Optimal Filtering for the Backward Heat Equation

Optimal filtering for the backward heat equation

For the backwards heat equation, stabilized by an a priori initial bound, an estimator is determined for intermediate values which is optimal with respect to the bound and the observation accuracy. It is shown how this may be implemented computationally with error estimates for the computed approximation which can be made arbitrarily close to the uncertainty level induced by the ill-posedness o...

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Optimal ltering for the backward heat equation 1

For the backwards heat equation, stabilized by an a priori initial bound, an estimator is determined for intermediate values which is optimal with respect to the bound and the observation accuracy. It is shown how this may be implemented computationally with error estimates for the computed approximation which can be made arbitrarily close to the uncertainty level induced by the ill-posedness o...

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Backward uniqueness for the heat equation

According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....

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Backward uniqueness for the heat equation

According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....

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Fourier regularization for a backward heat equation ✩

In this paper a simple and convenient new regularization method for solving backward heat equation— Fourier regularization method is given. Meanwhile, some quite sharp error estimates between the approximate solution and exact solution are provided. A numerical example also shows that the method works effectively. © 2006 Elsevier Inc. All rights reserved.

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Optimal Filtering for the Backward Heat Equation

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