A Nonlocal Finite-Difference Boundary-Value Problem

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We investigate the stability of difference schemes for the equation of heat conduction with nonlocal boundary conditions. An example is given which in a certain sense imitates the problem with variable coefficients and has an exact solution in analytical form. It is shown that the difference operator has a simple spectrum and that multiple eigenvalues appear only in the case with constant coefficients. The simple spectrum ensures that the eigenvectors of the finite-difference problem form a basis. This enables us to apply to the nonlocal problem the theory of stability of symmetrizable difference schemes.

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