A KERNEL-BASED METHOD FOR THE APPROXIMATE SOLUTION OF BACKWARD PARABOLIC PROBLEMS

Authors
AMES KA EPPERSON JF
Citation
Ka. Ames et Jf. Epperson, A KERNEL-BASED METHOD FOR THE APPROXIMATE SOLUTION OF BACKWARD PARABOLIC PROBLEMS, SIAM journal on numerical analysis, 34(4), 1997, pp. 1357-1390
Citations number
24
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on numerical analysis → ACNP
ISSN journal
00361429
Volume
34
Issue
4
Year of publication
1997
Pages
1357 - 1390
Database
ISI
SICI code
0036-1429(1997)34:4<1357:AKMFTA>2.0.ZU;2-5
Abstract
A method for approximating the solution of self-adjoint parabolic equa tions backwards in time is presented. The technique uses the Green's f unction of the parabolic equation to formulate the problem as a first- kind Fredholm integral equation, and then does a regularized least-squ ares solution of the resulting discrete system. Error estimates and ex amples are presented. Direct knowledge of the kernel of the differenti al operator is not required.