Fifth-order numerical methods for heat equation subject to a boundary integral specification
Acta mathematica Universitatis Comenianae, Tome 79 (2010) no. 1
M. A. Rehman; M. S. A. Taj; M. M. Butt. Fifth-order numerical methods for heat equation subject to a boundary integral specification. Acta mathematica Universitatis Comenianae, Tome 79 (2010) no. 1. http://geodesic.mathdoc.fr/item/AMUC_2010_79_1_a10/
@article{AMUC_2010_79_1_a10,
     author = {M. A. Rehman and M. S. A. Taj and M. M. Butt},
     title = {Fifth-order numerical methods for heat equation subject to a boundary integral specification},
     journal = {Acta mathematica Universitatis Comenianae},
     year = {2010},
     volume = {79},
     number = {1},
     url = {http://geodesic.mathdoc.fr/item/AMUC_2010_79_1_a10/}
}
TY  - JOUR
AU  - M. A. Rehman
AU  - M. S. A. Taj
AU  - M. M. Butt
TI  - Fifth-order numerical methods for heat equation subject to a boundary integral specification
JO  - Acta mathematica Universitatis Comenianae
PY  - 2010
VL  - 79
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/AMUC_2010_79_1_a10/
ID  - AMUC_2010_79_1_a10
ER  - 
%0 Journal Article
%A M. A. Rehman
%A M. S. A. Taj
%A M. M. Butt
%T Fifth-order numerical methods for heat equation subject to a boundary integral specification
%J Acta mathematica Universitatis Comenianae
%D 2010
%V 79
%N 1
%U http://geodesic.mathdoc.fr/item/AMUC_2010_79_1_a10/
%F AMUC_2010_79_1_a10

Voir la notice de l'article provenant de la source Comenius University

In this paper a fifth-order numerical scheme is developed and implemented for the solution of homogeneous heat equation ut = a uxx with nonlocal boundary condition as well as for inhomogeneous heat equation ut = a uxx + s ( x,t ) with nonlocal boundary condition. The results obtained show that the numerical method based on the proposed technique is fifth-order accurate as well as L -acceptable. In the development of this method second-order spatial derivative are approximated by fifth-order finite-difference approximations which give a system of first order, linear, ordinary differential equations whose solution satisfies a recurrence relation which leads to the development of algorithm. The algorithm is tested on various heat equations and no oscillations are observed in the experiments. This method is based on partial fraction technique which is useful in parrel processing and it does not require complex arithmetic.