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Continuation in quasilinearization
Authors:S. M. Roberts  J. S. Shipman  C. V. Roth
Affiliation:(1) IBM Federal Systems Division, Houston, Texas
Abstract:A continuation method is described for extending the applicability of quasilinearization to numerically unstable two-point boundary-value problems. Since quasilinearization is a realization of Newton's method, one might expect difficulties in finding satisfactory initial trialpoints, which actually are functions over the specified interval that satisfy the boundary conditions. A practical technique for generating suitable initial profiles for quasilinearization is described. Numerical experience with these techniques is reported for two numerically unstable problems.
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