SOLVING AN ILL-POSED CAUCHY PROBLEM FOR A TWO-DIMENSIONAL PARABOLIC PDE WITH VARIABLE COEFFICIENTS USING A PRECONDITIONED GMRES METHOD

摘要

The sideways parabolic equation (SPE) is a model of the problem of determining the temperature on the surface of a body from the interior measurements. Mathematically it can be formulated as a noncharacteristic Cauchy problem for a parabolic partial differential equation. This problem is severely ill-posed in an L-2 setting. We use a preconditioned generalized minimum residual method (GMRES) to solve a two-dimensional SPE with variable coefficients. The preconditioner is singular and chosen in a way that allows efficient implementation using the FFT. The preconditioner is a stabilized solver for a nearby problem with constant coefficients, and it reduces the number of iterations in the GMRES algorithm significantly. Numerical experiments are performed that demonstrate the performance of the proposed method.