Numerical solutions of reaction-diffusion equations with nonlocal boundary conditions (Q5948579)

The author proposes a numerical method for a heat equation with additional advection and reaction terms and with boundary conditions depending on integrals of the solution. A backward Euler method is used for the temporal discretization, and the matrix for each time step is required to be positive definite. The numerical method is shown to produce sequences of upper and lower solutions, thus proving convergence of the method.