Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”

The object of investigation of the paper is a special type of difference equations containing the maximum value of the unknown function over a past time interval. These equations are adequate models of real processes which present state depends significantly on their maximal value over a past time i...

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Main Authors: S. Hristova, A. Golev, K. Stefanova
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/159031
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author S. Hristova
A. Golev
K. Stefanova
author_facet S. Hristova
A. Golev
K. Stefanova
author_sort S. Hristova
collection DOAJ
description The object of investigation of the paper is a special type of difference equations containing the maximum value of the unknown function over a past time interval. These equations are adequate models of real processes which present state depends significantly on their maximal value over a past time interval. An algorithm based on the quasilinearization method is suggested to solve approximately the initial value problem for the given difference equation. Every successive approximation of the unknown solution is the unique solution of an appropriately constructed initial value problem for a linear difference equation with “maxima,” and a formula for its explicit form is given. Also, each approximation is a lower/upper solution of the given mixed problem. It is proved the quadratic convergence of the successive approximations. The suggested algorithm is realized as a computer program, and it is applied to an example, illustrating the advantages of the suggested scheme.
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record_format Article
series Journal of Applied Mathematics
spelling doaj-art-a830a31bcaf240ca95440af53f1d47e12025-02-03T01:31:32ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/159031159031Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”S. Hristova0A. Golev1K. Stefanova2Faculty of Mathematics and Informatics, Plovdiv University, Tzar Asen 24, 4000 Plovdiv, BulgariaFaculty of Mathematics and Informatics, Plovdiv University, Tzar Asen 24, 4000 Plovdiv, BulgariaFaculty of Mathematics and Informatics, Plovdiv University, Tzar Asen 24, 4000 Plovdiv, BulgariaThe object of investigation of the paper is a special type of difference equations containing the maximum value of the unknown function over a past time interval. These equations are adequate models of real processes which present state depends significantly on their maximal value over a past time interval. An algorithm based on the quasilinearization method is suggested to solve approximately the initial value problem for the given difference equation. Every successive approximation of the unknown solution is the unique solution of an appropriately constructed initial value problem for a linear difference equation with “maxima,” and a formula for its explicit form is given. Also, each approximation is a lower/upper solution of the given mixed problem. It is proved the quadratic convergence of the successive approximations. The suggested algorithm is realized as a computer program, and it is applied to an example, illustrating the advantages of the suggested scheme.http://dx.doi.org/10.1155/2012/159031
spellingShingle S. Hristova
A. Golev
K. Stefanova
Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
Journal of Applied Mathematics
title Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
title_full Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
title_fullStr Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
title_full_unstemmed Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
title_short Quasilinearization of the Initial Value Problem for Difference Equations with “Maxima”
title_sort quasilinearization of the initial value problem for difference equations with maxima
url http://dx.doi.org/10.1155/2012/159031
work_keys_str_mv AT shristova quasilinearizationoftheinitialvalueproblemfordifferenceequationswithmaxima
AT agolev quasilinearizationoftheinitialvalueproblemfordifferenceequationswithmaxima
AT kstefanova quasilinearizationoftheinitialvalueproblemfordifferenceequationswithmaxima