A weighted least squares method for the backward-forward heat equation. (English) Zbl 0727.65080
The numerical solution of the heat equation where the diffusion coefficient changes sign is treated using a weighted least squares method after the second-order equation is transformed into a first order system of symmetric-positive differential equations. Error estimates and three numerical examples are presented.
Reviewer: K.T.S.R.Iyengar (Bangalore)
MSC:
65M60 | Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs |
65M15 | Error bounds for initial value and initial-boundary value problems involving PDEs |
35K15 | Initial value problems for second-order parabolic equations |