English

F. John's stability conditions vs. A. Carasso's SECB constraint for backward parabolic problems

Numerical Analysis 2016-03-07 v2 Analysis of PDEs

Abstract

In order to solve backward parabolic problems F. John [{\it Comm. Pure. Appl. Math.} (1960)] introduced the two constraints "u(T)M\|u(T)\|\le M" and u(0)gδ\|u(0) - g \| \le \delta where u(t)u(t) satisfies the backward heat equation for t(0,T)t\in(0,T) with the initial data u(0).u(0). The {\it slow-evolution-from-the-continuation-boundary} (SECB) constraint has been introduced by A. Carasso in [{\it SIAM J. Numer. Anal.} (1994)] to attain continuous dependence on data for backward parabolic problems even at the continuation boundary t=Tt=T. The additional "SECB constraint" guarantees a significant improvement in stability up to t=T.t=T. In this paper we prove that the same type of stability can be obtained by using only two constraints among the three. More precisely, we show that the a priori boundedness condition u(T)M\|u(T)\|\le M is redundant. This implies that the Carasso's SECB condition can be used to replace the a priori boundedness condition of F. John with an improved stability estimate. Also a new class of regularized solutions is introduced for backward parabolic problems with an SECB constraint. The new regularized solutions are optimally stable and we also provide a constructive scheme to compute. Finally numerical examples are provided.

Keywords

Cite

@article{arxiv.0901.4613,
  title  = {F. John's stability conditions vs. A. Carasso's SECB constraint for backward parabolic problems},
  author = {Jinwoo Lee and Dongwoo Sheen},
  journal= {arXiv preprint arXiv:0901.4613},
  year   = {2016}
}

Comments

15 pages. To appear in Inverse Problems