In this paper, we suggest a technique to avoid order reduction in time when integrating reaction-diffusion boundary value problems under non-homogeneous boundary conditions with exponential splitting methods. More precisely, we consider Lie-Trotter and Strang splitting methods and Dirichlet, Neumann and Robin boundary conditions. Beginning from an abstract framework in Banach spaces, a thorough...

The complex variable boundary element method or CVBEM is a numerical technique that can provide solutions to potential value problems in two or more dimensions by the use of an approximation function that is derived from the Cauchy integral equation in complex analysis. Given the potential values (i.e. a Dirichlet problem) along the boundary, the typical problem is to use the potential function...

A technique is proposed for the construction of Green’s functions for terminal-boundary value problems of the Black-Scholes equation. The technique permits an application to a variety of problems that vary by boundary conditions imposed. This is possible by extension of an approach that was earlier developed for partial differential equations in applied mechanics. The technique is based on the ...

In this paper, we investigate some properties of eigenvalues and eigenfunctions of boundary value problems with separated boundary conditions. Also, we obtain formal series solutions for some partial differential equations associated with the second order differential equation, and study necessary and sufficient conditions for the negative and positive eigenvalues of the boundary value problem....

In this article we have proposed an accurate finite difference method for approximate numerical solution of second order boundary value problem with Dirichlet boundary conditions. There are numerous numerical methods for solving these boundary value problems. Some these methods are more efficient and accurate than others with some advantages and disadvantages. The results in experiment on model...

Abstract It has been shown that seventh-order boundary value problem can be transformed into a system of integral equations, which can be solved by variational iteration technique. It is to be mentioned that, presently, the literature on the numerical solutions of seventh order boundary value problems and associated eigen value problems is not available. The approximate results of the equations...

The aim of this paper is to present a numerical method for singularly perturbed convection-diffusion problems with a delay. The method is a combination of the asymptotic expansion technique and the reproducing kernel method (RKM). First an asymptotic expansion for the solution of the given singularly perturbed delayed boundary value problem is constructed. Then the reduced regular delayed diffe...

In this work, by employing the Krasnosel'skii fixed point theorem, we study the existence of positive solutions of a three-point boundary value problem for the following fourth-order differential equation begin{eqnarray*} left { begin{array}{ll} u^{(4)}(t) -f(t,u(t),u^{prime prime }(t))=0 hspace{1cm} 0 leq t leq 1, & u(0) = u(1)=0, hspace{1cm} alpha u^{prime prime }(0) - beta u^{prime prime pri...

in chemical engineering, several processes are represented by singular boundary value problems. in general, classical numerical methods fail to produce good approximations for the singular boundary value problems. in this paper, chebyshev finite difference (chfd) method and dtm-pad´e method, which is a combination of differential transform method (dtm) and pad´e approximant, are applied for sol...

‎in this paper‎, ‎we consider an inverse boundary value problem for two-dimensional heat equation in an annular domain‎. ‎this problem consists of determining the temperature on the interior boundary curve from the cauchy data (boundary temperature and heat flux) on the exterior boundary curve‎. ‎to this end‎, ‎the boundary integral equation method is used‎. ‎since the resulting system of linea...