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Factorization of Boundary Value Problems Using the Invariant Embedding Method

Factorization of Boundary Value Problems Using the Invariant Embedding Method

Hardcover

AlgebraGeneral Mathematics

ISBN10: 1785481436
ISBN13: 9781785481437
Publisher: Iste Press - Elsevier
Published: Oct 12 2016
Pages: 256
Weight: 1.40
Height: 0.70 Width: 5.90 Depth: 9.10
Language: English

Factorization Method for Boundary Value Problems by Invariant Embedding presents a new theory for linear elliptic boundary value problems. The authors provide a transformation of the problem in two initial value problems that are uncoupled, enabling you to solve these successively. This method appears similar to the Gauss block factorization of the matrix, obtained in finite dimension after discretization of the problem. This proposed method is comparable to the computation of optimal feedbacks for linear quadratic control problems.

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Algebra