Existence and Uniqueness Theorems in Invariant Imbedding--II: Convergence of a New Difference Algorithm.

by Richard Ernest Bellman, Kenneth L. Cooke


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Second in a series dealing with a number of rigorous aspects of the highly useful mathematical theory of invariant imbedding. In this theory invariance principles are applied to handle a variety of conceptual and computational aspects of mathematical physics. The theory leads to new types of difference approximations to partial differential equations. An illustration of this type of analysis is given. 20 pp. (See also RM-3611-ARPA.)

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