A second-order accurate finite difference scheme for a class of nonlocal parabolic equations with natural boundary conditions (Q5961651)

The author derives an implicit two-level difference scheme for a spatially one-dimensional linear parabolic differential equation with a nonlocal term that has the form of an integral over the spatial interval. At the left hand boundary point a Dirichlet condition is prescribed whereas at the right-hand boundary point the values of the sum of the solution and its spatial derivative are given. The author proves his scheme to be convergent of second order in the space and in the time step and confirms this by a carefully presented numerical case study.