Family of self-adjoint nonlocal finite-difference schemes
heat equationnonlocal boundary conditionsself-adjoint finite difference schemestability criteriatwo-layer finite difference schemevariable coefficient
Heat equation (35K05) Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
This paper is devoted to the stability of a family of self-adjoint finite difference schemes for the heat equations with nonlocal boundary conditions. The self-adjoint property makes the use of general stability theorems for two-layer finite difference schemes possible. It also permits one to analyse the stability of finite difference schemes for variable coefficient problems. In this paper, first, the authors consider the problem \[ \frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial^2 x^2},\quad 0<x<1, \tag{1} \] \[ u(x,0)=u_0(x),\quad u(0,t)=\alpha u(1,t),\quad \gamma \frac{\partial u}{\partial x}(0,t)=\frac{\partial u}{\partial x}(1,t), \] where the parameters \(\alpha\) and \(\gamma\) are given nonnegative numbers. A self-adjoint finite difference schmeme is proposed for solving (1) and a stability criterion is given for this scheme. Next, the stability analysis is extended to self-adjoint difference schemes for the variable coefficient stationary problem and then, for the general problem \[ \frac{\partial u}{\partial t}=\frac{\partial}{\partial x}\left (k(x,t)\frac{\partial u}{\partial x}\right ),\quad 0<x<1,\,\,0<t\leq T,\,\, 0< c_1\leq k(x,t)\leq c_2, \tag{2} \] \[ u(x,0)=u_0(x),\quad u(0,t)=\gamma u(1,t),\quad k(1,t)\frac{\partial u}{\partial x}(1,t)=\gamma k(0,t)\frac{\partial u}{\partial x}(0,t), \] where \(k(x,t)\) is a sufficiently smooth function and \(\gamma\) is a numerical parameter. Stability criteria are given for the numerical solution of (2). The two cases \(\gamma\neq 1\) and \(\gamma=1\) are treated separately. No numerical example is given.
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