Related papers: Free Boundary Formulation for BVPs on a Semi-Infin…
In this paper we are concerned with a new class of BVP' s consisting of eigendependent boundary conditions and two supplementary transmission conditions at one interior point. By modifying some techniques of classical Sturm-Liouville theory…
The aim of this study is to present a reliable combination of the differential transformation method (DTM) and Pad\'e approximants to make, for the first time, a semi-analytic analysis of the problem of free convection boundary-layer flow…
In a transformation method, the numerical solution of a given boundary value problem is obtained by solving one or more related initial value problems. Therefore, a transformation method, like a shooting method, is an initial value method.…
In this paper we define a non-iterative transformation method for an Extended Blasius Problem. The original non-iterative transformation method, which is based on scaling invariance properties, was defined for the classical Blasius problem…
We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…
We define a non-iterative transformation method for Blasius equation with moving wall or surface gasification. The defined method allows us to deal with classes of problems in boundary layer theory that, depending on a parameter, admit…
A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…
This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…
Linear second order elliptic boundary value problems (BVP) on bounded Lipschitz domains are studied in the case of Gaussian white noise loads. Especially, Neumann and Robin BVPs are considered. The main obstacle for applying the usual…
The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A…
Motivated by a new kind of initial boundary value problem (IBVP) with a free boundary arising in wave-structure interaction, we propose here a general approach to one-dimensional IBVP as well as transmission problems. For general strictly…
We study a class of initial boundary value problems of hyperbolic type. A new topological approach is applied to prove the existence of non-negative classical solutions. The arguments are based upon a recent theoretical result.
In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…
In this paper we are concerned with a new class of BVP' s consisting of eigendependent boundary conditions and two supplementary transmission conditions at one interior point. By modifying some techniques of classical Sturm-Liouville theory…
Well-conditioned boundary integral methods for the solution of elliptic boundary value problems (BVPs) are powerful tools for static and dynamic physical simulations. When there are many close-to-touching boundaries (eg, in complex fluids)…
The first contribution of this paper is the extension of the non-iterative transformation method, proposed by T\"opfer more than a century ago and defined for the numerical solution of the Blasius problem, to a Blasius problem with extended…
Starting with a quantum particle on a closed manifold without boundary, we consider the process of generating boundaries by modding out by a group action with fixed points, and we study the emergent quantum dynamics on the quotient…
In this paper, we study weakly nonlinear boundary value problems on infinite intervals. For such problems, we provide criteria for the existence of solutions as well as a qualitative description of the behavior of solutions depending on a…
This paper is concerned with initial-boundary-value problems (IBVPs) for a class of nonlinear Schr\"odinger equations posed either on a half line $\mathbb{R}^+$ or on a bounded interval $(0, L)$ with nonhomogeneous boundary conditions. For…
In this paper we consider the initial boundary value problem of the Korteweg-de Vries equation posed on a finite interval \begin{equation} u_t+u_x+u_{xxx}+uu_x=0,\qquad u(x,0)=\phi(x), \qquad 0<x<L, \ t>0 \qquad (1) \end{equation} subject…