Convergent series solution of nonlinear equations

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摘要

The author's decomposition method [1] provides a new, efficient computational procedure for solving large classes of nonlinear (and/or stochastic) equations. These include differential equations containing polynomial, exponential, and trigonometric terms, negative or irrational powers, and product nonlinearities [2]. Also included are partial differential equations [3], delay-differential equations [4], algebraic equations [5], and matrix equations [6] which describe physical systems. Essentially the method provides a systematic computational procedure for equations containing any nonlinear terms of physical significance. The procedure depends on calculation of the author's An, a finite set of polynomials [1,13] in terms of which the nonlinearities can be expressed. This paper shows important properties of the An which ensure an accurate and computable convergent solution by the author's decomposition method [1]. Since the nonlinearities and/or stochasticity which can be handled are quite general, the results are potentially extremely useful for applications and make a number of common approximations such as linearization, unnecessary.

论文关键词:nonlinear differential equations,decomposition method,nonlinear operators convergence

论文评审过程:Received 15 January 1984, Available online 13 May 2002.

论文官网地址:https://doi.org/10.1016/0377-0427(84)90022-0