Stability of a family of weighted finite-difference schemes |
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Authors: | A. V. Gulin A. Yu. Mokin |
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Affiliation: | (1) Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia |
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Abstract: | Existence and uniqueness theorems are proved for a weighted finite-difference scheme approximating the heat equation with a nonlocal boundary condition containing a parameter. Bounds are derived that guarantee stability of the solution in the initial values in the mean-square grid norm. Translated from Prikladnaya Matematika i Informatika, No. 29, 2008, pp. 64–87. |
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