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Finite difference solution of the third boundary problem in elliptic and parabolic equations

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Summary

Finite difference methods (including the Peaceman-Rachford method) are considered for the solution of the third boundary value problem for parabolic and elliptic equations. Conditions on the coefficients involved in the boundary conditions are obtained from the stability requirements of the difference methods and shown to coincide with those necessary for asymptotic stability of the differential system.

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Authors and Affiliations

  1. Department of Mathematics, St. Andrews University, St. Andrews, Fife, Scotland

    P. Keast & A. R. Mitchell

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  1. P. Keast
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  2. A. R. Mitchell
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Keast, P., Mitchell, A.R. Finite difference solution of the third boundary problem in elliptic and parabolic equations. Numer. Math. 10, 67–75 (1967). https://doi.org/10.1007/BF02165161

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  • DOI: https://doi.org/10.1007/BF02165161

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