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Factorization of second-order elliptic boundary value problems by dynamic programming.

dc.contributor.authorHenry, Jacques
dc.contributor.authorRamos Del Olmo, Ángel Manuel
dc.date.accessioned2023-06-20T09:44:45Z
dc.date.available2023-06-20T09:44:45Z
dc.date.issued2004
dc.description.abstractWe present a method to factorize a second-order boundary value problem in a cylindrical domain in a system of uncoupled first-order initial value problems, together with a nonlinear Riccati-type equation for functional operators. This uncoupling is obtained by a space invariant embedding technique along the axis of the cylinder. This method can be viewed as an infinite-dimensional generalization of the block Gauss LU factorization.
dc.description.departmentDepto. de Análisis Matemático y Matemática Aplicada
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.facultyInstituto de Matemática Interdisciplinar (IMI)
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Ciencia y Tecnología of Spain
dc.description.sponsorshipRamón y Cajal
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/17710
dc.identifier.doi10.1016/j.na.2004.05.022
dc.identifier.issn0362-546X
dc.identifier.officialurlhttp://www.sciencedirect.com/science/article/pii/S0362546X04002469
dc.identifier.relatedurlhttp://www.sciencedirect.com
dc.identifier.urihttps://hdl.handle.net/20.500.14352/50289
dc.issue.number5, A
dc.journal.titleNonlinear Analysis: Theory, Methods & Applications
dc.language.isoeng
dc.page.final647
dc.page.initial629
dc.publisherElsevier
dc.relation.projectIDHP02-90
dc.rights.accessRightsrestricted access
dc.subject.cdu517.95
dc.subject.keywordFactorization
dc.subject.keywordBoundary value problem
dc.subject.keywordRiccati equation
dc.subject.keywordInvariant embedding
dc.subject.keywordNeumann-to-Dirichlet (NtD) operator
dc.subject.keywordDirichlet-to-Neumann (DtN) operator
dc.subject.ucmAnálisis matemático
dc.subject.unesco1202 Análisis y Análisis Funcional
dc.titleFactorization of second-order elliptic boundary value problems by dynamic programming.
dc.typejournal article
dc.volume.number59
dcterms.referencesE. Angel, R. Bellman, Dynamic Programming andP artial Differential Equations,Academic Press, NewYork,1971. E. Angel, A. Jain, Initial-value transformations for elliptic boundary value problems, J. Math. Anal. Appl. 35 (1971) 496–502. K.J. Aström, B.Wittenmark, Computer-ControlledSystems:Theory andDesign, Prentice-Hall, Englewood Cliffs, NJ, 1984.[4] R. Bellman, Dynamic Programming,Princeton University Press, Princeton, NJ, 1957. A. Bensoussan, Filtrage Optimal des Systèmes Linéaires,Dunod, Paris, 1971. J. Henry, On the factorization of the elasticity system by dynamic programming, in: J.L. Menaldi, E. Rofman,A. Sulem (Eds.), Optimal Control and Partial Differential Equations, IOS Press, 2001, pp. 346–352. J. Henry, J.P. Yvon, On the use of space invariant embedding to solve optimal control problems for second order elliptic equations, in: J. Doleˆzal, J. Fidler (Eds.), System Modelling and Optimization, Chapman & Hall, London, 1996, pp. 195–202.
dspace.entity.typePublication
relation.isAuthorOfPublication581c3cdf-f1ce-41e0-ac1e-c32b110407b1
relation.isAuthorOfPublication.latestForDiscovery581c3cdf-f1ce-41e0-ac1e-c32b110407b1

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