A modified invariant embedding method and its application for solving linear two-point boundary-value problems (Q1803149)

The authors investigate the modified invariant imbedding method for linear two-point boundary value problems of the form \[ \dot X=A(t)X+F(t),\;t\in [0,T],\;GX(0)+HX(T)=V,\;X,F,V\in\mathbb{R}^ n,\;A,G,H\in\mathbb{R}^{n\times n}. \] The comparison of the efficiency of this algorithm with the shooting technique is given, where the number of arithmetic operations is used as the measure of efficiency.