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An extension of the method of quasilinearization

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Abstract

In this paper, the question of whether it is possible to develop monotone sequences that converge to the solution quadratically, when the function involved in the initial-value problem admits a decomposition into a difference of two convex functions, is answered positively. This extends the method of quasilinearization to a larger class.

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References

  1. Bellman, R.,Methods of Nonlinear Analysis, Vol. 2 Academic Press, New York, New York, 1973.

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  2. Bellman, R., andKalaba, R.,Quasilinearization and Nonlinear Boundary-Value Problems, American Elsevier, New York, New York, 1965.

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  3. Ladde, G. S., Lakshmikantham, V., andVatsala, A. S.,Monotone Iterative Techniques for Nonlinear Differnntial Equations, Pitman, Boston, Massachusetts, 1985.

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Communicated by R. E. Kalaba

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Lakshmikantham, V. An extension of the method of quasilinearization. J Optim Theory Appl 82, 315–321 (1994). https://doi.org/10.1007/BF02191856

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  • DOI: https://doi.org/10.1007/BF02191856

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