Necessary and sufficient conditions for the polynomial convergence of the quasi-reversibility and finite-difference methods for an ill-posed Cauchy problem with exact data (Q266092)
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English | Necessary and sufficient conditions for the polynomial convergence of the quasi-reversibility and finite-difference methods for an ill-posed Cauchy problem with exact data |
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Necessary and sufficient conditions for the polynomial convergence of the quasi-reversibility and finite-difference methods for an ill-posed Cauchy problem with exact data (English)
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13 April 2016
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The author analyses the convergence of finite difference methods with two and three layers for approximate solutions of the Cauchy problem in abstract form \[ \dot{x}(t) = A x(t), \qquad x(0)= f \qquad \text{on} \quad [0,T], \] where \( A: D(A)\subset X\rightarrow X \) is an unbounded closed operator in a Banach space \( X\), \(f\in D(A)\). Imposing two hard conditions on the operator \(A\) and using the theory of operator interpolation, the convergence with a polynomial rate with respect to the step \( \Delta \) for the finite difference methods is proved. Also, for the quasi-reversibility method to solve ill-posed Cauchy problems, the polynomial rate of convergence is proved with respect to the regularization parameter \( \varepsilon \) of the problem \[ \dot{x_{\varepsilon}}(t) = (A - \varepsilon A^{2})x_{\varepsilon}(t), \qquad x_{\varepsilon}(0)= f. \] Numerical results to illustrate the assertions of the proved theorems are not given.
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Cauchy problem
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abstract equation of first order
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ill-posed problem
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finite difference schemes
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rate of convergence
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quasi-reversibility method
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interpolation of Banach spaces
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regularization
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