Correct and Stable Algorithm for Numerical Solving Nonlocal Heat Conduction Problems with Not Strongly Regular Boundary Conditions

Abstract

For a nonlocal initial-boundary value problem for a one-dimensional heat equation with not strongly regular boundary conditions of general type, an approximate difference scheme with weights is constructed. A correct and stable algorithm for the numerical solving of the difference problem is proposed. It is proven that the difference scheme with weights is stable and its solution converges to the exact solution of the differential problem in the grid L2h-norm. Stability conditions are established. An estimate of the numerical solution with respect to the initial data and the right-hand side of the difference problem is given.