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Modified quasilinearization technique for the solution of boundary-value problems for ordinary differential equations

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Abstract

A new quasilinearization algorithm is presented which essentially eliminates the necessity for computer storage. The representation theorem for the standard quasilinearization procedure is reformulated in terms of the initial value of the solution to a final-value problem, leading to a modification of the successive approximations. Several theorems establishing the convergence properties are proved; as in the original procedure, these convergence properties are both quadratic and monotonic. Finally, the modified approximation scheme is illustrated through several examples.

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References

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Authors and Affiliations

  1. Department of Engineering and Applied Science, Yale University, New Haven, Connecticut

    Charles A. Baird Jr. (Graduate Student)

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  1. Charles A. Baird Jr.
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Communicated by R. E. Kalaba

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Baird, C.A. Modified quasilinearization technique for the solution of boundary-value problems for ordinary differential equations. J Optim Theory Appl 3, 227–242 (1969). https://doi.org/10.1007/BF00926525

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  • DOI: https://doi.org/10.1007/BF00926525

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