Boundary value problem for a second-order elliptic equation in the exterior of an ellipse

We consider a boundary value problem for a second-order linear elliptic differential equation with constant coefficients in a domain that is the exterior of an ellipse. The boundary conditions of the problem contain the values of the function itself and its normal derivative. We give a constructive solution of the problem and find the number of solvability conditions for the inhomogeneous problem as well as the number of linearly independent solutions of the homogeneous problem. We prove the boundary uniqueness theorem for the solutions of this equation.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

On the solvability of a boundary value problem for the Laplace equation on a screen with a boundary condition for a directional derivative

We consider a three-dimensional boundary value problem for the Laplace equation on a thin plane screen with boundary conditions for the “directional derivative”: boundary conditions for the derivative of the unknown function in the directions of vector fields defined on the screen surface are posed on each side of the screen. We study the case in which the direction of these vector fields is close to the direction of the normal to the screen surface. This problem can be reduced to a system of two boundary integral equations with singular and hypersingular integrals treated in the sense of the Hadamard finite value. The resulting integral equations are characterized by the presence of integral-free terms that contain the surface gradient of one of the unknown functions. We prove the unique solvability of this system of integral equations and the existence of a solution of the considered boundary value problem and its uniqueness under certain assumptions.     

Nonlocal boundary value problems for second-order functional differential equations

We study the existence of a solution to a nonlocal boundary value problem for a class of second-order functional differential equations with piecewise constant arguments. The equation studied includes terms depending on the derivative as well as delay arguments in the derivative.     

Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient

The mixed (Dirichlet–Neumann) boundary‐value problem for the ‘Laplace’ linear differential equation with variable coefficient is reduced to boundary‐domain integro‐differential or integral equations (BDIDEs or BDIEs) based on a specially constructed parametrix. The BDIDEs/BDIEs contain integral operators defined on the domain under consideration as well as potential‐type operators defined on open sub‐manifolds of the boundary and acting on the trace and/or co‐normal derivative of the unknown solution or on an auxiliary function. Some of the considered BDIDEs are to be supplemented by the original boundary conditions, thus constituting boundary‐domain integro‐differential problems (BDIDPs). Solvability, solution uniqueness, and equivalence of the BDIEs/BDIDEs/BDIDPs to the original BVP, as well as invertibility of the associated operators are investigated in appropriate Sobolev spaces. Copyright © 2005 John Wiley & Sons, Ltd.     

Exact solution to the periodic boundary value problem for a first-order linear fuzzy differential equation with impulses

Using the expression of the exact solution to a periodic boundary value problem for an impulsive first-order linear differential equation, we consider an extension to the fuzzy case and prove the existence and uniqueness of solution for a first-order linear fuzzy differential equation with impulses subject to boundary value conditions. We obtain the explicit solution by calculating the solutions on each level set and justify that the parametric functions obtained define a proper fuzzy function. Our results prove that the solution of the fuzzy differential equation of interest is determined, under the appropriate conditions, by the same Green’s function obtained for the real case. Thus, the results proved extend some theorems given for ordinary differential equations.     

On bounded solutions of a nonlinear Schrödinger equation on the half-line

We consider the problem on nonzero solutions of the Schrödinger equation on the half-line with potential that implicitly depends on the wave function via a nonlinear ordinary differential equation of the second order under zero boundary conditions for the wave function and the condition that the potential is zero at the beginning of the interval and its derivative is zero at infinity. The problem is reduced to the analysis and investigation of solutions of the Cauchy problem for a system of two nonlinear second-order ordinary differential equations with initial conditions depending on two parameters. We show that if the solution of the Cauchy problem for some parameter values can be extended to the entire half-line, then there exists a nonzero solution of the original problem with finitely many zeros.     

Approximate solution to a boundary value problem for the Lyapunov differential equation with a parameter

A special boundary value problem is studied for the Lyapunov differential equation which is used for investigation of the asymptotic properties of solutions to systems of periodic differential equations with a parameter. An algorithm is proposed for constructing an approximate solution to this boundary value problem, and conditions on the parameter are found under which the zero solution to the system is asymptotically stable.     

Neumann and Robin problems in a cracked domain with jump conditions on cracks

The boundary value problem for the Laplace equation is studied on a domain with smooth compact boundary and with smooth internal cracks. The Neumann or the Robin condition is given on the boundary of the domain. The jump of the function and the jump of its normal derivative is prescribed on the cracks. The solution is looked for in the form of the sum of a single layer potential and a double layer potential. The solvability of the corresponding integral equation is determined and the explicit solution of this equation is given in the form of the Neumann series. Estimates for the absolute value of the solution of the boundary value problem and for the absolute value of the gradient of the solution are presented.     

Propagation of TM waves in a layer with arbitrary nonlinearity

A boundary value problem for Maxwell’s equations describing propagation of TM waves in a nonlinear dielectric layer with arbitrary nonlinearity is considered. The layer is located between two linear semi-infinite media. The problem is reduced to a nonlinear boundary eigenvalue problem for a system of second-order nonlinear ordinary differential equations. A dispersion equation for the eigenvalues of the problem (propagation constants) is derived. For a given nonlinearity function, the dispersion equation can be studied both analytically and numerically. A sufficient condition for the existence of at least one eigenvalue is formulated.     

On a generalization of the Neumann problem for the Laplace equation outside cuts in a plane

A boundary value problem for harmonic functions outside cuts in a plane is considered. The jump of the normal derivative is specified on the cuts as well as a linear combination of the normal derivative on one side of the cut and the jump of the unknown function. The problem is studied with three different conditions at infinity, which lead to different results on existence and number of solutions. The integral representation for a solution is obtained in the form of potentials density in which satisfies the uniquely solvable Fredholm integral equation of the 2nd kind. Copyright © 2004 John Wiley & Sons, Ltd.     

一类非线性三阶微分方程边值问题解的存在唯一性

研究了一类非线性三阶微分方程边值问题解的存在唯一性.首先分析了近年来国内外三阶微分方程边值问题的研究成果,提出了边值条件中含非线性函数的非线性三阶微分方程边值问题.然后寻找相关线性问题的解决途径,利用Banach不动点定理,证明了提出的边值问题存在唯一解.最后,举例阐述了主要结果的应用.     

A sufficient condition for the existence of a positive solution for a nonlinear fractional differential equation with the Riemann–Liouville derivative

In this work, by means of the fixed point theorem in a cone, we establish the existence result for a positive solution to a kind of boundary value problem for a nonlinear differential equation with a Riemann–Liouville fractional order derivative. An example illustrating our main result is given. Our results extend previous work in the area of boundary value problems of nonlinear fractional differential equations [C. Goodrich, Existence of a positive solution to a class of fractional differential equations, Appl. Math. Lett. 23 (2010) 1050–1055].     

The modified jump problem for the Laplace equation and singularities at the tips

The boundary value problem for the Laplace equation outside several cuts in a plane is studied. The jump of the solution of the Laplace equation and the boundary condition containing the jump of its normal derivative are specified of the cuts. The unique solution of this problem is obtained. The problem is reduced to the uniquely solvable Fredholm equation of the second kind and index zero. The singularities at the ends of the cuts are investigated.     

Wave Propagation in Dissipative or Dispersive Non-linear Media

A singular perturbation method is developed to investigate onedimensional weak nonlinear waves in dissipative or dispersivemedia. Utilizing this method a boundary value problem for asystem of partial differential equations characterizing wavepropagation in homogeneous dissipative or dispersive media isstudied. In order to obtain a first-order uniformly valid solution,the problem is reduced to an initial value problem for scalarnon-linear partial differential equation. Some special casesarising from the structure of coefficient matrices are examinedand the method is extended to these cases. As an applicationof the perturbation method, various problems of wave propagationin a finite linear viscoelastic half-space are studied.     

分数阶微分方程的一些新结果

第一部分,介绍分数阶导数的定义和著名的Mittag—Leffler函数的性质．第二部分,利用单调迭代方法给出了具有2序列Riemann—Liouville分数阶导数微分方程初值问题解的存在性和唯一性．第三部分,利用上下解方法和Schauder不动点定理给出了具有2序列Riemann—Liouville分数阶导数微分方程周期边值问题解的存在性．第四部分,利用Leray—Schauder不动点定理和Banach压缩映像原理建立了具有n序列Riemann—Liouville分数阶导数微分方程初值问题解的存在性、唯一性和解对初值的连续依赖性．第五部分,利用锥上的不动点定理给出了具有Caputo分数阶导数微分方程边值问题,在超线性（次线性）条件下C310,11正解存在的充分必要条件．最后一部分,通过建立比较定理和利用单调迭代方法给出了具有Caputo分数阶导数脉冲微分方程周期边值问题最大解和最小解的存在性．     

含有积分、反周期和带P-Laplacian算子的分数阶微分方程边值问题解的存在性

利用格林函数的性质和Banach压缩映射原理讨论了含P-Laplacian算子反周期边值问题的解.首先,求出与该边值问题相关的格林函数并给出了格林函数的性质;然后将边值问题转化为与其等价的积分方程,利用格林函数的性质及Banach压缩映射原理得到边值问题解的唯一性;最后给出实例验证结果的合理性.     

Domain of existence for the solution of some IVP's and BVP's by using an efficient ninth-order iterative method

In this paper, we consider the problem of solving initial value problems and boundary value problems through the point of view of its continuous form. It is well known that in most cases these types of problems are solved numerically by performing a discretization and applying the finite difference technique to approximate the derivatives, transforming the equation into a finite-dimensional nonlinear system of equations. However, we would like to focus on the continuous problem, and therefore, we try to set the domain of existence and uniqueness for its analytic solution. For this purpose, we study the semilocal convergence of a Newton-type method with frozen first derivative in Banach spaces. We impose only the assumption that the Fréchet derivative satisfies the Lipschitz continuity condition and that it is bounded in the whole domain in order to obtain appropriate recurrence relations so that we may determine the domains of convergence and uniqueness for the solution. Our final aim is to apply these theoretical results to solve applied problems that come from integral equations, ordinary differential equations, and boundary value problems.