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IMA Journal of Applied Mathematics Advance Access published online on August 20, 2009

IMA Journal of Applied Mathematics, doi:10.1093/imamat/hxp026
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© The Author 2009. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Regularization of parabolic equations backward in time by a non-local boundary value problem method

Dinh Nho Hào{dagger}

Hanoi Institute of Mathematics, 18 Hoang Quoc Viet Road, 10307 Hanoi, Vietnam

Nguyen Van Duc{ddagger}

Department of Mathematics, Vinh University, Vinh City, Vietnam

D. Lesnic§

Department of Applied Mathematics, University of Leeds, Leeds LS2 9JT, UK

{dagger} Corresponding author. Email: hao{at}math.ac.vn

{ddagger} Email: nguyenvanducdhv{at}gmail.com

§ Email: amt5ld{at}maths.leeds.ac.uk

Received on January 21, 2009; Accepted on July 22, 2009

Let H be a Hilbert space with norm ||·||, A: D(A) sub H -> H a positive definite, self-adjoint operator with compact inverse on H, and T and {epsilon} are given positive numbers. The ill-posed parabolic equation backward in time


Formula

is regularized by the well-posed non-local boundary value problem


Formula

with a > 1 being given and {alpha} > 0, the regularization parameter. A priori and a posteriori parameter choice rules are suggested which yield order optimal regularization methods. Numerical results based on the boundary element method are presented and discussed to confirm the theory.

Keywords: parabolic equations backward in time; ill-posed problems; regularization; non-local boundary value problems; a priori and a posteriori parameter choice rules.


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