Quasilinearization, invariant imbedding, and the calculation of eigenvalues

by Richard Ernest Bellman, H. H. Natsuyama, Robert E. Kalaba

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A consideration of several eigenvalue problems for systems of ordinary differential equations. They are resolved computationally using the quasilinearization technique, a quadratically convergent successive approximation scheme. The essential idea is to consider an eigenvalue problem to be a system identification problem. Also shown is the use of invariant imbedding techniques to obtain good initial estimates for eigenvalues in some neutron multiplication processes. 21 pp.

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