Time discretization in the backward solution of parabolic equations. II

Author:
Lars Eldén

Journal:
Math. Comp. **39** (1982), 69-84

MSC:
Primary 65M30

MathSciNet review:
658214

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Abstract: The backward beam method for solving a parabolic partial differential equation backward in time is studied.

Time discretizations based on Padé approximations of the exponential function are considered, and a priori estimates of the step length are given, which guarantee an almost optimal error bound. The computational efficiency of different discretizations is discussed. Some numerical examples are given, which compare the backward beam method and the regularization method studied in Part I of this paper.

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DOI:
http://dx.doi.org/10.1090/S0025-5718-82-99842-8

Article copyright:
© Copyright 1982
American Mathematical Society