On the stability of a finite-difference scheme for nonlocal parabolic boundary-value problems |
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Authors: | M Sapagovas |
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Institution: | (1) Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius, Lithuania |
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Abstract: | 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. |
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Keywords: | nonlocal integral conditions parabolic equations finite-difference schemes stability |
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