On solving parabolic equation with homogeneous boundary and integral initial conditions
Keywords:
Finite difference method, stability estimate, parabolic equation, non-local condition, second-order of convergenceSubjects:
65M12, 65M06, 65M22Abstract
In this paper we consider the second order parabolic partial differential equation with constantcoefficients subject to homogeneous Dirichlet boundary conditions and initial conditioncontaining nonlocal integral term. We derive first and second order finite difference schemes for the parabolic problem,combining implicit and Crank-Nicolson methods with two discretizations of the integral term.One numerical example is presented to test and illustrate the proposed algorithm.
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Published
2015-10-15
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