Stability and convergence of difference schemes approximating a nonlocal Steklov boundary value problem of the second class

DOI10.1134/S0012266115010097MaRDI QIDQ2345838zbMATH OpenFDO

Authors Anatoly A. Alikhanov

Publication date 21 May 2015

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0012266115010097

zbMATH Keywords

convergenceerror boundsfinite difference schemeheat equationnonlocal boundary conditionsnumerical examplestability

Mathematics Subject Classification ID

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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

The paper deals with the finite difference discretization of the heat equation with variable coefficients and nonlocal boundary conditions containing real parameters. The author derives a priori estimates for the solution of the difference problem, which imply the stability and convergence of the constructed difference schemes. Numerical examples, demonstrating the second-order convergence, are presented.

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Cited in

(6)

• Stability and convergence of difference schemes approximating a two-parameter nonlocal boundary value problem
• scientific article; zbMATH DE number 4178684 (Why is no real title available?)
• A difference method for solving the Steklov nonlocal boundary value problem of second kind for the time-fractional diffusion equation
• A higher order difference scheme for the time fractional diffusion equation with the Steklov nonlocal boundary value problem of the second kind
• On the stability and convergence of nonlocal difference schemes
• Applications of Steklov-type eigenvalue problems to convergence of difference schemes for parabolic and hyperbolic equations with dynamical boundary conditions

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