Invariant Imbedding and the Integration of Hamilton's Equations

by Richard Ernest Bellman, Robert E. Kalaba

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Based on earlier work on the application of the principle of invariant imbedding to problems in transport theory, the authors describe a countercurrent flow model which can be associated with any mechanical process described by Hamilton's equations of motion. They then show how the determination of certain reflection and transmission functions, which occur naturally in the transport process, leads to the solution of Hamilton's equations. Examples are given, and possible future applications are sketched.

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