Finite difference methods for a nonlocal boundary value problem for the heat equation (Q1176827)

This paper treats the heat equation on a strip \(0<x<1\), \(t>0\). The boundary conditions are of the form \(u(b,t)=g(b,t)+K(b)u(t)\), where \(b=0\hbox{ or }1\) and \(K\) is an integral operator over the interval \((0,1)\). Numerical methods are considered in which the differential equation is approximated by a difference equation and the integral operators are approximated by the trapezoid rule. Uniform error bounds are obtained for the forward and backward Euler methods and for the Crank-Nicolson method. For the Euler methods the analysis is based on a maximum principle, and for the Crank-Nicolson method energy estimates are used.