Boundary value problems (BVPs) lie at the heart of mathematical analysis and have wide-ranging applications across physics, engineering and other scientific disciplines. At their core, these problems ...

The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 (34 pages) The initial-boundary value problem for the heat equation is solved by using an algorithm based on a random walk ...

Reviews ordinary differential equations, including solutions by Fourier series. Physical derivation of the classical linear partial differential equations (heat, wave, and Laplace equations). Solution ...

Fourth-order boundary value problems (BVPs) constitute an essential class of differential equations where the highest derivative is of fourth order. These equations arise naturally in the mathematical ...

Thomas A. Manteuffel and Andrew B. White, Jr. In this paper, we examine the solution of second-order, scalar boundary value problems on nonuniform meshes. We show that certain commonly used difference ...

Reviews ordinary differential equations, including solutions by Fourier series. Physical derivation of the classical linear partial differential equations (heat, wave, and Laplace equations). Solution ...