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On the Accuracy of a Finite-Difference Method for Parabolic Partial Differential Equations with Discontinuous Boundary Conditions

✍ Scribed by Vynnycky, M.; Mitchell, S. L.


Book ID
121304395
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
250 KB
Volume
64
Category
Article
ISSN
1040-7790

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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 + z 2). A numerical example with s