Electron. J. Differential Equations, Vol. 2022 (2022), No. 44, pp. 1-15.

Stability analysis of the Peaceman-Rachford method for parabolic equations with nonlocal conditions

Mifodijus Sapagovas, Jurij Novickij, Regimantas Ciupaila

Abstract:
We consider an efficient finite difference method solving of two-dimensional parabolic equations with nonlocal conditions. The specific feature of the investigated problem is that the nonlocal condition contains the values of solution's derivatives at different points. We prove the stability of this method in specific energy norm. The main stability condition is that all eigenvalues of the corresponding difference problem are positive. Results of computational experiments are presented.

Submitted October 9, 2021. Published June 30, 2022.
Math Subject Classifications: 65M06, 35K20, 34B10, 34K20.
Key Words: Nonlocal boundary conditions; parabolic equations; alternating direction method; stability of finite difference scheme.
DOI: https://doi.org/10.58997/ejde.2022.44

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Mifodijus Sapagovas
Institute of Data Science and Digital Technologies
Vilnius University
Akademijos str. 4, LT-04812, Vilnius, Lithuania
email: mifodijus.sapagovas@mif.vu.lt
Jurij Novickij
Institute of Data Science and Digital Technologies
Vilnius University
Akademijos str. 4, LT-04812 Vilnius, Lithuania
email: jurij.novickij@mif.vu.lt
Regimantas Ciupaila
Vilnius Gediminas Technical University
Sauletekio ave. 11, LT-10223, Vilnius, Lithuania
email: regimantas.ciupaila@vilniustech.lt

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