On Some Questions Arising in the Approximate Solution of Nonlinear Differential Equations

Richard Ernest Bellman, John M. Richardson

ResearchPublished 1962

A new approach to the approximate solution of nonlinear differential equations. The basic idea is to rewrite the nonlinear equations in the form of an infinite sequence of coupled linear equations by applying the Carleman linearization process. The sequence is truncated at a finite stage by a linear closure approximation involving the minimization of the mean square error.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1962
  • Pages: 22
  • Document Number: RM-3180-PR

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Bellman, Richard Ernest and John M. Richardson, On Some Questions Arising in the Approximate Solution of Nonlinear Differential Equations. Santa Monica, CA: RAND Corporation, 1962. https://www.rand.org/pubs/research_memoranda/RM3180.html.
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