Numerical solution of time-dependent diffusion equations with nonlocal boundary conditions via a fast matrix approach

This article contributes a matrix approach by using Taylor approximation to obtain the numerical solution of one-dimensional time-dependent parabolic partial differential equations (PDEs) subject to nonlocal boundary integral conditions. We first impose the initial and boundary conditions to the main problems and then reach to the associated integro-PDEs. By using operational matrices and also the completeness of the monomials basis, the obtained integro-PDEs will be reduced to the generalized Sylvester equations. For solving these algebraic systems, we apply a famous technique in Krylov subspace iterative methods. A numerical example is considered to show the efficiency of the proposed idea