Stability of Rothe difference scheme for the reverse parabolic problem with integral boundary condition

In this paper, we study the approximation of reverse parabolic problem with integral boundary condition. The Rothe difference scheme for an approximate solution of reverse problem is discussed. We establish stability and coercive stability estimates for the solution of the Rothe difference scheme. In sequel, we investigate the first order of accuracy difference scheme for approximation of boundary value problem for multidimensional reverse parabolic equation and obtain stability estimates for its solution. Finally, we give numerical results together with an explanation on the realization in one‐ and two‐dimensional test examples.

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