On the stability of the σ-scheme with transparent boundary conditions for parabolic equations

Initial-boundary value problems for self-adjoint parabolic equations on a semiaxis and a semibounded strip are considered. For finite-difference σ-schemes, an alternative method for stating approximate transparent boundary conditions is suggested and conditions ensuring unconditional stability in the energy norm with respect to the initial data and free terms for a weight σ ≥ 1/2 are presented. The validity of these stability conditions in the case of discrete transparent boundary conditions is proved (by several methods), and the derivation of the latter conditions is revisited. Published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2007, Vol. 47, No. 4, pp. 671–692. This article was translated by the author.