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initial boundary value problem

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  • Boundary value problem — In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional restraints, called the boundary conditions. A solution to a boundary value problem is a solution to the… …   Wikipedia

  • boundary value — ▪ mathematics       condition accompanying a differential equation in the solution of physical problems. In mathematical problems arising from physical situations, there are two considerations involved when finding a solution: (1) the solution… …   Universalium

  • Initial value problem — In mathematics, in the field of differential equations, an initial value problem is an ordinary differential equation together with specified value, called the initial condition, of the unknown function at a given point in the domain of the… …   Wikipedia

  • Examples of boundary value problems — We will use k to denote the square root of the absolute value of lambda.If lambda = 0 then:y(x) = Ax + B,solves the ODE. Substituted boundary conditions give that both A and B are equal to zero.For positive lambda we obtain that:y(x) = A e^{kx} + …   Wikipedia

  • Stochastic processes and boundary value problems — In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion.… …   Wikipedia

  • Cauchy boundary condition — In mathematics, a Cauchy (pronounced koe she ) boundary condition imposed on an ordinary differential equation or a partial differential equation specifies both the values a solution of a differential equation is to take on the boundary of the… …   Wikipedia

  • Narrow escape problem — The narrow escape problem is an ubiquitous problem in biology, biophysics and cellular biology. The formulation is the following: a Brownian particle (ion, molecule, or protein) is confined to a bounded domain (a compartment or a cell) by a… …   Wikipedia

  • Stefan problem — In mathematics and its applications, particularly to phase transitions in matter, a Stefan problem (also Stefan task) is a particular kind of boundary value problem for a partial differential equation (PDE), adapted to the case in which a phase… …   Wikipedia

  • Cauchy problem — The Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain side conditions which are given on a hypersurface in the domain. It is an extension of the initial value problem.Suppose that the… …   Wikipedia

  • Semigroup — This article is about the algebraic structure. For applications to differential equations, see C0 semigroup. In mathematics, a semigroup is an algebraic structure consisting of a set together with an associative binary operation. A semigroup… …   Wikipedia

  • Merton's portfolio problem — is a well known problem in continuous time finance. An investor with a finite lifetime must choose how much to consume and must allocate his wealth between stocks and a risk free asset so as to maximize expected lifetime utility. The problem was… …   Wikipedia

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