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differential equations - Optimization of ODE with respect to the initial condition



One has a (system) of ODEs with a one-parameter family of initial conditions. For example,


f[kk_] := N[aa = kk; s = NDSolve[{y''[t] == y[t]^2, y[1] == aa, y'[1] == 1},
y, {t, 2}]; Evaluate[(y[2] /. s)][[1]]]

where k is the parameter, and one sees $f(k)$ as a function of $k$ works fine, as one can try to plot


Plot[f[x], {x, -3, 0}]

and obtain


enter image description here


However, when one tries to find the min, using FindMinimum or NMinimize, it does not work as it seems Mathematica would first perform symbolic calculation with



NDSolve[{(y''[t] == -2y[t], y[1] == x, y'[1] == 1}, y, {t, 2}]

which results an error as the initial condition is not a number, and returns y[2.] before continuing evaluating NMinimize[y[2.], x].


Does anyone know how to get around it, or some better ways to do the optimization?



Answer



Use ParametricNDSolve or it's cousin ParametricNDSolveValue:


s = ParametricNDSolveValue[
{y''[t] == y[t]^2, y[1] == aa, y'[1] == 1},
y[2],
{t, 2},

aa
];

NMinimize[s[aa], aa]


{0.0964433, {aa -> -1.65429}}



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