Computational Experiment for Stability Analysis of Difference Schemes with Nonlocal Conditions
Volume 24, Issue 2 (2013), pp. 275–290
Pub. online: 1 January 2013
Type: Research Article
Received
1 December 2011
1 December 2011
Accepted
1 February 2013
1 February 2013
Published
1 January 2013
1 January 2013
Abstract
Based on an example, we describe how outcomes of computational experiment can be employed for study of stability of numerical algorithm, provided that related theoretical propositions are not proven yet. More precisely, we propose a systematic and generalized methodology, how to investigate the influence of the weight functions α(x) and β(x), present in the integral boundary conditions, on the stability of difference schemes, for some class of parabolic equations. The ground of the methodology is the investigation of the spectrum of a matrix, defining the transition to the upper layer of the difference scheme. Spectral structure of this matrix is analysed by both analytic method and computational experiment.