Fast Parallel-in-Time Quasi-Boundary Value Methods for Backward Heat Conduction Problems

DOI10.1016/J.APNUM.2022.10.006MaRDI QIDQ6372725arXivFDO

Authors Yi Jiang, Jun Liu

Publication date 13 July 2021

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.APNUM.2022.10.006

Mathematics Subject Classification ID

Heat equation (35K05) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Ill-posed problems for PDEs (35R25) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Regularization by noise (60H50) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical methods for discrete and fast Fourier transforms (65T50)

arXiv classification

cs.NAmath.APmath.NA

Abstract: In this paper we proposed two new quasi-boundary value methods for regularizing the ill-posed backward heat conduction problems. With a standard finite difference discretization in space and time, the obtained all-at-once nonsymmetric sparse linear systems have the desired block $omega$-circulant structure, which can be utilized to design an efficient parallel-in-time (PinT) direct solver that built upon an explicit FFT-based diagonalization of the time discretization matrix. Convergence analysis is presented to justify the optimal choice of the regularization parameter. Numerical examples are reported to validate our analysis and illustrate the superior computational efficiency of our proposed PinT methods.

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