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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank

Boundary value problems --- Initial value problems --- Invariant imbedding. --- Problèmes aux limites --- Plongement invariant --- Numerical solutions. --- Solutions numériques --- Invariant imbedding --- Numerical solutions --- 517.95 --- -Initial value problems --- -Invariant imbedding --- Functional equations --- Invariants --- Mathematical physics --- Radiation --- Problems, Initial value --- Differential equations --- Boundary conditions (Differential equations) --- Functions of complex variables --- Partial differential equations --- 517.95 Partial differential equations --- Numerical analysis --- Boundary value problems - Numerical solutions --- Initial value problems - Numerical solutions --- Equations differentielles ordinaires --- Equations differentielles --- Problemes aux limites

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Dynamic programming and partial differential equations

Differential equations, Partial --- Dynamic programming --- Invariant imbedding --- Electronic data processing --- Numerical solutions --- differential equations, partial --- Dynamic programming. --- Invariant imbedding. --- Numerical solutions. --- Data processing. --- Partial differential equations --- Functional equations --- Invariants --- Mathematical physics --- Radiation --- Mathematical optimization --- Programming (Mathematics) --- Systems engineering --- Numerical analysis --- Differential equations, Partial - Numerical solutions --- Electronic data processing - differential equations, partial --- Equations aux derivees partielles elliptiques --- Programmation mathematique --- Methodes variationnelles --- Problemes aux limites --- Programmation dynamique