Improved generalized quasilinearization method and rapid convergence for reaction diffusion equations (Q2378965)

The method of quasilinearization is applied to solve time-dependent diffusion-reaction equation. Assuming that the forcing term \(f(t,x,u)\) has \((k-1)\)th order derivatives in \(u\) that are also Lipshitz continuous in \(u\), the authors develop a quasilinearization method and show its convergence of order \(k\). It seems that the improvement compared with the standard quasilinearization technique, which requires that \(f(t,x,u)\) has continuous \(k\) order derivatives in \(u\), is due to better comparison theorems and more precise lower and upper solutions. Finally, a numerical experiment that confirms the theory is presented.