Stability and convergence of difference schemes approximating a two-parameter nonlocal boundary value problem (Q2435161)

The one space dimensional heat equation with variable diffusion coefficient and a source term is presented. The equation is endowed with non-local boundary conditions of the type \[ u(0,t)= \alpha u(1,t), \;\;\;k(1)u_x(1,t) = \beta k(0)u_x(0,t) +\mu(t), \;\;0 \leq t \leq T, \] where \(k\) is the diffusion coefficient and \(\alpha, \beta\) are real parameters. A numerical scheme for solving approximate solutions based on the finite difference method is established. Using the energy method, a priori stability estimates for the numerical solution obtained by the proposed scheme are derived under certain condition for the parameters \(\alpha \) and \( \beta\). These estimates imply stability and convergence of the proposed difference schemes.