Abstract

In this paper, we present a numerical method based on Haar wavelets for solving multidimensional parabolic inverse problem with a control parameter. In this method, the highest derivative appearing in the parabolic equation is expanded into Haar wavelet series. Taylor series expansion and cubic spline interpolation are used to approximate the control parameter. We have computed Haar matrices and Haar integral matrices only once and used the same for different time iterations which lead to a significant reduction in the computational cost. Numerical experiments are performed on some test problems. It is found that numerical results are in good agreement with the exact solution.

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