Boundary value problem

In mathematics, in the field of differential equations, a boundary

value problem is a differential equation together with a set of
additional constraints, called the boundary conditions.[1] A
solution to a boundary value problem is a solution to the differential
equation which also satisfies the boundary conditions.

Boundary value problems arise in several branches of physics as any

physical differential equation will have them. Problems involving the Shows a region where a differential
wave equation, such as the determination of normal modes, are equation is valid and the associated
often stated as boundary value problems. A large class of important boundary values
boundary value problems are the Sturm–Liouville problems. The
analysis of these problems involves the eigenfunctions of a
differential operator.

To be useful in applications, a boundary value problem should be well posed. This means that given the
input to the problem there exists a unique solution, which depends continuously on the input. Much
theoretical work in the field of partial differential equations is devoted to proving that boundary value
problems arising from scientific and engineering applications are in fact well-posed.

Among the earliest boundary value problems to be studied is the Dirichlet problem, of finding the
harmonic functions (solutions to Laplace's equation); the solution was given by the Dirichlet's principle.

Contents
Explanation
Types of boundary value problems
Boundary value conditions
Examples
Differential operators
Applications
Electromagnetic potential
See also
Notes
References
External links

Explanation
Boundary value problems are similar to initial value problems. A boundary value problem has conditions
specified at the extremes ("boundaries") of the independent variable in the equation whereas an initial
value problem has all of the conditions specified at the same value of the independent variable (and that
value is at the lower boundary of the domain, thus the term "initial" value). A boundary value is a data
value that corresponds to a minimum or maximum input, internal, or output value specified for a system
or component.[2]

For example, if the independent variable is time over the domain [0,1], a boundary value problem would
specify values for at both and , whereas an initial value problem would specify a value of
and at time .

Finding the temperature at all points of an iron bar with one end kept at absolute zero and the other end
at the freezing point of water would be a boundary value problem.

If the problem is dependent on both space and time, one could specify the value of the problem at a given
point for all time or at a given time for all space.

Concretely, an example of a boundary value (in one spatial dimension) is the problem

to be solved for the unknown function with the boundary conditions

Without the boundary conditions, the general solution to this equation is

From the boundary condition one obtains

which implies that From the boundary condition one finds

and so One sees that imposing boundary conditions allowed one to determine a unique solution,
which in this case is

Types of boundary value problems

Boundary value conditions

A boundary condition which specifies the value of the function itself is a Dirichlet boundary condition, or
first-type boundary condition. For example, if one end of an iron rod is held at absolute zero, then the
value of the problem would be known at that point in space.

A boundary condition which specifies the value of the normal derivative of the function is a Neumann
boundary condition, or second-type boundary condition. For example, if there is a heater at one end of
an iron rod, then energy would be added at a constant rate but the actual temperature would not be
known.
If the boundary has the
form of a curve or
surface that gives a value
to the normal derivative
and the variable itself
then it is a Cauchy
boundary condition.

Examples

Summary of boundary
conditions for the Finding a function to describe the temperature of this idealised 2D rod is a boundary
unknown function, , value problem with Dirichlet boundary conditions. Any solution function will both solve
constants and the heat equation, and fulfill the boundary conditions of a temperature of 0 K on the left
specified by the boundary and a temperature of 273.15 K on the right boundary.
boundary conditions,
and known scalar
functions and specified by the boundary conditions.

Name Form on 1st part of boundary Form on 2nd part of boundary

Dirichlet

Neumann

Robin

Mixed

Cauchy both and

Differential operators

Aside from the boundary condition, boundary value problems are also classified according to the type of
differential operator involved. For an elliptic operator, one discusses elliptic boundary value problems.
For a hyperbolic operator, one discusses hyperbolic boundary value problems. These categories are
further subdivided into linear and various nonlinear types.

Applications

Electromagnetic potential

In electrostatics, a common problem is to find a function which describes the electric potential of a given
region. If the region does not contain charge, the potential must be a solution to Laplace's equation (a so-
called harmonic function). The boundary conditions in this case are the Interface conditions for
electromagnetic fields. If there is no current density in the region, it is also possible to define a magnetic
scalar potential using a similar procedure.

See also

Related mathematics: Physical applications: Numerical algorithms:

Initial value problem Waves Shooting method

Green's function Normal mode Direct multiple
Stochastic processes and Electrostatics shooting method
boundary value problems Potential theory Walk-on-spheres
Sturm–Liouville theory Computation of radiowave method
Sommerfeld radiation condition attenuation in the atmosphere Finite Difference
Perfect thermal contact condition Black hole Method

Notes
1. Daniel Zwillinger (12 May 2014). Handbook of Differential Equations (https://books.google.com/book
s?id=9QLjBQAAQBAJ&pg=PA536&dq=%22boundary+value+problem%22&hl=en&sa=X&ved=0ahU
KEwjd0abJscHjAhWXGc0KHYOuAcsQ6AEINzAC#v=onepage&q=%22boundary%20value%22&f=fa
lse). Elsevier Science. pp. 536–. ISBN 978-1-4832-2096-3.
2. ISO/IEC/IEEE International Standard - Systems and software engineering. ISO/IEC/IEEE
24765:2010(E). pp. vol., no., pp.1-418.

References
A. D. Polyanin and V. F. Zaitsev, Handbook of Exact Solutions for Ordinary Differential Equations
(2nd edition), Chapman & Hall/CRC Press, Boca Raton, 2003. ISBN 1-58488-297-2.
A. D. Polyanin, Handbook of Linear Partial Differential Equations for Engineers and Scientists,
Chapman & Hall/CRC Press, Boca Raton, 2002. ISBN 1-58488-299-9.

External links
Hazewinkel, Michiel, ed. (2001) [1994], "Boundary value problems in potential theory" (https://www.e
ncyclopediaofmath.org/index.php?title=p/b017390), Encyclopedia of Mathematics, Springer
Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4
Hazewinkel, Michiel, ed. (2001) [1994], "Boundary value problem, complex-variable methods" (http
s://www.encyclopediaofmath.org/index.php?title=p/b017340), Encyclopedia of Mathematics, Springer
Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4
Linear Partial Differential Equations: Exact Solutions and Boundary Value Problems (http://eqworld.ip
mnet.ru/en/solutions/lpde.htm) at EqWorld: The World of Mathematical Equations.
"Boundary value problem" (http://www.scholarpedia.org/article/Boundary_value_problem).
Scholarpedia.

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