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Quasilinearization approach to nonlinear problems in physics with application to nonlinear ODEs. (English) Zbl 0991.65065

Summary: The general conditions under which the quadratic, uniform and monotonic convergence in the quasilinearization method of solving nonlinear ordinary differential equations could be proved are formulated and elaborated. The generalization of the proof to partial differential equations is straightforward. The method, whose mathematical basis in physics was discussed recently by one of the present authors, approximates the solution of a nonlinear differential equation by treating the nonlinear terms as a perturbation about the linear ones, and unlike perturbation theories is not based on the existence of some kind of a small parameter.

It is shown that the quasilinearization method gives excellent results when applied to different nonlinear ordinary differential equations in physics, such as the Blasius, Duffing, Lane-Emden and Thomas-Fermi equations. The first few quasilinear iterations already provide extremely accurate and numerically stable answers.

65L10Boundary value problems for ODE (numerical methods)
34B30Special ODE (Mathieu, Hill, Bessel, etc.)