The present paper deals with an alternating direction implicit method for a two dimensional parabolic equation in a rectangle domain with a nonlocal boundary condition in one direction. Sufficient conditions of stability for Peaceman‐Rachford method are established. Results of some numerical experiments are presented.
Sapagovas, M., Kairytė, G., Štikonienė, O., & Štikonas, A. (2007). Alternating direction method for a two‐dimensional parabolic equation with a nonlocal boundary condition. Mathematical Modelling and Analysis, 12(1), 131-142. https://doi.org/10.3846/1392-6292.2007.12.131-142
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