Error estimate and superconvergence of a high-accuracy difference scheme for 2D heat equation with nonlocal boundary conditions

Abstract

In this work, we initially construct an implicit Euler difference scheme for a two-dimensional heat problem, incorporating both local and nonlocal boundary conditions. Subsequently, we harness the power of the discrete Fourier transform and develop an innovative transformation technique to rigorously demonstrate that our scheme attains the asymptotic optimal error estimate in the maximum norm. Furthermore, we derive a series of approximation formulas for the partial derivatives of the solution along the two spatial dimensions, meticulously proving that each of these formulations possesses superconvergence properties. Lastly, to validate our theoretical findings, we present two comprehensive numerical experiments, showcasing the efficiency and accuracy of our approach.

Keywords

• heat equation
• nonlocal boundary condition
• finite difference scheme
• asymptotic optimal error estimate
• superconvergence