Approximate grid solution of a nonlocal boundary value problem for Laplace’s equation on a rectangle

A nonlocal boundary value problem for Laplace’s equation on a rectangle is considered. Dirichlet boundary conditions are set on three sides of the rectangle, while the boundary values on the fourth side are sought using the condition that they are equal to the trace of the solution on the parallel midline of the rectangle. A simple proof of the existence and uniqueness of a solution to this problem is given. Assuming that the boundary values given on three sides have a second derivative satisfying a Hölder condition, a finite difference method is proposed that produces a uniform approximation (on a square mesh) of the solution to the problem with second order accuracy in space. The method can be used to find an approximate solution of a similar nonlocal boundary value problem for Poisson’s equation.