Madalina Deaconu *†, Samuel Herrmann ‡, INITIAL-BOUNDARY VALUE PROBLEM FOR THE HEAT EQUATION—A STOCHASTIC ALGORITHM, The Annals of Applied Probability, Vol. 28, No. 3 (June 2018), pp. 1943-1976 ...

Boundary value problem: A static solution of the problem should be found in some region-and the dependent variable is specified on its boundary. Example: The Laplace equation.

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Investigation is made into the sensitivity of solutions of linear boundary value problems to perturbations of the boundary condition. We derive a useful quantity to decide for well or ill conditioning ...