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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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    If you have a PDE, that evolves over time `t` and an actual time `t` then you can solve the equation for the time you have then plug the values you get back in to the equation to get it at your specific time.2011-09-03
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    @Ben, Suppose my discrete PDE looks like this: p_i = p_j + (dt/dx)*q_j*f'(u_j) + 0.5*(dt/dx)*(q_j+1 - q_j-1) + 0.5*(dt/dx)*a*(p_j+1 -2p_j + p_j-1), and I have values at the terminal time t, plugging them back and solve won't do something different rather than getting initial values?2011-09-03
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    why can'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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