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  2. Laplace's equation - Wikipedia

    en.wikipedia.org/wiki/Laplace's_equation

    In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties.This is often written as = or =, where = = is the Laplace operator, [note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and (,,) is a twice-differentiable real-valued function.

  3. Poisson kernel - Wikipedia

    en.wikipedia.org/wiki/Poisson_kernel

    The kernel can be understood as the derivative of the Green's function for the Laplace equation. It is named for Siméon Poisson. Poisson kernels commonly find applications in control theory and two-dimensional problems in electrostatics. In practice, the definition of Poisson kernels are often extended to n-dimensional problems.

  4. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [ 2 ] [ 3 ] [ 4 ] Iterative relaxation of solutions is commonly dubbed smoothing because with certain equations, such as Laplace's equation , it resembles repeated application of a local ...

  5. Method of lines - Wikipedia

    en.wikipedia.org/wiki/Method_of_lines

    However, MOL has been used to solve Laplace's equation by using the method of false transients. [1] [8] In this method, a time derivative of the dependent variable is added to Laplace’s equation. Finite differences are then used to approximate the spatial derivatives, and the resulting system of equations is solved by MOL.

  6. Stochastic processes and boundary value problems - Wikipedia

    en.wikipedia.org/wiki/Stochastic_processes_and...

    Let be a domain (an open and connected set) in .Let be the Laplace operator, let be a bounded function on the boundary, and consider the problem: {() =, = (),It can be shown that if a solution exists, then () is the expected value of () at the (random) first exit point from for a canonical Brownian motion starting at .

  7. Separation of variables - Wikipedia

    en.wikipedia.org/wiki/Separation_of_variables

    The method of separation of variables is also used to solve a wide range of linear partial differential equations with boundary and initial conditions, such as the heat equation, wave equation, Laplace equation, Helmholtz equation and biharmonic equation.

  8. Finite volume method for two dimensional diffusion problem

    en.wikipedia.org/wiki/Finite_volume_method_for...

    We obtain the distribution of the property i.e. a given two dimensional situation by writing discretized equations of the form of equation (3) at each grid node of the subdivided domain. At the boundaries where the temperature or fluxes are known the discretized equation are modified to incorporate the boundary conditions.

  9. Walk-on-spheres method - Wikipedia

    en.wikipedia.org/wiki/Walk-on-spheres_method

    The WoS method can be modified to solve more general problems. In particular, the method has been generalized to solve Dirichlet problems for equations of the form = + [6] (which include the Poisson and linearized Poisson−Boltzmann equations) or for any elliptic partial differential equation with constant coefficients.