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

✍ Scribed by Gunter H. Meyer (Eds.)

Publisher: AP
Year: 1973
Tongue: English
Leaves: 232
Series: Mathematics in Science and Engineering 100
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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

✦ Table of Contents

Content:
Edited by
Page iii

Copyright page
Page iv

Dedication
Page v

Preface
Pages xi-xii

Acknowlegments
Page xiii

Introduction
Pages 1-8

Chapter 1 Characteristic Theory
Pages 9-33

Chapter 2 Two-Point Boundary Value Problems
Pages 34-104

Chapter 3 Interface Problems
Pages 105-141

Chapter 4 Multipoint Boundary Value Problems
Pages 142-164

Chapter 5 Invariant Imbedding for Abstract Equations
Pages 165-197

Chapter 6 Infinite-Dimensional Riccati Equations
Pages 198-211

References
Pages 212-216

Index
Pages 217-220

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