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

[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.

[发布日期] 1996-12-17

[关键词] finite difference;parabolic;convergence;solvability;nonlocal