Optimal filtering for the backward heat equation. (English) Zbl 0851.65066
The purpose of this paper is to find an a priori initial bound for optimal filtering for backward heat equation. It is shown how this may be implemented computationally with error estimates. The feasibility of this work for practical computation is limited. No numerical experiment is performed.
Reviewer: P.K.Mahanti (Ranchi)
MSC:
65M30 | Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs |
35K05 | Heat equation |
35R25 | Ill-posed problems for PDEs |