Generalized quasilinearization method for reaction-diffusion equations under nonlinear and nonlocal flux conditions

In this paper we consider an initial boundary value problem for a reaction-diffusion equation under nonlinear and nonlocal Robin type boundary condition. Assuming the existence of an ordered pair of upper and lower solutions we establish a generalized quasilinearization method for the problem under consideration whose characteristic feature consists in the construction of monotone sequences converging to the unique solution within the interval of upper and lower solutions, and whose convergence rate is quadratic. Thus this method provides an efficient iteration technique that produces not only improved approximations due to the monotonicity of its iterates, but yields also a measure of the convergence rate.     

A quasilinearization method for a class of integro-differential equations with mixed nonlinearities

We develop an extended form of the quasilinearization method for an initial value problem involving a nonlinear integro-differential equation with mixed nonlinearities, occurring in distributed-infective and distributed-contact models. In fact, a monotone sequence of iterates converging uniformly and quadratically to a solution of the problem is obtained. Some interesting observations are presented.     

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??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation.     

Spline Techniques for Solving Singularly-Perturbed Nonlinear Problems on Nonuniform Grids

A numerical method based on cubic splines with nonuniform grid is given for singularly-perturbed nonlinear two-point boundary-value problems. The original nonlinear equation is linearized using quasilinearization. Difference schemes are derived for the linear case using a variable-mesh cubic spline and are used to solve each linear equation obtained via quasilinearization. Second-order uniform convergence is achieved. Numerical examples are given in support of the theoretical results.     

Functional differential equations

The method of quasilinearization is a well-known technique for obtaining approximate solutions of nonlinear differential equations. In this paper we apply this technique to functional differential problems. It is shown that linear iterations converge to the unique solution and this convergence is superlinear.     

Existence, upper and lower solutions and quasilinearization for singular differential equations

In this paper, we discuss existence theorems in the presenceof upper and lower solutions as well as the method of quasilinearization(QSL) for general non-linear second-order singular ordinarydifferential equations. We show the existence of solutions underthe assumption of weak continuity of the non-linear part. Ifthe non-linear part is monotone decreasing, a solution may beobtained by the QSL method as the strong limit of a quadraticallyconvergent sequence of approximate solutions. Under strongerassumptions on the linear and the non-linear parts, a solutionis quadratically bracketed between two monotone sequences ofapproximate solutions of certain related linear equations.     

Finite-Time Optimal Control of Polynomial Systems Using Successive Suboptimal Approximations

It is shown in this paper that the finite-time optimal control of polynomial systems can be obtained by solving a sequence of optimal control problems for the linearized problem. The paper provides proof of convergence as well as illustration of the procedure by two examples.     

Nonstandard perturbation approximation and travelling wave solutions of nonlinear reaction diffusion equations

This paper deals with the construction of a nonstandard numerical method to compute the travelling wave solutions of nonlinear reaction diffusion equations at high wave speeds. Related general properties are studied using the perturbation approximation. At high wave speed the perturbation parameter approaches to zero and the problem exhibits a multiscale character. That is, there are thin layers where the solution varies rapidly, while away from these layers the solution behaves regularly and varies slowly. Most of the conventional methods fail to capture this layer behavior. Thus, the quest for some new numerical techniques that may handle the travelling wave solutions at high wave speeds earns relevance. In this paper, one such parameter robust nonstandard numerical scheme is constructed, in the sense that its numerical solution converges in the maximum norm to the exact solution uniformly well for all finite wave speeds. To overcome the difficulty due to the nonlinearity, the problem is linearized using the quasilinearization process followed by nonstandard finite difference discretization. An extensive amount of analysis is carried out which uses a suitable decomposition of the error into smooth and singular component and a comparison principle combined with appropriate barrier functions. The error estimates are obtained, which ensures uniform convergence of the method. A set of numerical experiment is carried out in support of the predicted theory that validates computationally the theoretical results. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Optimal Control of a Tethered Subsatellite of Three Degrees of Freedom

The paper presents the optimal control of the deployment and retrieval processes of a tethered subsatellite system of three degrees of freedom, which takes not only the in-plane motion, but also the out-of-plane motions, into account. After the statement of the optimal control problem of the tethered subsatellite system based on the dynamic equation of the system, with the control cost and the state constraints included, the paper introduces the quasilinearization and the truncated Chebyshev series to approximate the state variables of the system such that the original problem of constrained nonlinear optimal control is simplified into a set of linear quadratic programming problems which can be easily solved. The case studies in the paper not only support the new method, but also show that the controlled trajectories of the deployment process and the retrieval process are geometrically symmetric to each other with respect to the local vertical axis, and that the subsatellite always undergoes a slow, damped oscillation when it is in the beginning of a deployment process or at the end of a retrieval process.     

Extension of the Method of Quasilinearization and Rapid Convergence

An extension of the method of quasilinearization has been applied to first-order nonlinear initial-value problems (IVP for short). It has been shown that there exist monotone sequences which converge rapidly to the unique solution of IVP.