Invariant imbedding and the numerical integration of boundary-value problems for unstable linear systems of ordinary differential equations

Abstract

In such diverse areas as radiative transfer in planetary atmospheres and optimal guidance and control, two-point boundary-value problems for unstable systems arise, greatly complicating the numerical solution. An invariant imbedding technique is presented which is useful in overcoming these frequently encountered instabilities, and the results of some numerical experiments are given.