THE SECOND ORDER OF ADS FOR REVERSE PARABOLIC BOUNDARY VALUE PROBLEM WITH INTEGRAL CONDITION

Abstract

Finite difference method to solve nonlocal reverse parabolic (RP) problem with integral condition are applied. The second order of accuracy difference scheme (ADS) for approximation of RP problem is proposed. Stability estimates (SEs) for solutions of this difference scheme (DS) are proved. Later, we propose the second order of ADS for approximation of multidimensional RP boundary value problem (BVP) with first kind boundary condition (BC) and establish SEs for its solution. Numerical illustration for simple test problems is given.