EXISTENCE AND UNIQUENESS THEOREMS IN INVARIANT IMBEDDING. II. CONVERGENCE OF A NEW DIFFERENCE ALGORITHM

Abstract

The theory of invariant imbedding leads to new types of difference approximations to partial differential equations. To illustrate the type of analysis required to establish the convergence of the solution of one to the solution of the other, we consider the difference approximation u(x delta, y) u(x, y u(x, y) delta), and the limiting equation u sub x uu sub y.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1963
Accession Number
AD0411582

Entities

People

  • Kenneth L. Cooke
  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Calculus
  • Calculus Of Variations
  • Contracts
  • Convergence
  • Difference Equations
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Government Procurement
  • Governments
  • Inequalities
  • Mathematics
  • Partial Differential Equations
  • Procurement
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Operations Research
  • Positioning, Navigation, and Timing (PNT) Technology.