005
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob28, xi = xi)
@
<<label=prob28,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 28")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob28,fig=TRUE,echo=FALSE>>=
<<prob28>>
@
\end{center}
\caption{Solution of the BVP ODE problem 28, see text for R-code}
\label{fig:pr28}
\end{figure}
\clearpage
\subsection{problem 29}
This problem equals previous problem, but with different boundary conditions:
  \begin{eqnarray*}
    y_{x=0} = 0 \\
    y_{x=1} = 3/2
  \end{eqnarray*}
<<>>=
Prob29 <- function(t, y, pars, xi)  {
  list(c( y[2], -1/xi *(y[1]*y[2]-y[1]) ))
}

ini <- c(0,NA)
end <- c(3/2,NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob29, xi = xi)
@
<<>>=
xi   <- 0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob29, xi = xi)
@
<<>>=
xi   <- 0.005
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob29, xi = xi)
@
<<label=prob29,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 29")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob29,fig=TRUE,echo=FALSE>>=
<<prob29>>
@
\end{center}
\caption{Solution of the BVP ODE problem 29, see text for R-code}
\label{fig:pr29}
\end{figure}
\clearpage

\subsection{problem 30}
Similar to previous problems, with different boundary conditions:
  \begin{eqnarray*}
    y_{x=0} = -7/6 \\
    y_{x=1} = 3/2
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob30 <- function(t, y, pars, xi)  {
  list( -1/xi *(y[1]*y[2]-y[1]) )
}
ini <- c(-7/6, NA)
end <- c(3/2, NA)
@
<<>>=
xi   <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob30, xi = xi)
xi   <- 0.02
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob30, xi = xi)
xi   <- 0.01
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               order = 2, func = Prob30, xi = xi)
@
<<label=prob30,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 30")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob30,fig=TRUE,echo=FALSE>>=
<<prob30>>
@
\end{center}
\caption{Solution of the BVP ODE problem 30, see text for R-code}
\label{fig:pr30}
\end{figure}
\clearpage
\subsection{problem 31}
  \begin{eqnarray*}
    y' &=& \sin(\theta) \\
    \theta ' &=& M \\
    \xi M' &=& -Q \\
    \xi Q' &=& (y-1) \cos(\theta) - M T\\
    T &=& \sec(\theta) + \xi Q \tan(\theta)
  \end{eqnarray*}
  where
  \[
   y_{x=0}=y_{x=1}=  M_{x=0} =M_{x=1}=0
  \]
<<>>=
Prob31 <- function(t, Y, pars)  {
  with (as.list(Y), {
    dy    <- sin(Tet)
    dTet  <- M
    dM    <- -Q/xi
    T     <- 1/cos (Tet) +xi*Q*tan(Tet)
    dQ    <- 1/xi*((y-1)*cos(Tet)-M*T)
    list(c( dy, dTet, dM, dQ))
  })
}

ini <- c(y = 0, Tet = NA, M = 0, Q = NA)
end <- c(y = 0, Tet = NA, M = 0, Q = NA)
@
Shooting does not work...
But the mono-implicit Runge-Kutta method does...
<<>>=
xi <-0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob31, atol = 1e-10)
xi <- 0.05
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob31, atol = 1e-10)
xi <- 0.01
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
               func = Prob31, atol = 1e-10)
@
<<label=prob31,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 31")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob31,fig=TRUE,echo=FALSE>>=
<<prob31>>
@
\end{center}
\caption{Solution of the BVP ODE problem 31, see text for R-code}
\label{fig:pr31}
\end{figure}
\clearpage
\subsection{problem 32}
  \begin{eqnarray*}
   y'''' &=& 1/\xi(y'y'' - y y''') \\
   y_{x=0}=y'_{x=0}= 0\\
   y_{x=1}=1\\
   y'_{x=1}= 0
  \end{eqnarray*}
  It is solved in higher-order form.
<<>>=
Prob32 <- function(t, y, pars, xi) {
  list(1/xi*(y[2]*y[3]-y[1]*y[4]))
}
ini <- c(0, 0, NA, NA)
end <- c(1, 0, NA, NA)
@
<<>>=
xi  <- 0.01
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 4, func = Prob32, xi = xi)
xi   <- 0.002
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 4, func = Prob32, xi = xi)
xi   <- 0.0001
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 4, func = Prob32, xi = xi)
@
<<label=prob32,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 32")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob32,fig=TRUE,echo=FALSE>>=
<<prob32>>
@
\end{center}
\caption{Solution of the BVP ODE problem 32, see text for R-code}
\label{fig:pr32}
\end{figure}
\clearpage
\subsection{problem 33}
  \begin{eqnarray*}
    \xi z'''' &=& -z\cdot z''' -y \cdot y' \\
    \xi y'' &=& y\cdot z' -z \cdot y'
  \end{eqnarray*}
  where
  \[
   y_{x=0}=-1\\
   y_{x=1}=1\\
   z_{x=0}=z'_{x=0}=z_{x=1}=z'_{x=1}=0\\  \]
<<>>=
Prob33 <- function(t, z, pars, xi) {
  list(c( z[2], z[3], z[4], 1/xi*(z[1]*z[4]-z[5]*z[6]),
          z[6], 1/xi*(z[5]*z[2]-z[1]*z[6])))
}
ini <- c(0, 0, NA, NA, -1, NA)
end <- c(0, 0, NA, NA,  1, NA)
@
<<>>=
xi  <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              func = Prob33, xi = xi)
xi  <- 0.01
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              func = Prob33, xi = xi)
xi  <- 0.001
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              func = Prob33, xi = xi)
@
<<label=prob33,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 33")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob33,fig=TRUE,echo=FALSE>>=
<<prob33>>
@
\end{center}
\caption{Solution of the BVP ODE problem 33, see text for R-code}
\label{fig:pr33}
\end{figure}
\clearpage

\subsection{problem 34}
  \begin{eqnarray*}
    y'' &=& -\xi \cdot \exp(y)
  \end{eqnarray*}
  where
  \[
   y_{x=0}=y_{x=1}=0
  \]
  It is solved in higher-order form.
<<>>=
Prob34 <- function(t, y, pars, xi) {
  list(-xi*exp(y[1]))
}
ini <- c(0, NA)
end <- c(0, NA)
@
<<>>=
xi  <- 0.1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob34, xi = xi)
@
<<>>=
xi   <- 0.01
mod2 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob34, xi = xi)
@
<<>>=
xi   <- 0.001
mod3 <- bvptwp(yini = ini, yend = end, x = seq(0, 1, by = 0.01),
              order = 2, func = Prob34, xi = xi)
@
<<label=prob34,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 34")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob34,fig=TRUE,echo=FALSE>>=
<<prob34>>
@
\end{center}
\caption{Solution of the BVP ODE problem 34, see text for R-code}
\label{fig:pr34}
\end{figure}
\clearpage

\subsection{problem 35}
  \begin{eqnarray*}
   \xi  y'' &=& x y' -y
  \end{eqnarray*}
  where
  \[
   y_{x=-1}=1; y_{x=1}=2
  \]
<<>>=
Prob35 <- function(x, y, pars, xi) {
  list(c( y[2], 1/xi*(x * y[2]-y[1])))
}
ini <- c(1, NA)
end <- c(2, NA)
@
<<>>=
xi  <- 1
mod1 <- bvptwp(yini = ini, yend = end, x = seq(-1, 1, by = 0.05),
              func = Prob35, xi = xi)
@
<<>>=
xi   <- 0.1
mod2 <- bvptwp(yini = ini, yend = end, x = seq(-1, 1, by = 0.05),
              func = Prob35, xi = xi)
@
<<>>=
xi   <- 0.01
mod3 <- bvptwp(yini = ini, yend = end, x = seq(-1, 1, by = 0.05),
              func = Prob35, xi = xi)
@
<<label=prob35,include=FALSE>>=
plot(mod1, mod2, mod3, which = 1, lty = 1, main = "test problem 35")
@
\setkeys{Gin}{width=0.35\textwidth}
\begin{figure}
\begin{center}
<<label=prob35,fig=TRUE,echo=FALSE>>=
<<prob35>>
@
\end{center}
\caption{Solution of the BVP ODE problem 35, see text for R-code}
\label{fig:pr35}
\end{figure}
\clearpage

\bibliography{docs}

\end{document}

