Extensions of quasilinearization method for differential equations with integral boundary condi\-tions. (Q1410909)

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Extensions of quasilinearization method for differential equations with integral boundary condi\-tions.
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    Extensions of quasilinearization method for differential equations with integral boundary condi\-tions. (English)
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    15 October 2003
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    The author considers the following boundary value problem: \[ x'(t)= f(t,x(t)),\;t\in [0,T],\;T>0,\;x(0)= ax(T)+ \int^T_0 b(s)x(s)\,ds+ k, \] with \(f\in C([0,T]\times \mathbb{R},\mathbb{R})\), \(b\in C([0,T],\mathbb{R}_+)\), \(a\geq 0\) and \(k\in\mathbb{R}\). As the main result he shows that if the function \(f\) can be presented as a sum of convex and concave functions in \(x\), then there exist monotone sequences \(\{y_n\}\), \(\{z_n\}\) which converge monotonically and uniformly to the unique solution of the problem stated above and the convergence is quadratic.
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    Quasilinearization
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    Monotone iterations
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    Quadratic convergence
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