Convergence analysis of compact difference schemes for diffusion equation with nonlocal boundary conditions

Ming Rong Cui

Applied Mathematics and Computation, 2015, vol. 260, issue C, 227-241

Abstract: Compact difference schemes for solving the diffusion equation with nonlocal boundary conditions are considered in this paper. Fourth-order compact difference is used to approximate the second order spatial derivative, and the integrals in the boundary conditions are approximated by the composite Simpson quadrature formula. The backward Euler and Crank–Nicolson schemes are presented as the fully discrete schemes. Error estimates in the discrete h1 and l∞ norms are given by the energy method, showing both schemes are fourth-order accurate in space, and they have first-order and second-order accuracy in time, respectively. Numerical results are provided to confirm the theoretical results.

Keywords: Compact; Difference; Nonlocal; Diffusion; Fourth-order; Error estimates (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300315003446
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:260:y:2015:i:c:p:227-241

DOI: 10.1016/j.amc.2015.03.039

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().