AN EFFICIENT NUMERICAL TECHNIQUE FOR SOLVING HEAT EQUATION WITH NONLOCAL BOUNDARY CONDITIONS

A third order parallel algorithm is proposed to solve one dimensional non-homogenous heat equation with integral boundary conditions. For this purpose, we approximate the space derivative by finite difference approximation. This splitting technique combined Simpson's 1/3 rule tackle nonlocal part of problem. The develop here tested on two model problems. We conclude that our method provides better accuracy due availability real arithmetic.