Abstract :
The intent of this book is to develop and present ideas relating to the numerical solution of partial differential equations employing minimization techniques based on dynamic programming. The bulk of the material is devoted to linear-elliptic equations employing the potential equation to clarify the exposition. Familiarity with neither dynamic programming, nor partial differential equations, is assumed; however, the reader would probably be more comfortable with at least a nodding acquaintance with dynamic programming, invariant imbedding, and quasi-linearization, as well as at least some idea of the differences between elliptic, parabolic, and hyperbolic partial differential equations. A more essential prerequisite actually would be a measure of Bellman´s zest for analysis. For those lacking the evangelical zeal, other approaches appear workable and worthwhile, as will be discussed later.
