STEPWISE STABILITY FOR THE HEAT-EQUATION WITH A NONLOCAL CONSTRAINT

Authors
CAHLON B KULKARNI DM SHI P
Citation
B. Cahlon et al., STEPWISE STABILITY FOR THE HEAT-EQUATION WITH A NONLOCAL CONSTRAINT, SIAM journal on numerical analysis, 32(2), 1995, pp. 571-593
Citations number
34
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on numerical analysis → ACNP
ISSN journal
00361429
Volume
32
Issue
2
Year of publication
1995
Pages
571 - 593
Database
ISI
SICI code
0036-1429(1995)32:2<571:SSFTHW>2.0.ZU;2-A
Abstract
The authors prove the stepwise stability for a finite difference schem e for the heat equation with an integral constraint. The resulting mat rix is nonsymmetric and does not have the usual band structure. The pr oof is based on the method of matrix analysis. The eigenvalues of seve ral matrices are found explicitly or their location described precisel y. This method relies upon the relationship of the characteristic poly nomials of these matrices with orthogonal polynomials.