A new numerical method for solving the general form of the second order partial differential equations (Q2371986)

The authors present a new method for approximation of second-order partial differential equations. The method can be applied for elliptic, parabolic, hyperbolic and other equations. The boundary value problem is transformed to a system of integral equations and then to an optimization problem. Using the Riesz representation theorem the last problem is transformed to a linear programing problem and solving this problem produces the approximate solution. At the end of the paper two numerical examples are presented.