Numerical Solution of the Retrospective Inverse Parabolic Problem on Disjoint Intervals

Abstract

The retrospective inverse problem for evolution equations is formulated as the reconstruction of unknown initial data by a given solution at the final time. We consider the inverse retrospective problem for a one-dimensional parabolic equation in two disconnected intervals with weak solutions in weighted Sobolev spaces. The two solutions are connected with nonstandard interface conditions, and thus this problem is solved in the whole spatial region. Such a problem, as with other inverse problems, is ill-posed, and for its numerical solution, specific techniques have to be used. The direct problem is first discretized by a difference scheme which provides a second order of approximation in space. For the resulting ordinary differential equation system, the positive coerciveness is established. Next, we develop an iterative conjugate gradient method to solve the ill-posed systems of the difference equations, which are obtained after weighted time discretization, of the inverse problem. Test examples with noisy input data are discussed.

Keywords

• parabolic equation on partitioned domain
• weighted Sobolev spaces
• retrospective inverse problem
• finite-difference scheme
• iterative conjugate gradient method