Continuation in quasilinearization |
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Authors: | S. M. Roberts J. S. Shipman C. V. Roth |
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Affiliation: | (1) IBM Federal Systems Division, Houston, Texas |
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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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