A high-order difference scheme for a nonlocal boundary-value problem for the heat equation (Q2781177)

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scientific article; zbMATH DE number 1720912
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A high-order difference scheme for a nonlocal boundary-value problem for the heat equation
scientific article; zbMATH DE number 1720912

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    19 March 2002
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    convergence
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    heat equation
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    parabolic equation
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    nonlocal boundary value problem
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    difference scheme
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    energy method
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    numerical examples
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    A high-order difference scheme for a nonlocal boundary-value problem for the heat equation (English)
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    The author studies a high order difference scheme for a non-local boundary-value problem of a parabolic equation. The integrals in the boundary equations are approximated by the composite Simpson rule. The unconditional solvability and convergence of the difference scheme is proved by the energy method. The convergence rate of the difference scheme is second order in time and fourth order in space. Some numerical examples are provided to illustrate the convergence.
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