Results 241 to 250 of about 106,224 (286)

A Mollification Method for Backward Time-Fractional Heat Equation

Acta Mathematica Vietnamica, 2020
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Van Duc, Nguyen, Muoi, Pham Quy, Van Thang, Nguyen   +2 more
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ON STABILITY AND REGULARIZATION FOR BACKWARD HEAT EQUATION

Chinese Annals of Mathematics, 2003
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Liu, Jijun, Luo, Dingjun
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Backward heat equations with locally lipschitz source

Applicable Analysis, 2014
Let be in and let , be a locally Lipschitz function with respect to the variable and . In this article, we consider the following backward heat problem with a nonlinear heat source The problem is ill-posed in the sense of Hadamard. Hence a regularization is in order.
Dang Duc Trong, Bui Thanh Duy, Mach Nguyet Minh   +2 more
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Wick Product and Backward Heat Equation

Mediterranean Journal of Mathematics, 2005
In the present paper the Wick version of analytic functions with respect to a one dimensional Brownian motion is shown to be closely related to the backward heat equation. This fact provides representation theorems for a certain class of random variables in terms of Wick powers.
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Backward uniqueness for fractional heat equations

Discrete and Continuous Dynamical Systems - B
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Chang, Mao-Sheng, Chen, Chiun-Chuan, Li, Yung-Ta   +2 more
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Backward heat equation with time dependent variable coefficient

Mathematical Methods in the Applied Sciences, 2016
Backward heat equation with time dependent variable coefficient is severely ill‐posed in the sense of Hadamard, so we need regularization. In this paper, we consider Backward heat equation with time dependent variable coefficient, and by small perturbing, we obtain an approximation problem.
Hapuarachchi, Sujeewa, Xu, Yongzhi
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Iterative Methods for a Forward-Backward Heat Equation

SIAM Journal on Numerical Analysis, 1990
Some iterative methods are developed for the solution of a forward-backward heat equation. Lower bounds for the rates of convergence of the methods are given, and some numerical results are presented.
V. Vanaja, R. B. Kellogg
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The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation

SIAM Journal on Scientific Computing, 2016
Summary: We prove strong convergence with optimal rates for a spatial discretization of the backward stochastic heat equation, and the forward-backward stochastic heat equation from stochastic optimal control. A full discretization based on the implicit Euler method for a temporal discretization and a least squares Monte Carlo method in combination ...
Dunst, Thomas, Prohl, Andreas
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An RBF-PUM finite difference scheme for forward–backward heat equation

Computational and Applied Mathematics, 2023
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Garmanjani, G., Banei, S., Shanazari, K., Azari, Y.   +3 more
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A NEW PSEUDOSPECTRAL APPROXIMATION FOR THE FORWARD-BACKWARD HEAT EQUATION

Acta Mathematica Scientia, 1996
A new numerical method with a least squares approximation based on a pseudospectral method is proposed. It is applied for the forward-backward heat equation. The existence and uniqueness of the solution is shown. Error estimates are given and the order of convergence depending on the regularity of the solution is determined.
Ye, Xingde, Jiang, Jinsheng
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