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Modified method for a

nonhomogenous backward heat


problem in 1D

Supervisor: Professor Alain Pham Ngoc Dinh


Student: Phung Thanh Tam
INTRODUCTION

The heat equation

ut − u xx = f ( x, t )
(1)  ( x, t ) ∈ » × (0,1)
u ( x,1) = ϕ ( x)
The measured data fε and ϕε such that

f ε ( x , t ) ≈ f ( x, t )
ϕε ( x ) ≈ ϕ ( x )
Heat equation with initial condition

ut − u xx = f ( x, t )
(2)  ( x, t ) ∈ » × » +
u ( x, 0) = u0 ( x)
Fourier transform

vt (t ) + y 2 v(t ) = fˆ (t )
Solution of (2)

( x −ξ )2
1 −
u ( x, t ) =
2 πt ∫»
e 4t
u0 (ξ )dξ + ∫ ∫ K ( x − ξ , t − s ) f (ξ , s )dsdξ
»»

where
x2
1 − 1 t >0
K ( x, t ) = Y (t ) e 4t
with Y (t ) = 
2 πt 0 t<0
Theorem
Assume that u0 and f(.,t) belong to S(R) for all t, then the problem (2)
has unique solution u such that for all t >0 , u(.,t) belong to S(R) and

u ( x , t ) = R ( x , t ) ∗ u0 ( x ) + K ( x , t ) ∗ f ( x , t )
x ( x ,t )

x2
where 1 −
R ( x, t ) = e 4t
2 πt
v(., t ) ∈ S (»)

vt − vxx = f ( x, t )

v( x, 0) = u0 ( x)

Put w( x, t ) = u ( x, t ) − v( x, t )

 wt − wxx = 0

 w( x, 0) = 0
Main result

ut − u xx = f ( x, t )
(1)  ( x, t ) ∈ » × (0,1)
u ( x,1) = ϕ ( x)
Some examples
u ( x, 0) = 0
1 1
ε ln sin(2 ln x)
ε ε
uε ( x, 0) =
4π 3 x
The regularized solution
ε=10-4
The regularized solution
ε=10-6
Exact solution

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