English
Related papers

Related papers: Boundary Value Problems for Linear PDEs with Varia…

200 papers

This work studies the initial-boundary value problem of the two-dimensional nonlinear Schr\"odinger equation on the half-plane with initial data in Sobolev spaces and Neumann or Robin boundary data in appropriate Bourgain spaces. It…

Analysis of PDEs · Mathematics 2022-04-28 A. Alexandrou Himonas , Dionyssios Mantzavinos

Nonlinear boundary value problems (BVPs) by means of the classical Lie symmetry method are studied. A new definition of Lie invariance for BVPs is proposed by the generalization of existing those on much wider class of BVPs. A class of…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

The goal of this work is to develop deep learning numerical methods for solving option XVA pricing problems given by non-linear PDE models. A novel strategy for the treatment of the boundary conditions is proposed, which allows to get rid…

Computational Finance · Quantitative Finance 2022-10-06 Joel P. Villarino , Álvaro Leitao , José A. García-Rodríguez

Free boundary problems are those described by PDEs that exhibit a priori unknown (free) interfaces or boundaries. These problems appear in Physics, Probability, Biology, Finance, or Industry, and the study of solutions and free boundaries…

Analysis of PDEs · Mathematics 2017-07-05 Xavier Ros-Oton

The purpose of this article is to study extrapolation of solvability for boundary value problems of elliptic systems in divergence form on the upper half-space assuming De Giorgi type conditions. We develop a method allowing to treat each…

Classical Analysis and ODEs · Mathematics 2017-05-17 Pascal Auscher , Mihalis Mourgoglou

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard…

Numerical Analysis · Computer Science 2015-06-18 Petr N. Vabishchevich

We study linear stochastic partial differential equations of parabolic type. We consider a new boundary value problem where a Cauchy condition is replaced by a prescribed average of the solution either over time and probabilistic space for…

Probability · Mathematics 2017-06-22 Nikolai Dokuchaev

A new definition of conditional invariance for boundary value problems involving a wide range of boundary conditions (including initial value problems as a special case) is proposed. It is shown that other definitions worked out in order to…

Mathematical Physics · Physics 2014-12-23 Roman Cherniha , John R King

In this paper, we investigate the Dirichlet boundary value problem on Cartan-Hadamard manifolds, focusing on the non-existence of bounded (viscosity) solutions to semi-linear elliptic equations of the form $\Delta u + f(u) = 0$ in domains…

Analysis of PDEs · Mathematics 2026-01-16 Marcos P. Cavalcante , José M. Espinar , Diego A. Marín

In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…

Numerical Analysis · Mathematics 2019-03-19 Luigi Brugnano , Gianluca Frasca-Caccia , Felice Iavernaro

We prove, by adapting the method of Colliander-Kenig (2002), local well-posedness of the initial-boundary value problem for the one-dimensional nonlinear Schroedinger equation on the half-line under low boundary regularity assumptions.

Analysis of PDEs · Mathematics 2007-05-23 Justin Holmer

We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…

Numerical Analysis · Mathematics 2023-12-21 Peter Binev , Andrea Bonito , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova

We study multidimensional difference equations with a continual variable in the Sobolev--Slobodetskii spaces. Using ideas and methods of the theory of boundary value problems for elliptic pseudo differential equations we suggest to consider…

Analysis of PDEs · Mathematics 2015-11-11 Alexander Vasilyev , Vladimir Vasilyev

The dynamical boundary value problem for viscoelastic half-space with cut in the form of a strip is considered. The problem is reduced to the singular integral equation of first kind. Using the method of orthogonal polynomials, the integral…

Mathematical Physics · Physics 2025-10-22 N. Shavlakadze , N. Odishelidze , B. Pachulia , F. Criado-Aldeanueva

A new method for the solution of initial-boundary value problems for \textit{linear} and \textit{integrable nonlinear} evolution PDEs in one spatial dimension was introduced by one of the authors in 1997 \cite{F1997}. This approach was…

Analysis of PDEs · Mathematics 2011-07-29 Dionyssios Mantzavinos , Athanassios S. Fokas

In this paper we consider an initial boundary value problem for a semilinear parabolic equation with nonlinear nonlocal boundary condition. We prove comparison principle, the existence theorem of a local solution and study the problem of…

Analysis of PDEs · Mathematics 2014-12-17 Alexander Gladkov , Tatiana Kavitova

We consider second order elliptic divergence form systems with complex measurable coefficients $A$ that are independent of the transversal coordinate, and prove that the set of $A$ for which the boundary value problem with $L_2$ Dirichlet…

Analysis of PDEs · Mathematics 2008-09-30 Pascal Auscher , Andreas Axelsson , Alan McIntosh

In this paper, we prove the existence of a weak solution for the Dirichlet boundary value problem related to the $p(x)-$Laplacian $$ -\mbox{div}(|\nabla u|^{p(x)-2}\nabla u)+u\in -[\underline{g}(x,u),\overline{g}(x,u)], $$ by using the…

Analysis of PDEs · Mathematics 2019-11-05 Mustapha Ait Hammou

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…

Classical Analysis and ODEs · Mathematics 2021-02-09 Alberto Cabada , Gennaro Infante , F. Adrián F. Tojo