On the convergence of finite difference schemes for the heat equation with concentrated capacity (Q5952130)

The authors consider the one-dimensional heat equation where the coefficient of the time derivative (heat capacity) is of the form \[ c(x)= 1+ K\delta(x- \xi).\;K= \text{const}> 0. \] They develop a finite difference approximation for the associated boundary value problem \[ [1+ K\delta(x- \xi)] {\partial u\over\partial t}- {\partial^2 u\over\partial x^2}= f(x,t),\;x\in (0,1),\;0< t< T, \] \[ u(0,t)= 0,\quad u(1,t)= 0,\quad 0< t< T, \] \[ u(x,0)= u_0(x),\quad x\in (0,1). \] A discussion is given of the associated difference problems and of conditions for its solution to converge to the solution of the differential equation.