NUMERICAL METHOD FOR NON LOCAL PROBLEM
Mots-clés :
Finite Difference Schemes, High-order Compact Schemes, Non local problem, Order of accuracy, Numerical methods for partial differential equationsRésumé
This paper is concerned with a high-order finite difference scheme for a nonlocal boundary value problem of parabolic equation the integral in the boundary equation is approximated by the Simpson rule numerical experiments show that the approximate solution coincides with the exact one at more than fifty percent grid points discretization.
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