Existence and uniqueness theorems in invariant imbedding. II: Convergence of a new difference algorithm

DOI10.1016/0022-247X(65)90036-3zbMath0142.22801OpenAlexW1988678568MaRDI QIDQ2522867

Kenneth L. Cooke, Richard Bellman

Publication date: 1965

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(65)90036-3

zbMATH Keywords

approximate difference equationconvergence of discrete sequenceconvergence of known solution of pde

Mathematics Subject Classification ID

Partial differential equations (35-XX) Difference and functional equations (39-XX)

Related Items (1)

Selective computation—VII: nonlinear partial differential equations and two-point boundary value problems

Cites Work

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• Functional equations in the theory of dynamic programming. VI: A direct convergence proof
• Differential-difference equations
• A note on the numerical integration of a class of non-linear hyperbolic equations
• Invariant Imbedding and Mathematical Physics. I. Particle Processes
• ON A NEW APPROACH TO THE COMPUTATIONAL SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS

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