Nonlocal boundary value problems in differential and difference settings (Q731570)
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English | Nonlocal boundary value problems in differential and difference settings |
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Nonlocal boundary value problems in differential and difference settings (English)
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8 October 2009
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The author considers the partial differential equation \[ \frac{\partial u}{\partial t}=\frac{\partial }{\partial x}\left(k(x,t)\frac{\partial u}{\partial x}\right)-q(x,t)u+f(x,t), \quad 0<x<l, \; 0<t \leq T \] with the initial condition \[ u(x,0)=u_0(x), \quad 0 \leq x \leq l \] and with the nonlocal boundary conditions of the first kind \[ u_x(0,t)=0, \quad u(l,t)=\alpha(t)u(0,t),\quad 0 \leq t \leq T \] or of the second kind \[ u_x(0,t)=0, \quad u_x(l,t)=\alpha(t)u_x(0,t), \quad 0 \leq t \leq T. \] The both problems are approximated by finite difference schemes. The stability estimates are obtained for the differential as well as for the finite difference problems.
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parabolic PDE
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nonlocal boundary conditions of the first and the second kind
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finite difference method
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stability
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convergence
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