Accession Number : AD0678868

Title :   INVARIANT IMBEDDING AND THE SIMPLEST PROBLEM IN THE CALCULUS OF VARIATIONS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Kalaba,R. ; Sridhar,R.

Report Date : NOV 1968

Pagination or Media Count : 16

Abstract : The report gives a new method for transforming a minimization problem directly into an initial-value Cauchy problem, readily solved by analog or digital computers. It is based on a new conceptual approach to the calculus of variations that does not use Euler equations, the fundamental lemma, Bellman's optimality principle, or Pontryagin's maximum principle. The task is to minimize an integral subject to a single constraint. The method is based on the disappearance of the first variation. (Author)

Descriptors :   (*CALCULUS OF VARIATIONS, *CAUCHY PROBLEM), TRANSFORMATIONS(MATHEMATICS), BOUNDARY VALUE PROBLEMS, PARTIAL DIFFERENTIAL EQUATIONS, NUMERICAL ANALYSIS, OPTIMIZATION

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE