
Quasilinearization and Invariant Imbedding
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Content
- Front Cover
- Quasilinearization and Invariant Imbedding
- Copyright Page
- Contents
- Preface
- Chapter 1. Introductory Concepts
- 1. Introduction
- 2. Quasilinearization
- 3. Invariant Imbedding
- 4. Invariant Imbedding versus the Classical Approach
- 5. Numerical Solution of Ordinary Differential Equations
- 6. Numerical Solution Terminologies
- References
- Chapter 2. Quasilinearization
- 1. Introduction
- 2. Nonlinear Boundary-Value Problems
- 3. Linear Boundary-Value Problems
- 4. Finite-Difference Method for Linear Differential Equations
- 5. Discussion
- 6. Newton-Raphson Method
- 7. Discussion
- 8. Quasilinearization
- 9. Discussion
- 10. Existence and Convergence
- 11. Existence
- 12. Convergence
- 13. Maximum Operation and Differential Inequalities
- 14. Construction of a Monotone Sequence
- 15. Approximation in Policy Space and Dynamic Programming
- 16. Discussion
- 17. Systems of Differential Equations
- References
- Chapter 3. Ordinary Differential Equations
- 1. Introduction
- 2. A Second-Order Nonlinear Differential Equation
- 3. Recurrence Relation
- 4. Computational Procedure
- 5. Numerical Results
- 6. Stability Problem in Numerical Solution-The Fixed Bed Reactor
- 7. Finite-Difference Method
- 8. Systems of Algebraic Equations Involving Tridiagonal Matrices
- 9. Numerical Results
- 10. Stability Problem with High Peclet Number
- 11. Adiabatic Tubular Reactor with Axial Mixing
- 12. Numerical Results
- 13. Discussion
- 14. Unstable Initial-Value Problems
- 15. Discussion
- 16. Systems of Differential Equations
- 17. Computational Considerations
- 18. Simultaneous Solution of Different Iterations
- References
- Chapter 4. Parameter Estimation
- 1. Introduction
- 2. Parameter Estimation and the "Black Box" Problem
- 3. Parameter Estimation and the Experimental Determination of Physical Constants
- 4. A Multipoint Boundary-Value Problem
- 5. The Least Squares Approach
- 6. Computational Procedure for a Simpler Problem
- 7. Numerical Results
- 8. Nonlinear Boundary Condition
- 9. Random Search Technique
- 10. Numerical Results
- 11. Discussion
- 12. Parameter Up-dating
- 13. Discussion
- 14. Estimation of Chemical Reaction Rate Constants
- 15. Differential Equations with Variable Coefficients
- 16. An Example
- 17. Ill-Conditioned Systems
- 18. Numerical Results
- 19. Discussion
- 20. An Empirical Approximation
- 21. Numerical Results
- 22. A Second Approximation
- 23. Numerical Results
- 24. Differential Approximation
- 25. A Second Formulation
- 26. Computational Aspects
- 27. Discussion
- References
- Chapter 5. Optimization
- 1. Introduction
- 2. Optimum Temperature Profiles in Tubular Reactors
- 3. Numerical Results
- 4. Discussion
- 5. Back and Forth Integration
- 6. Two Consecutive Gaseous Reactions
- 7. Optimum Pressure Profile in Tubular Reactor
- 8. Numerical Results
- 9. Optimum Temperature Profile with Pressure as Parameter
- 10. Numerical Results and Procedures
- 11. Calculus of Variations with Control Variable Inequality Constraint
- 12. Calculus of Variations with Pressure Drop in the Reactor
- 13. Pontryagin's Maximum Principle
- 14. Discussion
- 15. Optimum Feed Conditions
- 16. Partial Derivative Evaluation
- 17. Conclusions
- References
- Chapter 6. Invariant Imbedding
- 1. Introduction
- 2. The Invariant Imbedding Approach
- 3. An Example
- 4. The Missing Final Condition
- 5. Determination of x and y in Terms of r and s
- 6. Discussion
- 7. Alternate Formulations-I
- 8. Linear and Nonlinear Systems
- 9. The Riccati Equation
- 10. Alternate Formulations-II
- 11. The Reflection and Transmission Functions
- 12. Systems of Differential Equations
- 13. Large Linear Systems
- 14. Computational Considerations
- 15. Dynamic Programming
- 16. Discussion
- References
- Chapter 7. Quasilinearization and Invariant Imbedding
- 1. Introduction
- 2. The Predictor-Corrector Formula
- 3. Discussion
- 4. Linear Boundary-Value Problems
- 5. Numerical Results
- 6. Optimum Temperature Profiles in Tubular Reactors
- 7. Numerical Results
- 8. Discussion
- 9. Dynamic Programming and Quasilinearization-II
- 10. Discussion
- 11. Linear Differential Equations
- 12. Dynamic Programming and Quasilinearization-II
- 13. Further Reduction in Dimensionality
- 14. Discussion
- References
- Chapter 8. Invariant Imbedding, Nonlinear Filtering. and the Estimation of Variables and Parameters
- 1. Introduction
- 2. An Estimation Problem
- 3. Sequential and Nonsequential Estimates
- 4. The Invariant Imbedding Approach
- 5. The Optimal Estimates
- 6. Equation for the Weighting Function
- 7. A Numerical Example
- 8. Systems of Differential Equations
- 9. Estimation of State and Parameter-An Example
- 10. A More General Criterion
- 11. An Estimation Problem with Observational Noise and Disturbance Input
- 12. The Optimal Estimate-A Two-Point Boundary-Value Problem
- 13. Invariant Imbedding
- 14. A Numerical Example
- 15. Systems of Equations with Observational Noises and Disturbance Inputs
- 16. Discussion
- References
- Chapter 9. Parabolic Partial Differential Equations-Fixed Bed Reactors with Axial Mixing
- 1. Introduction
- 2. Isothermal Reactor with Axial Mixing
- 3. An Implicit Difference Approximation
- 4. Computational Procedure
- 5. Numerical Results-Isothermal Reactor
- 6. Adiabatic Reactor with Axial Mixing
- 7. Numerical Results-Adiabatic Reactor
- 8. Discussion
- 9. Influence of the Packing Particles
- 10. The Linearized Equations
- 11. The Difference Equations
- 12. Computational Procedure-Fixed Bed Reactor
- 13. Numerical Results-Fixed Bed Reactor
- 14. Conclusion
- References
- Appendix I. Variational Problems with Parameters
- 1. Introduction
- 2. Variational Equations with Parameters
- 3. Simpler End Conditions
- 4. Calculus of Variations with Control Variable Inequality Constraint
- 5. Pontryagin's Maximum Principle
- References
- Appendix II. The Functional Gradient Technique
- 1. Introduction
- 2. The Recurrence Relations
- 3. Numerical Example
- 4. Discussion
- References
- Author Index
- Subject Index
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