About This Item

Ask the MINDS@UW Librarian

Solution of Nonlinear Two-Point Boundary Value Problems by Linear Programming

Show full item record

File(s):

Author(s)
Rosen, J.B.; Meyer, Robert
Publisher
University of Wisconsin-Madison Department of Computer Sciences
Citation
TR1
Date
1967
Abstract
A system of n nonlinear ordinary differential equations is considered on the interval [a, b] with at least one of the n boundary conditions specified at each end of the interval. In addition, any available a priori bounds on the solution vector may be imposed. An iterative method for solution is described which is essentially a Newton-Raphson method with a linear programming solution at each iteration. Every iterate is a minimax solution to a linearized finite difference approximation to the original system, and also satisfies the boundary conditions and the a priori bounds. The method will always converge at least as fast as Newton-Raphson, and may converge when Newton-Raphson fails. A number of computational examples are described.
Permanent link
http://digital.library.wisc.edu/1793/57454 
Export
Export to RefWorks 
‚Äč

Part of

Show full item record

Search and browse




About MINDS@UW

Deposit materials

  1. Register to deposit in MINDS@UW
  2. Need deposit privileges? Contact us.
  3. Already registered? Have deposit privileges? Deposit materials.