Computational experiment on the numerical solution of some inverse problems of mathematical physics

Abstract

In this article the computational experiment on the numerical solution of the most popular linear inverse problems for equations of mathematical physics are presented. The discretization of retrospective inverse problem for parabolic equation is performed using difference scheme with non-positive weight multiplier. Similar difference scheme is also used for the numerical solution of Cauchy problem for two-dimensional Laplace equation. The results of computational experiment, performed on model problems with exact solution, including ones with randomly perturbed input data are presented and discussed.