On a class of finite difference methods for ill-posed Cauchy problems with noisy data

We consider a class of finite difference schemes for approximating solutions to ill-posed Cauchy problems for first order linear operator differential equations in a Hilbert space. Both the operator and the initial state in the problems are supposed to be noisy. Using an appropriate coordination bet...

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Veröffentlicht in:Journal of inverse and ill-posed problems 2011-03, Vol.18 (9), p.959-977
Hauptverfasser: Bakushinsky, Anatoly B., Kokurin, Mikhail Yu, Kokurin, Mikhail M.
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider a class of finite difference schemes for approximating solutions to ill-posed Cauchy problems for first order linear operator differential equations in a Hilbert space. Both the operator and the initial state in the problems are supposed to be noisy. Using an appropriate coordination between the mesh width and error levels, we improve previous error estimates for approximations generated by the schemes.
ISSN:0928-0219
1569-3945
DOI:10.1515/jiip.2011.015