Numerical approximation of a Cauchy problem for a parabolic partial differential equation
Authors:
Richard E. Ewing and Richard S. Falk
Journal:
Math. Comp. 33 (1979), 11251144
MSC:
Primary 65M15; Secondary 65N30
MathSciNet review:
537961
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Abstract: A procedure for the numerical approximation of the Cauchy problem for the following linear parabolic partial differential equation is defined: The procedure involves Galerkintype numerical methods for related parabolic initial boundaryvalue problems and a linear programming problem. Explicit a priori error estimates are presented for the entire discrete procedure when the data , , and g are known only approximately.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718197905379613
PII:
S 00255718(1979)05379613
Keywords:
Cauchy problem,
error estimates,
improperly posed problem
Article copyright:
© Copyright 1979
American Mathematical Society
