On a family of nonlocal difference schemes (Q1033668)

A weighted finite differences integration scheme for the linear one-dimensional heat equation with non local (with respect to space) boundary conditions is analyzed. The analysis proceeds first by calculating the spectrum of the continuum problem, in particular the distribution of the real parts of the eigenvalues, and then carrying out a similar study of the proposed finite difference method applied to this problem. The purpose is to establish necessary and sufficient conditions for the stability of the numerical scheme with respect to the initial data. The analysis generalizes previous results obtained by the same authors [\textit{A. V. Gulin} and \textit{V. A. Morozova}, Comput. Methods Appl. Math. 9, No.~1, 79--99 (2009; Zbl 1181.65130)] to other domains in the parameter space. In particular, it is shown here that the numerical method may be unstable for all positive weights and time step sizes if certain conditions on the parameters of the problem are satisfied.