An implicit finite difference scheme for the diffusion equation subject to mass specification (Q2641089)

A succinct difference scheme is constructed for the problem: \(U_ t=U_{xx},\quad 0<x<1,\quad 0<t\leq T,\quad U(x,0)=f(x)\) \(U_ x(1,t)=g(t),\quad \int^{b}_{0}U(x,t)dx=M(t),\quad 0<b<1.\) The properties of the scheme (as simple structure, economical for computation etc.) are numerically compared with a Galerkin procedure for this problem.