We present here a discretization of a nonlinear obliquederivative boundary value problem for the heat equation in dimensiontwo. This finite difference scheme takes advantages of thestructure of the boundary condition, which can be reinterpreted as aBurgers equation in the space variables. This enables to obtain anenergy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of thisproblem and a numerical study of the stability of the scheme, whichappears to be in good agreement with the theory.
