
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.
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
wave equation, such as the determination of
normal modes, are often stated as boundary value problems. A large class of important 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 equation
In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function.
The function is often thought of as an "unknown" to be solved for, similarly to ...
s 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.
Explanation
Boundary value problems are similar to
initial value problems. A boundary value problem has conditions specified at the extremes ("boundaries") of t