In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional restraints, called the boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also satisfies the boundary conditions.

Boundary value problems arise in several branches of physics as any physical differential equation will have them. Problems involving the wave equation, such as the determination of normal modes, are often stated as boundary value problems. A large class of important boundary value problems are the Sturm-Liouville problems.

Among the earliest boundary value problems to be studied is the Dirichlet problem, of finding the harmonic functions (solutions to Laplace's equation); the solution was given by the Dirichlet's principle.