Stability criterion for a family of nonlocal difference schemes
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)
The authors consider finite-difference schemes for the heat equation with nonlocal boundary conditions that contain a real parameter \(\gamma\). The range \(\gamma \in [-1,1]\) has been considered in detail earlier [e.g. \textit{N. S. Udovichenko}, Mosc. Univ. Comput. Math. Cybern. 31, No.~3, 89--94 (2007); translation from Vestn. Mosk. Univ., Ser. XV 2007, No.~3, 9--16 (2007; Zbl 1177.65139)]. In particular, it was observed there that the cases when \(\gamma = 1\) or \( -1\) have to be considered separately. The authors consider the case in which \(\gamma \in\) (-cosh\(\pi\),-1) and the original differential problem is stable, while the stability conditions for the finite-difference schemes substantially depend on \(\gamma\). The authors also obtain estimates for the energy norm of the solution of the finite difference problem via the same norm of the initial data and prove the equivalence of the energy norm and the grid \(L_2\)-norm.
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