On the stability and convergence of a difference scheme for an one-dimensional parabolic inverse problem (Q2371420)

The article is devoted to the following inverse parabolic problem: given \(E(t)\), \(0\leq t \leq T\) find \(p(t)\) and \(u(x,t)\), \(0<x < 1\), \(0\leq t \leq T\) such that \(\partial u/ \partial t= \partial^2u / \partial x^2+p(t)u+\phi(x,t)\), \(0<x < 1\), \(0\leq t \leq T\); \(u(x,0)=f(x)\), \(0<x < 1\); \(u(0,t)=g_0(t)\), \(u(1,t)=g_1(t)\), \(u(x^*,t)=E(t)\), \(0\leq t \leq T\). The original nonlinear problem is transformed into a linear one, and the backward Euler scheme is applied to the latter. The convergence orders of both \(u\) and \(p\) are \(O(\tau+h^2)\).