Multigrid Method for Solving Inverse Problems for Heat Equation

Abstract

In this paper, the inverse problems for the boundary value and initial value in a heat equation are posed and solved. It is well known that those problems are ill posed. The problems are reformulated as integral equations of the first kind by using the separation-of-variables method. The discretization of the integral equation allowed us to reduce the integral equation to a system of linear algebraic equations or a linear operator equation of the first kind on Hilbert spaces. The Landweber-type iterative method was used in order to find an approximation solution. The V-cycle multigrid method is used to obtain more frequent and fast convergence for iteration. The numerical computation examples are presented to verify the accuracy and fast computing of the approximation solution.