The boundary integral equation method for inequality problems

The Boundary Integral Equation Method

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...

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...

On the Boundary Integral Equation Method for a Mixed Boundary Value Problem of the Biharmonic Equation

This paper is concerned with weak solution of a mixed boundary value problem for the biharmonic equation in the plane. Using Green’s formula, the problem is converted into a system of Fredholm integral equations for the unknown data on different part of the boundary. Existence and uniqueness of the solutions of the system of boundary integral equations are established in appropriate Sobolev spa...

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 ...