Related papers: A transformation-based approach for solving stiff …
A boundary value problem associated to the difference equation with advanced argument \begin{equation} \label{*}\Delta\bigl (a_{n}\Phi(\Delta x_{n})\bigr)+b_{n}\Phi(x_{n+p} )=0,\ \ n\geq1 \tag{$*$} \end{equation} is presented, where…
In this work, we present a numerical method for the initial-boundary value problem (IBVP) of first-order hyperbolic systems with source terms. The scheme directly solves the relaxation system using a relatively coarse mesh and captures the…
A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to…
This paper develops 'covariant tomography', a local framework for solving Inverse Boundary Value Problems (IBVP) for parallel transport equation on star-shaped domains. By integrating geometric decomposition with specific interior…
High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…
This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…
We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…
In this paper, we focus on the existence and uniqueness of solutions of boundary value problems for a coupled system of fractional differential equations with four-point boundary conditions involving $\psi$-Caputo fractional derivatives.…
Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…
We suggest a modification of the operator exponential method for the numerical solving the difference linear initial boundary value problems. The scheme is based on the representation of the difference operator for given boundary conditions…
We consider a system of two singularly perturbed Boundary Value Problems (BVPs) of convection-diffusion type with discontinuous source terms and a small positive parameter multiplying the highest derivatives. Then their solutions exhibit…
In this paper we outline a general method for finding well-posed boundary value problems for linear equations of mixed elliptic and hyperbolic type, which extends previous techniques of Berezanskii, Didenko, and Friedrichs. This method is…
In this paper, we study the well-posedness of boundary value problems for a special class of degenerate elliptic equations coming from geometry. Such problems is intimately tied to rigidity problem arising in infinitesimal isometric…
The classical numerical treatment of boundary value problems defined on infinite intervals is to replace the boundary conditions at infinity by suitable boundary conditions at a finite point, the so-called truncated boundary. A truncated…
This paper presents a novel and direct approach to price boundary and final-value problems, corresponding to barrier options, using forward deep learning to solve forward-backward stochastic differential equations (FBSDEs). Barrier…
This paper is concerned with a class of partial differential equations, which are the linear combinations, with constant coefficients, of the classical flows of the KdV hierarchy. A boundary value problem with inhomogeneous boundary…
In this paper a new class of modified-Hessian equations, closely related to the Optimal Transportation Equation, will be introduced and studied. In particular, the existence of globally smooth, classical solutions of these equations…
In this paper, by using Krasnoselskii's fixed point theorem in a cone, we study the existence of single and multiple positive solutions to the three-point integral boundary value problem (BVP) \begin{equation*} \label{eq-1} \begin{gathered}…
A new transform pair which can be used to solve mixed boundary value problems for Laplace's equation and the complex Helmholtz equation in bounded convex planar domains is presented. This work is an extension of Crowdy (2015, CMFT, 15,…
Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…