Quasilinearization and Invariant Imbedding


Book Description

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.




Boundary Value Problems From Higher Order Differential Equations


Book Description

Contents: Some ExamplesLinear ProblemsGreen's FunctionMethod of Complementary FunctionsMethod of AdjointsMethod of ChasingSecond Order EquationsError Estimates in Polynomial InterpolationExistence and UniquenessPicard's and Approximate Picard's MethodQuasilinearization and Approximate QuasilinearizationBest Possible Results: Weight Function TechniqueBest Possible Results: Shooting MethodsMonotone Convergence and Further ExistenceUniqueness Implies ExistenceCompactness Condition and Generalized SolutionsUniqueness Implies UniquenessBoundary Value FunctionsTopological MethodsBest Possible Results: Control Theory MethodsMatching MethodsMaximal SolutionsMaximum PrincipleInfinite Interval ProblemsEquations with Deviating Arguments Readership: Graduate students, numerical analysts as well as researchers who are studying open problems. Keywords:Boundary Value Problems;Ordinary Differential Equations;Green's Function;Quasilinearization;Shooting Methods;Maximal Solutions;Infinite Interval Problems




Initial Value Methods for Boundary Value Problems: Theory and Application of Invariant Imbedding


Book Description

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering




An Introduction to Invariant Imbedding


Book Description

Here is a book that provides the classical foundations of invariant imbedding, a concept that provided the first indication of the connection between transport theory and the Riccati Equation. The reprinting of this classic volume was prompted by a revival of interest in the subject area because of its uses for inverse problems. The major part of the book consists of applications of the invariant imbedding method to specific areas that are of interest to engineers, physicists, applied mathematicians, and numerical analysts. A large set of problems can be found at the end of each chapter. Numerous problems on apparently disparate matters such as Riccati equations, continued fractions, functional equations, and Laplace transforms are included. The exercises present the reader with "real-life" situations. The material is accessible to a general audience, however, the authors do not hesitate to state, and even to prove, a rigorous theorem when one is available. To keep the original flavor of the book, very few changes were made to the manuscript; typographical errors were corrected and slight changes in word order were made to reduce ambiguities.




Numerical Solutions of Boundary Value Problems for Ordinary Differential Equations


Book Description

Numerical Solutions of Boundary Value Problems for Ordinary Differential Equations covers the proceedings of the 1974 Symposium by the same title, held at the University of Maryland, Baltimore Country Campus. This symposium aims to bring together a number of numerical analysis involved in research in both theoretical and practical aspects of this field. This text is organized into three parts encompassing 15 chapters. Part I reviews the initial and boundary value problems. Part II explores a large number of important results of both theoretical and practical nature of the field, including discussions of the smooth and local interpolant with small K-th derivative, the occurrence and solution of boundary value reaction systems, the posteriori error estimates, and boundary problem solvers for first order systems based on deferred corrections. Part III highlights the practical applications of the boundary value problems, specifically a high-order finite-difference method for the solution of two-point boundary-value problems on a uniform mesh. This book will prove useful to mathematicians, engineers, and physicists.




Numerical Solution of Boundary Value Problems for Ordinary Differential Equations


Book Description

This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.







Advanced Topics in Difference Equations


Book Description

. The theory of difference equations, the methods used in their solutions and their wide applications have advanced beyond their adolescent stage to occupy a central position in Applicable Analysis. In fact, in the last five years, the proliferation of the subject is witnessed by hundreds of research articles and several monographs, two International Conferences and numerous Special Sessions, and a new Journal as well as several special issues of existing journals, all devoted to the theme of Difference Equations. Now even those experts who believe in the universality of differential equations are discovering the sometimes striking divergence between the continuous and the discrete. There is no doubt that the theory of difference equations will continue to play an important role in mathematics as a whole. In 1992, the first author published a monograph on the subject entitled Difference Equations and Inequalities. This book was an in-depth survey of the field up to the year of publication. Since then, the subject has grown to such an extent that it is now quite impossible for a similar survey, even to cover just the results obtained in the last four years, to be written. In the present monograph, we have collected some of the results which we have obtained in the last few years, as well as some yet unpublished ones.




Difference Equations and Inequalities


Book Description

A study of difference equations and inequalities. This second edition offers real-world examples and uses of difference equations in probability theory, queuing and statistical problems, stochastic time series, combinatorial analysis, number theory, geometry, electrical networks, quanta in radiation, genetics, economics, psychology, sociology, and




Scientific and Technical Aerospace Reports


Book Description

Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.