Stability in the numerical solution of the heat equation with nonlocal boundary conditions
finite differencesheat equationintegral boundary conditionsmethod of linessemidiscretizationstability
Heat equation (35K05) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
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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