Quasilinearization and Invariant Imbedding

Quasilinearization and Invariant Imbedding

Author: E. Stanley Lee

Publisher: Elsevier

Published: 2016-06-04

Total Pages: 350

ISBN-13: 1483266753

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Mathematics in Science and Engineering, Volume 41: Quasilinearization and Invariant Imbedding presents a study on the use of two concepts for obtaining numerical solutions of boundary-value problems—quasilinearization and invariant imbedding. This book emphasizes that the invariant imbedding approach reformulates the original boundary-value problem into an initial value problem by introducing new variables or parameters, while the quasilinearization technique represents an iterative approach combined with linear approximations. This volume focuses on analytical aspects that are concerned with actual convergence rates and computational requirements, considering various efficient algorithms that are suited for various types of boundary-value problems. This publication is a good reference for chemical and control engineers and scientists interested in obtaining numerical solutions of boundary-value problems in their particular fields.


Quasilinearization, Invariant Imbedding, and the Calculation of Eigenvalues

Quasilinearization, Invariant Imbedding, and the Calculation of Eigenvalues

Author: Richard Bellman

Publisher:

Published: 1965

Total Pages: 14

ISBN-13:

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Several eigenvalue problems for systems of ordinary differential equations are considered. They are resolved computationally using the quasilinearization technique, a quadratically convergent successive approximation scheme. The essential idea presented is to consider an eigenvalue problem to be a system identification problem. Also shown is the use of invariant imbedding techniques to obtain good initial estimates for eigenvalues in some neutron multiplication processes. (Author).


Invariant Imbedding

Invariant Imbedding

Author: R.E. Bellman

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 157

ISBN-13: 364246274X

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Imbedding is a powerful and versatile tool for problem solving. Rather than treat a question in isolation, we view it as a member of a family of related problems. Each member then becomes a stepping stone in a path to a simultaneous solution of the entire set of problems. As might be expected, there are many ways of accomplishing this imbedding. Time and space variables have been widely employed in the past, while modern approaches combine these structural features with others less immediate. Why should one search for alternate imbeddings when elegant classical formalisms already exist? There are many reasons. To begin with, different imbeddings are useful for different purposes. Some are well suited to the derivation of existence and uniqueness theorems, some to the derivation of conservation relations, some to perturbation techniques and sensitivity analysis, some to computa tional studies. The digital computer is designed for initial value problems; the analog computer for boundary-value problems. It is essential then to be flexible and possess the ability to use one device or the other, or both. In economics, engineering, biology and physics, some pro cesses lend themselves more easily to one type of imbedding rather than another. Thus, for example, stochastic decision processes are well adapted to dynamic programming. In any case, to go hunting in the wilds of the scientific world armed with only one arrow in one's quiver is quite foolhardy.


Dynamic Programming, Invariant Imbedding and Quasilinearization. Comparisons and Interconnections

Dynamic Programming, Invariant Imbedding and Quasilinearization. Comparisons and Interconnections

Author: R. E. Bellman

Publisher:

Published: 1964

Total Pages: 16

ISBN-13:

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A nonlinear two-point boundary value problem arising from a variational context is considered from several points of view. First a direct computational solution via quasilinearization is discussed. This method is quadratically convergent. Then the boundary value problem is converted into an initial value problem using dynamic programming and invariant imbedding. Some aspects of combining the methods in a single calculation are discussed. This gives rise to attractive predictor-corrector integration schemes. In addition, an alternative to the usual Hamilton-Jacobi integration theory for the integration of the Euler equation is given. (Author).


Some Vistas of Modern Mathematics

Some Vistas of Modern Mathematics

Author: Richard Bellman

Publisher: University Press of Kentucky

Published: 2014-07-15

Total Pages: 148

ISBN-13: 0813162076

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Rapid advances in the physical and biological sciences and in related technologies have brought about equally farreaching changes in mathematical research. Focusing on control theory, invariant imbedding, dynamic programming, and quasilinearization, Mr. Bellman explores with ease and clarity the mathematical research problems arising from scientific questions in engineering, physics, biology, and medicine. Special attention is paid in these essays to the use of the digital computer in obtaining the numerical solution of numerical problems, its influence in the formulation of new and old scientific problems in new terms, and to some of the effects of the computer revolution on educational and social systems. The new opportunities for mathematical research presage, Bellman concludes, a renaissance of mathematics in human affairs by involving it closely in the problems of society.