Application of the finite difference method to analyse an ill-posed problem

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The authors suggest a finite difference method for solving the problem of finding \(u_x(0,t)\) subject to \(u_t=u_{xx}\), \(0<x<1\), \(0<t<T_0\); \(u(x,0)=f(x)\), \(0<x_1 \leq x \leq 1\); \(u(x_1,t)=g(t)\), \(0 \leq t \leq T_0\); \(u_x(1,t)=h(t)\), \(0 \leq t \leq T_0\).











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