A new regularized method for two dimensional nonhomogeneous backward heat problem (Q734834)

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A new regularized method for two dimensional nonhomogeneous backward heat problem
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    A new regularized method for two dimensional nonhomogeneous backward heat problem (English)
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    14 October 2009
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    The two-dimensional backward heat equation \[ u_t= u_{xx}+ u_{yy}+ f(x,y,t),\quad 0<x,y<\pi, \;0<t<T, \] is considered, with given Dirichlet boundary conditions for \( u \) and given final values \(u(x,y,T)= g(x,y)\), where \(f\) and \(g\) are known functions. For the numerical solution of this inverse problem, the authors consider a regularized Fourier sine expansion of the form \[ \begin{multlined} u^\varepsilon(x,y,t)=\sum_{p,q=1}^\infty \bigg(\frac{e^{-t(p^2+q^2)}}{\varepsilon(p^2+q^2)+e^{-T(p^2+q^2)}} g_{pq}\\ - \int_t^T \frac{e^{(s-t-T)(p^2+q^2)}}{\varepsilon(p^2+q^2)+e^{-T(p^2+q^2)}} f_{pq}(s) \,ds\bigg) \cdot \sin(px) \sin(qy), \quad 0 \leq t \leq T ,\end{multlined} \] where \( g_{pq} \) and \( f_{pq}(s) \) denote the coefficients in Fourier sine expansions of the functions \(g\) and \( f(\cdot,\cdot,s) \), respectively, and \( \varepsilon > 0 \) is a regularization parameter. Stability of \( u^\varepsilon \) with respect to perturbations of the function \( g \) is considered for fixed \( \varepsilon \), and for precisely given \(g\) convergence of \( u^\varepsilon \) to the exact solution \(u\) as \( \varepsilon \to 0 \) is established. Finally, the regularizing properties in the case of perturbations of \(g\) are considered, and results of a numerical experiment are presented.
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    backward heat equation
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    ill-posed problem
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    regularization method
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    Fourier sine expansion
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    inverse problem
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    stability
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    convergence
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    numerical experiment
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