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  2. Boundary value problem - Wikipedia

    en.wikipedia.org/wiki/Boundary_value_problem

    Boundary value problems are similar to initial value problems.A boundary value problem has conditions specified at the extremes ("boundaries") of the independent variable in the equation whereas an initial value problem has all of the conditions specified at the same value of the independent variable (and that value is at the lower boundary of the domain, thus the term "initial" value).

  3. Shooting method - Wikipedia

    en.wikipedia.org/wiki/Shooting_method

    In numerical analysis, the shooting method is a method for solving a boundary value problem by reducing it to an initial value problem.It involves finding solutions to the initial value problem for different initial conditions until one finds the solution that also satisfies the boundary conditions of the boundary value problem.

  4. Stochastic processes and boundary value problems - Wikipedia

    en.wikipedia.org/wiki/Stochastic_processes_and...

    Let be a domain (an open and connected set) in .Let be the Laplace operator, let be a bounded function on the boundary, and consider the problem: {() =, = (),It can be shown that if a solution exists, then () is the expected value of () at the (random) first exit point from for a canonical Brownian motion starting at .

  5. Quasilinearization - Wikipedia

    en.wikipedia.org/wiki/Quasilinearization

    In mathematics, quasilinearization is a technique which replaces a nonlinear differential equation or operator equation (or system of such equations) with a sequence of linear problems, which are presumed to be easier, and whose solutions approximate the solution of the original nonlinear problem with increasing accuracy.

  6. Stefan problem - Wikipedia

    en.wikipedia.org/wiki/Stefan_problem

    This is an energy balance which defines the position of the moving interface. Note that this evolving boundary is an unknown (hyper-)surface; hence, Stefan problems are examples of free boundary problems. Analogous problems occur, for example, in the study of porous media flow, mathematical finance and crystal growth from monomer solutions. [1]

  7. Adomian decomposition method - Wikipedia

    en.wikipedia.org/wiki/Adomian_decomposition_method

    The commented Poisson problem does not have a solution for any functional boundary conditions f 1, f 2, g 1, g 2; however, given f 1, f 2 it is always possible to find boundary functions g 1 *, g 2 * so close to g 1, g 2 as desired (in the weak convergence meaning) for which the problem has solution. This property makes it possible to solve ...

  8. Method of matched asymptotic expansions - Wikipedia

    en.wikipedia.org/wiki/Method_of_matched...

    A different approach to solving this problem was developed by Alessio Zaccone and coworkers and consists in placing the boundary condition right at the boundary layer distance, upon assuming (in a first-order approximation) a constant value of the pair distribution function in the outer layer due to convection being dominant there.

  9. Analytical regularization - Wikipedia

    en.wikipedia.org/wiki/Analytical_regularization

    In physics and applied mathematics, analytical regularization is a technique used to convert boundary value problems which can be written as Fredholm integral equations of the first kind involving singular operators into equivalent Fredholm integral equations of the second kind.