Solving a parabolic PDE with nonlocal boundary conditions using the Sinc method

Solving a parabolic PDE with nonlocal boundary conditions using the Sinc method

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Article ID: iaor20132003
Volume: 62
Issue: 3
Start Page Number: 411
End Page Number: 427
Publication Date: Mar 2013
Journal: Numerical Algorithms
Authors: ,
Keywords: numerical analysis
Abstract:

In this paper, the problem of solving the parabolic partial differential equations subject to given initial and nonlocal boundary conditions is considered. We change the problem to a system of Volterra integral equations of convolution type. By using Sinc‐collocation method, the resulting integral equations are replaced by a system of linear algebraic equations. The convergence analysis is included, and it is shown that the error in the approximate solution is bounded in the infinity norm by the condition number of the coefficient matrix multiplied by a factor that decays exponentially with the size of the system. Some examples are considered to illustrate the ability of this method.

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