A unified exhaustive study of monotone iterative method for initial value problems.

Authors Michael Sokol, Aghalaya S. Vatsala

Publication date 17 October 2002

Published in Nonlinear Studies (Search for Journal in Brave)

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Theoretical approximation of solutions to ordinary differential equations (34A45)

Review text

Consider the initial value problem NEWLINE\[NEWLINE\frac{du}{dt}=F(t,u),\quad 0\leq t\leq T,\quad u(0)=u_0\in\mathbb R.\tag{*}NEWLINE\]NEWLINE Under the assumption that \(F\) is a sum of two monotone functions, the authors use the techniques of upper and lower solutions and coupled upper and lower solutions to (*) to construct iteration schemas yielding monotone or alternating sequences which converge to extremal solutions or coupled extremal solutions to (*). They derive also conditions implying that the coupled extremal solutions converge to the unique solution of (*).

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