A new numerical method for solving the general form of the second order partial differential equations
linear programing problemmeasure theorynumerical examplesRiesze representation theoremsecond-order partial differential equationssystem of integral equationsTaylor polynomial
Integral representations of solutions to PDEs (35C15) Boundary value problems for linear higher-order PDEs (35G15) Numerical mathematical programming methods (65K05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Boundary element methods for boundary value problems involving PDEs (65N38) Linear programming (90C05)
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.
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