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Generalized quasilinearization method for nonlinear functional differential equations

Bashir Ahmad, Rehmat Ali Khan and S. Sivasundaram

International Journal of Stochastic Analysis, 2003, vol. 16, 1-11

Abstract:

We develop a generalized quasilinearization method for nonlinear initial value problems involving functional differential equations and obtain a sequence of approximate solutions converging monotonically and quadratically to the solution of the problem. In addition, we obtain a monotone sequence of approximate solutions converging uniformly to the solution of the problem, possessing the rate of convergence higher than quadratic.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:406176

DOI: 10.1155/S1048953303000030

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