Mathematics – Numerical Analysis
Scientific paper
2011-03-02
Mathematics
Numerical Analysis
Scientific paper
We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that, if the absorption is large enough, compared with the flux in the boundary, there exists a unique solution of such a discretization, which approximates the unique positive stationary solution of the "continuous" equation. Furthermore, we exhibit an algorithm computing an $\epsilon$-approximation of such a solution by means of a homotopy continuation method. The cost of our algorithm is {\em linear} in the number of nodes involved in the discretization and the logarithm of the number of digits of approximation required.
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