The diffusion equation with nonlocal data

Abstract

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial interval. We provide conditions on the regularity of both the data and weight for the problem to admit a unique solution, and also provide a solution representation in terms of contour integrals. The solution and well-posedness results rely upon an extension of the Fokas (or unified) transform method to initial-nonlocal value problems for linear equations; the necessary extensions are described in detail. Despite arising naturally from the Fokas transform method, the uniqueness argument appears to be novel even for initial-boundary value problems.