Stable difference scheme for a nonlocal boundary value heat conduction problem

Abstract In this paper, a new finite difference method to solve nonlocal boundary value problems for the heat equation is proposed. The most important feature of these problems is the non-self-adjointness. Because of the non-self-adjointness, major difficulties occur when applying analytical and numerical solution techniques. Moreover, problems with boundary conditions that do not possess strong regularity are less studied. The scope of the present paper is to justify possibility of building a stable difference scheme with weights for mentioned type of problems above.

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