Bounds of functional outputs for parabolic problems. Part II: Bounds of the exact solution

Abstract

The paper introduces a methodology to compute upper and lower bounds for linear-functional outputs of the exact solutions of parabolic problems. In this second part, the bounds account for the error both in space and time. The assumption stating that the error introduced by the time marching scheme is negligible, used in the first part, is removed here. The bounds are computed starting from an approximation of the exact solution, associated with a spatial mesh and a time grid. Nevertheless, the bounds are guaranteed with respect to the exact solution, with no reference to any mesh or time discretization.