# Preface

This chapter gives an introduction to some techniques for solving boundary value problems. For more deep information we refer the reader to other sourses.

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## Glossary

# Boundary Value Problems (BVP)

Ordinary differential equations (ODEs) may be divided into two classes: linear equations and nonlinear equations. The latter have a richer mathematical structure than linear equations and generally much more difficult to solve in closed form. Unfortunately, the techniques applicable for solving second order nonlinear ODEs are not available at an undergraduate level. Therefore, we concentrate our attention on linear differential equations. Nevertheless, some techniques for solving nonlinear equations are presented at the end of this chapter.

A broad class of analytical solutions methods and numerical algorithms methods have been used for handling boundary value problems; we mention some of them:

- the Backlund transformation

M.R. Miura,*Backlund Transformation*, Springer-Verlag, Berlin, 1978. - Hirota’s bilinear method

R. Hirota, Direct methods in soliton theory, in: R.K. Bullogh, P.J. Caudrey (Eds.), Solitons, Springer, Berlin, 1980. - the Darboux transformation

C.H. Gu, H.S. Hu, Z.X. Zhou,*Darboux Transformation in Solitons Theory and Geometry Applications*, Shangai Science Technology Press, Shanghai, 1999. -
the symmetry method

P.J. Olver,*Application of Lie Group to Differential Equation*, Springer, New York, 1986. - the inverse scattering transformation

M.J. Ablowitz and H. Segur,*Solitons and the Inverse Scattering Transform*, SIAM, Philadelphia, PA, 1981. -
the Adomian decomposition method

G. Adomian,*Solving Frontier Problem of Physics: the Decomposition Method*, Kluwer Academic Publishers, Boston, MA, 1994. -
homotopy perturbation method

A. YildIrIm, Application of He’s homotopy perturbation method for solving the Cauchy reaction-diffusion problem,*Computers & Mathematics with Applications*,**57**(4) (2009) 612--618.

A. YildIrIm, T. Özis, Solutions of singular IVPs of Lane--Emden type by homotopy perturbation method,*Physics Letters*, A369, (1–2) (2007) 70--76.

A. YildIrIm, Solution of BVPs for fourth-order integro-differential equations by using homotopy perturbation method,*Computers & Mathematics with Applications*,**56**(12)(2008) 3175--3180.

Shijun Liao, On the homotopy analysis method for nonlinear problems,*Applied Mathematics and Computation*, 147, (2004) 499--513. -
variational iteration method

Ji-Huan He, "Variational iteration method---a kind of non-linear analytical technique: some examples,"*International Journal of Non-Linear Mechanics*, 1999, Vol 34, 699--708.

Ji-Huan He, "Variational iteration method for autonomous ordinary differential systems,"*Applied Mathematics and Computation*, 2000, Vol. 114, 115--123.

Consider the differential equation of the second order

**boundary value problem**.

The sufficient conditions (necessary conditions are unknown yet) that guarantee that a solution to the formulated above boundary value problem exists should be checked before any numerical scheme is applied; otherwise, a list of meaningless output may be generated. Some general conditions are stated in the following theorem. As usual, derivatives are denoted by primes.

**Theorem (Boundary Value Problem): ** Let *f(t,x,y)* be continuous on the region \( R = \{ (t,x,y)\,:\, a \le t \le b, \ - \infty < x < \infty , \ - \infty < y < \infty \} \) and the its partial derivatives \( \partial f / \partial x = f_x (t,x,y) \) and \( \partial f / \partial y = f_y (t,x,y) \) be also continuous on *R*. If there exists a positive constant *M* for which *f*_{x} and *f*_{y} satisfy

*x = x(t)*over \( a \le t \le b . \) ■

**Corollary (Linear Boundary Value Problem): ** Suppose that *f* in the previous theorem has the form
\( f(t,x,y) = p(t)\,y + q(t)\,x + r(t) \) and that *f* and its derivatives *f*_{x} = *q(t)* and *f*_{y} = *p(t)* are continuous on *R*. If there exists a positive constant *M* for which *p(t)* and *q(t)* satisfy

*x = x(t)*for \( a \le t \le b . \) ■

Linear Differential Operators

The general linear differential equation of the second order is an equation of the form

*g(x)*is a given function, known as driven term, forcing term, or nonhomogeneous term. We will use variables

*x*and

*t*as independent variables, and other (lower case) letters for dependent variables. Derivatives are usually also denoted by primes (

*y'*or

*y''*); however, it is a custom to use Newton's notation and denote derivatives with respect to time (denoted by

*t*) with dots, so instead of

*y'*we will use \( \dot{y} . \) Using the derivative operator, \( \texttt{D} = {\text d}/{\text d}x , \) we can rewrite the above differential equation in the operator form:

*L*

^{-1}is not unique and contains two arbitrary constants. In order to eliminate these constants, we have to impose auxiliary conditions (either initial or boundary).

- Fox, L., The Numerical Solution of Two-point Boundary Problems in Ordinary Differential Equations, Oxford Univ. Press, New York, 1957.
- Keskin, A.U., Boundary Value Problems for Engineers: with MATLAB Solutions, Springer; 1st ed. 2019.
- W. E. Milne, "On the numerical solution of a boundary value problem," Amer. Math. Monthly, v. 38, 1931, pp. 14-17.

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