I have a 12V DC power supply and have a digital guitar pedal that needs 15V DC. There are a few other 9V/5V power circuits that I created using voltage regulators and a couple of capacitors, but I'm not familiar with how to go UP in voltage.
In simple terms it's called a boost converter and, fairly efficiently takes a lower supply voltage and transforms it to a higher supply voltage. You can buy plenty of off-the-shelf items that will do the job - try ebay.
One word of warning though - if it's to be used for audio applications (such as the guitar pedal) you may need to boost up to (say) 18V then use a linear voltage regulator to generate 15V. Typical candidate would be an LM7815 for this.