Existence and approximate solutions of Neumann problems

DOI10.1080/1065246031000081625MaRDI QIDQ4471122zbMATH OpenOpenAlexFDO

Authors Tadeusz Jankowski

Publication date 18 June 2004

Published in Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1065246031000081625

zbMATH Keywords

generalized quasilinearization methodlower and upper solutionsmonotone iterationsNeumann problemquadratic convergencesemiquadratic convergenceweak quadratic convergence

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Nonlinear boundary value problems for ordinary differential equations (34B15)

Review text

Some sequences of approximate solutions converging to a solution of the second order differential equation \[ -x^{\prime \prime }\left( t\right) =f\left( t,x\left( t\right) \right) +h\left( t,x\left( t\right) \right) ,\;t\in \left[ 0,\pi \right], \] subject to the Neumann boundary conditions \(x^{\prime }\left( 0\right) =x^{\prime }\left( \pi \right) =0,\) are constructed. The author applies a generalized quasilinearization method, which was first introduced by R. Bellman and R. Kalaba. Three cases are considered to obtain the convergence of approximate solutions. If \(h\) is a continuous function, one gets weak quadratic convergence. If \(h\) is Lipschitz continuous with respect to the second variable, then the convergence is semiquadratic. If \(h\) satisfies a one-sided Lipschitz condition, the convergence is quadratic provided that a corresponding constant is less than one.

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