A direct boundary integral equation method for transmission problems

Integral Equation Methods for Free Boundary Problems∗

We outline a unified approach for treating free boundary problems arising in Finance using integral equation methods. Starting with the PDE formulations of the free boundary problems, we show how to derive nonlinear integral equations for the free boundaries in a variety of Finance applications. Methods to treat theoretical (existence, uniqueness) questions and analytical and numerical approxim...

Time-dependent problems with the boundary integral equation method

Time-dependent problems that are modeled by initial-boundary value problems for parabolic or hyperbolic partial differential equations can be treated with the boundary integral equation method. The ideal situation is when the right-hand side in the partial differential equation and the initial conditions vanish, the data are given only on the boundary of the domain, the equation has constant co...

The Boundary Integral Equation Method

A Numerical Boundary Integral Equation Method for Elastodynamics

The boundary initial value problems of elastodynamics are formulated as boundary integral equations. It is shown that these integral equations may be solved by time-stepping numerical methods for the unknown boundary values, A specific numerical scheme is presented for antiplane strain problems and a numerical example is given,

On the collocation method for a nonlinear boundary integral equation

In this paper we study a potential problem with a nonlinear boundary condition. Using the Green representation formula for a harmonic function we reformulate the nonlinear boundary value problem as a nonlinear boundary integral equation. We shall give a brief discussion of the solvability of the integral equation. The aim of this paper, however, is to analyse the collocation method for finding ...