A second-order accurate finite difference scheme for a class of nonlocal parabolic equations with natural boundary conditions

被引：26
|
作者：
Sun, ZZ [1 ]
机构：
[1] SOUTHEAST UNIV,DEPT MATH & MECH,NANJING 210018,PEOPLES R CHINA
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1996年 / 76卷 / 1-2期
关键词：
finite difference; parabolic; convergence; solvability; nonlocal;
D O I：
10.1016/S0377-0427(96)00097-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A difference scheme is derived for a class of nonlocal parabolic equations with natural boundary conditions by the method of reduction of order. It is shown that the scheme is uniquely solvable and unconditionally convergent with the convergence rate of order O(h(2) + tau(2)). A numerical example with some comparisons is presented.
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页码：137 / 146
页数：10
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