On the stability of a finite-difference scheme for nonlocal parabolic boundary-value problems
- First Online:
- 100 Downloads
We deal with the stability analysis of difference schemes for a one-dimensional parabolic equation subject to integral conditions. It is based on the spectral structure of the transition matrix of a difference scheme. The stability domain is defined by using the hyperbola which is the locus of points where the transition matrix has trivial eigenvalues. The stability conditions obtained are much more general compared with those known in the literature. We analyze three separate cases of nonlocal integral conditions and solve an example illustrating the efficiency of the technique.
Keywordsnonlocal integral conditions parabolic equations finite-difference schemes stability
Unable to display preview. Download preview PDF.
- 9.S.K. Godunov and V.S. Ryabenjkii, Difference Schemes Introduction to the Theory, Moscow, Nauka, 1977 (in Russian).Google Scholar
- 16.R.D. Richtmyer and K.W. Marton, Difference Methods for Initial-Value Problems, Second Edition, John Wiley & Sons, 1967.Google Scholar
- 17.A.A. Samarskii, The Theory of Difference Schemes, Moscow, Nauka, 1977 (in Russian); Marcel Dekker, Inc., New York and Basel, 2001.Google Scholar
- 20.M.P. Sapagovas, On stability of finite-difference schemes for one-dimensional parabolic equations subject to integral condition, Zh. Obchysl. Prykl. Mat., 92:70–90, 2005.Google Scholar