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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 67-79, 2022/06/02
The backward heat problem with time-fractional derivative in Caputo's sense is studied. The inverse problem is severely ill-posed in the case when the fractional order is close to unity. A Levenberg–Marquardt method with a new a posteriori stopping rule is investigated. We show that optimal order can be obtained for the proposed method under a Hölder-type source condition. Numerical examples for one and two dimensions are provided.
Keywords: ill-posed problems, time-fractional derivative, backward heat problem, Levenberg–Marquardt method, a posteriori stopping rule, optimal order