2nd -Order Parallel Splitting Methods for Heat Equation

In this paper, heat equation in two dimensions with non local boundary condition is solved numerically by 2nd order parallel splitting technique. This technique used to approximate spatial derivative and a matrix exponential function is replaced by a rational approximation. Simpson's 1/3 rule is also used to approximate the non local boundary condition. The results of numerical experiments are checked and compared with the exact solution, as well as with the results already existed in the literature and found to be highly accurate.