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Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate

Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate

The key tool of this paper is a new Carleman estimate for an arbitrary parabolic operator of the second order for the case of reversed time data. This estimate works on an arbitrary time interval. On the other hand, the previously known Carleman estimate for the reversed time case works …