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Stability of a family of weighted finite-difference schemes
Authors:A. V. Gulin  A. Yu. Mokin
Affiliation:(1) Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
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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