Stability in the numerical solution of the heat equation with nonlocal boundary conditions (Q1612441)

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Stability in the numerical solution of the heat equation with nonlocal boundary conditions
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    Stability in the numerical solution of the heat equation with nonlocal boundary conditions (English)
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    22 August 2002
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    This paper deals with numerical methods for the solution of the heat equation with integral boundary conditions. Finite differences are used for the discretization in space. The matrices specifying the resulting semidiscrete problem are proved to satisfy a sectorial resolvent condition and unconditional stability is proved for the fully discrete numerical process. This stability result is established in the maximum norm.
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    heat equation
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    method of lines
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    stability
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    semidiscretization
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    integral boundary conditions
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    finite differences
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