Abstract
In this work, a first order and second order difference schemes, namely Rothe and Crank-Nicholson, respectively, for solving nonlocal boundary value problems for parabolic differential equations are presented. The stability of the difference schemes are proved by using the matrix stability approach. Numerical results are provided to illustrate the accuracy and efficiency of the schemes.
Original language | English (US) |
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Pages (from-to) | 819-827 |
Number of pages | 9 |
Journal | International Journal of Physical Sciences |
Volume | 6 |
Issue number | 4 |
State | Published - Feb 18 2011 |
Externally published | Yes |
Keywords
- Crank-Nicholson difference scheme
- Kailath Theorem
- Matrix block inversion
- Matrix stability
- Nonlocal boundary value problems for parabolic differential equations
- Rothe difference scheme
- Schur complement
ASJC Scopus subject areas
- Electronic, Optical and Magnetic Materials
- General Physics and Astronomy