Invariant imbedding and mathematical physics--I: particle processes.

by Richard Ernest Bellman, Robert E. Kalaba, G. M. Wing


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A derivation, using invariance principles in a systematic fashion, not only of new analytic formulations of the classical particle processes (namely, those of transport theory, radiative transfer, random walk, multiple scattering, and diffusion theory), but also of new computational algorithms that seem well fitted to the capabilities of digital computers. Whereas the usual methods reduce problems to the solution of systems of linear equations, an attempt is made to reduce problems to the iteration of nonlinear transformations. 116 pp.

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