Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate

DOI10.1088/1361-6420/ab2777zbMath1427.65226arXiv1903.01238OpenAlexW3100362417MaRDI QIDQ4973545

Anatoly G. Yagola, Michael V. Klibanov

Publication date: 28 November 2019

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.01238

zbMATH Keywords

Carleman estimatestability estimatelinear and quasilinear parabolic equationsreversed timeconvergent quasi-reversibility method for the linear caseglobally convergent numerical method for the quasilinear case

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Inverse problems for PDEs (35R30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Quasilinear parabolic equations (35K59)

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