A Preconditioned GMRES Method for Solving a 1D Sideways Heat  Equation

Abstract

The sideways Heat equation (SHE) is a model of the problem of determining the temperature on the surface of a body from the interior measurements. Mathematically it can be formulated as a non-characteristic Cauchy problem for a  parabolic partial differential equation. This problem is severely ill-posed: the solution does not depend continuously on the data. We use a preconditioned Generalized Minimum Residuals Method (GMRES) to solve a 1D SHE. Regularization is used in the preconditioner as well as truncating the GMRES algorithm. Numerical experiments demonstrate that the proposed method works well