A Riesz–Feller space‐fractional backward diffusion problem with a time‐dependent coefficient: regularization and error estimates |
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| Authors: | Nguyen Huy Tuan Dang Duc Trong Dinh Nguyen Duy Hai Duong Dang Xuan Thanh |
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| Institution: | 1. Department of Mathematics, University of Science, Vietnam National University, Ho Chi Minh City, Vietnam;2. Faculty of Basic Science, Ho Chi Minh City University of Transport, Ho Chi Minh City, Vietnam;3. Quantitative and Computational Finance Lab, John von Neumann, Ho Chi Minh, Vietnam |
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| Abstract: | In this paper, we consider a Riesz–Feller space‐fractional backward diffusion problem with a time‐dependent coefficient ![]() We show that this problem is ill‐posed; therefore, we propose a convolution regularization method to solve it. New error estimates for the regularized solution are given under a priori and a posteriori parameter choice rules, respectively. Copyright © 2016 John Wiley & Sons, Ltd. |
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| Keywords: | space‐fractional backward diffusion problem ill‐posed problem regularization error estimate |
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