Novel exact solutions for PDEs with mixed boundary conditions

Abstract We develop methods for the solution of inhomogeneous Robin-type boundary value problems (BVPs) that arise for certain linear parabolic partial differential equations (PDEs) on a half-line, as well as a second-order generalization. We are able to obtain nonstandard solutions to equations ari...

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Main Authors: Mark Craddock, Martino Grasselli, Andrea Mazzoran
Format: Article
Language:English
Published: SpringerOpen 2025-01-01
Series:Boundary Value Problems
Subjects:
Online Access:https://doi.org/10.1186/s13661-024-01989-2
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author Mark Craddock
Martino Grasselli
Andrea Mazzoran
author_facet Mark Craddock
Martino Grasselli
Andrea Mazzoran
author_sort Mark Craddock
collection DOAJ
description Abstract We develop methods for the solution of inhomogeneous Robin-type boundary value problems (BVPs) that arise for certain linear parabolic partial differential equations (PDEs) on a half-line, as well as a second-order generalization. We are able to obtain nonstandard solutions to equations arising in a range of areas, including mathematical finance, stochastic analysis, hyperbolic geometry, and mathematical physics. Our approach uses the odd and even Hilbert transforms. The solutions we obtain and the method itself seem to be new.
format Article
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institution Kabale University
issn 1687-2770
language English
publishDate 2025-01-01
publisher SpringerOpen
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series Boundary Value Problems
spelling doaj-art-db135ba209a14d80b0860e3409f8ecbb2025-01-26T12:45:01ZengSpringerOpenBoundary Value Problems1687-27702025-01-012025113810.1186/s13661-024-01989-2Novel exact solutions for PDEs with mixed boundary conditionsMark Craddock0Martino Grasselli1Andrea Mazzoran2School of Mathematical and Physical Sciences, University of Technology SydneyDepartment of Mathematics “Tullio Levi Civita”, University of PadovaDepartment of Mathematics “Tullio Levi Civita”, University of PadovaAbstract We develop methods for the solution of inhomogeneous Robin-type boundary value problems (BVPs) that arise for certain linear parabolic partial differential equations (PDEs) on a half-line, as well as a second-order generalization. We are able to obtain nonstandard solutions to equations arising in a range of areas, including mathematical finance, stochastic analysis, hyperbolic geometry, and mathematical physics. Our approach uses the odd and even Hilbert transforms. The solutions we obtain and the method itself seem to be new.https://doi.org/10.1186/s13661-024-01989-2Fundamental solutionsParabolic PDEsBoundary value problemsLaplace transformFourier transformHilbert transform
spellingShingle Mark Craddock
Martino Grasselli
Andrea Mazzoran
Novel exact solutions for PDEs with mixed boundary conditions
Boundary Value Problems
Fundamental solutions
Parabolic PDEs
Boundary value problems
Laplace transform
Fourier transform
Hilbert transform
title Novel exact solutions for PDEs with mixed boundary conditions
title_full Novel exact solutions for PDEs with mixed boundary conditions
title_fullStr Novel exact solutions for PDEs with mixed boundary conditions
title_full_unstemmed Novel exact solutions for PDEs with mixed boundary conditions
title_short Novel exact solutions for PDEs with mixed boundary conditions
title_sort novel exact solutions for pdes with mixed boundary conditions
topic Fundamental solutions
Parabolic PDEs
Boundary value problems
Laplace transform
Fourier transform
Hilbert transform
url https://doi.org/10.1186/s13661-024-01989-2
work_keys_str_mv AT markcraddock novelexactsolutionsforpdeswithmixedboundaryconditions
AT martinograsselli novelexactsolutionsforpdeswithmixedboundaryconditions
AT andreamazzoran novelexactsolutionsforpdeswithmixedboundaryconditions