Initial value methods for boundary value problems : theory and application of invariant imbedding In this book we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low rank