SOME NUMERICAL EXPERIMENTS USING NEWTON'S METHOD FOR NONLINEAR PARABOLIC AND ELLIPTIC BOUNDARY-VALUE PROBLEMS
Abstract
Using a generalization of Newton's method, a nonlinear parabolic equation of the form u sub t - u sub xx = g(u), and a nonlinear elliptic equation u sub xx + u sub yy = e superscript u, are solved numerically. Comparison of these results with results obtained using the Picard iteration procedure show that in many cases the quasilinearization method offers substantial advantages in both time and accuracy.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 23, 1961
- Accession Number
- AD0676653
Entities
People
- Mario Juncosa
- Richard E. Bellman
- Robert E. Kalaba
Organizations
- RAND Corporation