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

DOI10.1134/S0012266113070021MaRDI QIDQ2435161zbMATH OpenFDO

Authors Anatoly A. Alikhanov

Publication date 3 February 2014

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0012266113070021

zbMATH Keywords

convergenceenergy methodfinite difference schemenon-local boundary value heat equationstability

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)

Review text

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.

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Cited in

(18)

• Uniform stability of a one-parameter family of difference schemes
• Fractional order tube model reference adaptive control for a class of fractional order linear systems
• Stability of a family of difference schemes for the Samarskii-Ionkin problem with variable coefficient
• A compact difference scheme for multi-point boundary value problems of heat equations
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• A high-order difference scheme for a nonlocal boundary-value problem for the heat equation
• Stability and convergence of difference schemes for boundary value problems for the fractional-order diffusion equation
• scientific article; zbMATH DE number 4216023 (Why is no real title available?)
• Stability and convergence of the variable directions difference scheme for one nonlinear two-dimensional model
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• A higher order difference scheme for the time fractional diffusion equation with the Steklov nonlocal boundary value problem of the second kind
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• Stability and convergence of difference schemes approximating a two-parameter nonlocal boundary value problem for time-fractional diffusion equation
• On the stability and convergence of nonlocal difference schemes
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