Fast parallel-in-time quasi-boundary value methods for backward heat conduction problems (Q2106223)

This paper focus on numerical solution of ill-posed backward heat conduction problems, where the standard discretization using the finite difference schema is applied on 2D square domain. Two new quasi-boundary value methods are proposed for regularizing of the problem. The obtained nonsymmetric sparse linear systems have the desired block circulant structure, which can be utilized to design an efficient parallel-in-time direct solver. Convergence analysis is shown to demonstrate the optimal choice of the regularization parameter. The theoretical findings are confirmed by presented numerical examples.