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Possible Duplicate:
Integrating pde backwards in time

I need to solve a partial differential equation backwards in time. In other words, I have the discrete differential equation and a final condition at some terminal time T, but no initial condition. How do I do this?

Any suggestion is welcome and appreciated.

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    why ca$n$'t you just reverse the equation? if y_i+1 = y_i + k dt then y_i+1 = y_i - k dt (and if it's a second order eqn then you use the shooting method).2011-09-03

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