A quasilinearization method for elliptic problems with a nonlinear boundary condition (Q876933)

The authors study the following nonlinear elliptic boundary problem \[ \begin{aligned} \Delta u= f(x,u)\quad &\text{in }\Omega,\tag{1}\\ {\partial u\over\partial\eta}= g(x,u)\quad &\text{on }\partial\Omega,\tag{2}\end{aligned} \] where \(\Omega\) is a bounded smooth domain of \(\mathbb{R}^d\), and \(f: \overline\Omega\times \mathbb{R}\to\mathbb{R}\), \(g: \partial\Omega\times \mathbb{R}\to\mathbb{R}\) are continuous and twice continuously differentiable with respect to \(u\). The goal of the authors is to develop a quasilinearization technique for (1)--(2) assuming the existence of an ordered couple of a subsolution and supersolution. More precisely, the authors construct an iterative scheme that converge to a solution, which under the additional assumption leads to quadratic convergence.