‎in this paper a nonlinear backward parabolic problem in one‎ ‎dimensional space is considered‎. ‎using a suitable iterative‎ ‎algorithm‎, ‎the problem is converted to a linear backward parabolic‎ ‎problem‎. ‎for the corresponding problem‎, ‎the backward finite‎ ‎differences method with suitable grid size is applied‎. ‎it is shown‎ ‎that if the coefficients satisfy some special conditions‎, ‎th...

‎In this paper a nonlinear backward parabolic problem in one‎ ‎dimensional space is considered‎. ‎Using a suitable iterative‎ ‎algorithm‎, ‎the problem is converted to a linear backward parabolic‎ ‎problem‎. ‎For the corresponding problem‎, ‎the backward finite‎ ‎differences method with suitable grid size is applied‎. ‎It is shown‎ ‎that if the coefficients satisfy some special conditions‎, ‎th...

A smoothing property in multistep backward difference method for a linear parabolic problem in Hilbert space has been proved, where the operator is selfadjoint, positive definite with compact inverse. By using the solutions computed by a multistep backward difference method for the parabolic problem, we introduce an approximation scheme for time derivative. The nonsmooth data error estimate for...

We consider an initialand Dirichlet boundaryvalue problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a modeling error is introduced and a regularized fourthorder linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the...

The initial-boundary value problem for a linear parabolic equation with the Dirichlet boundary condition is solved approximately by applying the finite element discretization in the space dimension and three types of finite-difference discretizations in time: the backward, the Crank-Nicolson and the Calahan discretization. New error bounds are derived.

A discretization of an optimal control problem a stochastic parabolic equation driven by multiplicative noise is analyzed. The state discretized the continuous piecewise linear element method in space and backward Euler scheme time. convergence rate $$ O(\tau ^{1/2} + h^2) rigorously derived.

Two difference approximations to the solution of a pseudo-parabolic problem are constructed and shown by means of stability analysis to converge in the "discrete" £2 norm. A relation between parabolic and pseudo-parabolic difference schemes is discussed, and the stability of difference approximations to backward time parabolic and pseudo-parabolic problems is also considered.