Finite difference approximations for a class of non-local parabolic equations

In this paper we study finite difference procedures for a class of parabolic equations with non-local boundary condition. The semi-implicit and fully implicit backward Euler schemes are studied. It is proved that both schemes preserve the maximum principle and monotonicity of the solution of the ori...

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Main Authors: Yanping Lin, Shuzhan Xu, Hong-Ming Yin
Format: Article
Language:English
Published: Hindawi Limited 1997-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171297000215
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spelling doaj-1de6a0ef598b4db9b033fa05c35b69ac2020-11-24T22:43:55ZengHindawi LimitedInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251997-01-0120114716310.1155/S0161171297000215Finite difference approximations for a class of non-local parabolic equationsYanping Lin0Shuzhan Xu1Hong-Ming Yin2Department of Mathematical Sciences, University of Alberta Edmonton, Alberta T6G 2G1, CanadaDepartment of Mathematical Sciences, University of Alberta Edmonton, Alberta T6G 2G1, CanadaDepartment of Mathematics, University of Notre Dame, Notre Dame 46556-0398, Indiana, USAIn this paper we study finite difference procedures for a class of parabolic equations with non-local boundary condition. The semi-implicit and fully implicit backward Euler schemes are studied. It is proved that both schemes preserve the maximum principle and monotonicity of the solution of the original equation, and fully-implicit scheme also possesses strict monotonicity. It is also proved that finite difference solutions approach to zero as t→∞ exponentially. The numerical results of some examples are presented, which support our theoretical justifications.http://dx.doi.org/10.1155/S0161171297000215finite differencenon-localmonotonicitydecaystabilitymaximum principle.
collection DOAJ
language English
format Article
sources DOAJ
author Yanping Lin
Shuzhan Xu
Hong-Ming Yin
spellingShingle Yanping Lin
Shuzhan Xu
Hong-Ming Yin
Finite difference approximations for a class of non-local parabolic equations
International Journal of Mathematics and Mathematical Sciences
finite difference
non-local
monotonicity
decay
stability
maximum principle.
author_facet Yanping Lin
Shuzhan Xu
Hong-Ming Yin
author_sort Yanping Lin
title Finite difference approximations for a class of non-local parabolic equations
title_short Finite difference approximations for a class of non-local parabolic equations
title_full Finite difference approximations for a class of non-local parabolic equations
title_fullStr Finite difference approximations for a class of non-local parabolic equations
title_full_unstemmed Finite difference approximations for a class of non-local parabolic equations
title_sort finite difference approximations for a class of non-local parabolic equations
publisher Hindawi Limited
series International Journal of Mathematics and Mathematical Sciences
issn 0161-1712
1687-0425
publishDate 1997-01-01
description In this paper we study finite difference procedures for a class of parabolic equations with non-local boundary condition. The semi-implicit and fully implicit backward Euler schemes are studied. It is proved that both schemes preserve the maximum principle and monotonicity of the solution of the original equation, and fully-implicit scheme also possesses strict monotonicity. It is also proved that finite difference solutions approach to zero as t→∞ exponentially. The numerical results of some examples are presented, which support our theoretical justifications.
topic finite difference
non-local
monotonicity
decay
stability
maximum principle.
url http://dx.doi.org/10.1155/S0161171297000215
work_keys_str_mv AT yanpinglin finitedifferenceapproximationsforaclassofnonlocalparabolicequations
AT shuzhanxu finitedifferenceapproximationsforaclassofnonlocalparabolicequations
AT hongmingyin finitedifferenceapproximationsforaclassofnonlocalparabolicequations
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