Superlinear convergence via mixed generalized quasilinearization method and generalized monotone method

Abstract

The method of upper and lower solutions guarantees the interval of existence of nonlinear differential equations with initial conditions. To compute the solution on this interval, we need coupled lower and upper solutions on the interval of existence. We provide both theoretical as well as numerical methods to compute coupled lower and upper solutions by using a superlinear convergence method. Further, we develop monotone sequences which converge uniformly and monotonically, and with superlinear convergence, to the unique solution of the nonlinear problem on this interval. We accelerate the superlinear convergence by means of the Gauss–Seidel method. Numerical examples are developed for the logistic equation. Our method is applicable to more general nonlinear differential equations, including Riccati type differential equations.