A Kernel-based Method for the Approximate Solution of Backward Parabolic Problems

Karen A. Ames, James F. Epperson

SIAM Journal on Numerical Analysis · 1997 · 65 citations · 13 references

Concepts

Abstract

A method for approximating the solution of self-adjoint parabolic equations backwards in time is presented. The technique uses the Green's function of the parabolic equation to formulate the problem as a first-kind Fredholm integral equation, and then does a regularized least-squares solution of the resulting discrete system. Error estimates and examples are presented. Direct knowledge of the kernel of the differential operator is not required.

References

13