The method of upper and lower solutions guarantees the interval of existence of
nonlinear differential equations with initial conditions. To compute the solution on
this interval, we need coupled lower and upper solutions on the interval of existence.
We provide both theoretical as well as numerical methods to compute coupled lower
and upper solutions by using a superlinear convergence method. Further, we develop
monotone sequences which converge uniformly and monotonically, and with
superlinear convergence, to the unique solution of the nonlinear problem on this
interval. We accelerate the superlinear convergence by means of the Gauss–Seidel
method. Numerical examples are developed for the logistic equation. Our method is
applicable to more general nonlinear differential equations, including Riccati type
differential equations.
Keywords
coupled lower and upper solutions, superlinear convergence