Differential equations with interface conditions

Fractional Partial Differential Equations with Boundary Conditions

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show well-posedness of the associated Cauchy problems in C0(Ω) and L1(Ω). In order to do so we develop a new method of embedding finite state Markov processes into F...

Impulsive Functional-differential Equations with Nonlocal Conditions

Linear Stochastic Differential Equations with Boundary Conditions

We study linear stochastic differential equations with affine boundary conditions. The equation is linear in the sense that both the drift and the diffusion coefficient are affine functions of the solution. The solution is not adapted to the driving Brownian motion, and we use the extended stochastic calculus of Nualar t and Pardoux [16] to analyse them. We give analytical necessary and suffici...

Ordinary Differential Equations with Nonlinear Boundary Conditions

The method of lower and upper solutions combined with the monotone iterative technique is used for ordinary differential equations with nonlinear boundary conditions. Some existence results are formulated for such problems. 2000 Mathematics Subject Classification: 34A45, 34B15, 34A40.

Interface Relaxation Methods for Elliptic Differential Equations

A population of eight non-overlapping domain decomposition methods for solving elliptic differential equations are viewed and formulated as iterated interface relaxation procedures. A comprehensive review of the underlying mathematical ideas and the computational characteristics is given. The existing theoretical results are also reviewed and high level descriptions of the various algorithms ar...