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In mathematics, a Dirichlet problem asks for a function which solves a specified partial differential equation (PDE) in the interior of a given region that takes prescribed values on the boundary of the region. [1] The Dirichlet problem can be solved for many PDEs, although originally it was posed for Laplace's equation. In that case the ...
The question of finding solutions to such equations is known as the Dirichlet problem. In the sciences and engineering, a Dirichlet boundary condition may also be referred to as a fixed boundary condition or boundary condition of the first type. It is named after Peter Gustav Lejeune Dirichlet (1805–1859). [1]
Perhaps the most celebrated example is Shizuo Kakutani's 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion. However, it turns out that for a large class of semi-elliptic second-order partial differential equations the associated Dirichlet boundary value problem can be solved using an Itō process that solves ...
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The Perron method works by finding the largest subharmonic function with boundary values below the desired values; the "Perron solution" coincides with the actual solution of the Dirichlet problem if the problem is soluble. The Dirichlet problem is to find a harmonic function in a domain, with boundary conditions given by a continuous function ().
Boundary value problems are similar to initial value problems.A boundary value problem has conditions specified at the extremes ("boundaries") of the independent variable in the equation whereas an initial value problem has all of the conditions specified at the same value of the independent variable (and that value is at the lower boundary of the domain, thus the term "initial" value).
First, we consider the case where Dirichlet boundary conditions are specified as = on the boundary of the region. If the Dirichlet boundary condition is satisfied on S {\displaystyle S} by both solutions (i.e., if φ = 0 {\displaystyle \varphi =0} on the boundary), then the left-hand side of ( 2 ) is zero.
Dirichlet also studied the first boundary-value problem, for the Laplace equation, proving the uniqueness of the solution; this type of problem in the theory of partial differential equations was later named the Dirichlet problem after him.