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Matrix stability of the difference schemes for nonlocal boundary value problems for parabolic differential equations
Journal article   Open access   Peer reviewed

Matrix stability of the difference schemes for nonlocal boundary value problems for parabolic differential equations

Ibrahim Karatay, Şerife Rabia Bayramoglu, Bahattin Yildiz and Bulent Kokluce
International Journal of the Physical Sciences, (4), pp.819-827
02/18/2011

Abstract

Matrix stability Rothe difference scheme Crank-Nicholson difference scheme Kailath Theorem
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.
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