Error Estimates for a Numerical Method for an Ill-Posed Cauchy Problem for the Heat Equation

1986 ◽  
Vol 23 (6) ◽  
pp. 1155-1172 ◽  
Author(s):  
Peter Monk
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Numerical Method ◽  
Error Estimates ◽  
Ill Posed

scholarly journals Regularization of a Cauchy problem for the heat equation

2018 ◽  
Vol 1 (T5) ◽  
pp. 184-192
Author(s):  
Au Van Vo ◽  
Tuan Hoang Nguyen
Keyword(s):  
Cauchy Problem ◽  
Exact Solution ◽  
Heat Equation ◽  
Error Estimates ◽  
A Priori ◽  
Cauchy Data ◽  
Linear Source ◽  
Truncation Method ◽  
Ill Posed ◽  
Regularized Solution

In this paper, we study a Cauchy problem for the heat equation with linear source in the form ut(x,t)= uxx(x,t)+f(x,t), u(L,t)=  φ(t), u(L,t)= Ψ (t), (x,t) ∈ (0,L) ×(0, 2π). This problem is ill-posed in the sense of Hadamard. To regularize the problem, the truncation method is proposed to solve the problem in the presence of noisy Cauchy data φε and Ψε satisfying ‖ φε - φ ‖+‖ Ψε - Ψ ‖ ≤ ε and that fε satisfying ‖ fε(x,. ) - f(x,.) ‖ ≤ ε .  We give some error estimates between the regularized solution and the exact solution under some different a-priori conditions of exact solution.

scholarly journals A Wavelet Method for the Cauchy Problem for the Helmholtz Equation

2012 ◽  
Vol 2012 ◽  
pp. 1-18
Author(s):  
Fang-Fang Dou ◽  
Chu-Li Fu
Keyword(s):  
Cauchy Problem ◽  
Exact Solution ◽  
Helmholtz Equation ◽  
Error Estimates ◽  
Fixed Frequency ◽  
Wavelet Method ◽  
Numerical Tests ◽  
The Cauchy Problem ◽  
Ill Posed

We consider a Cauchy problem for the Helmholtz equation at a fixed frequency. The problem is severely ill posed in the sense that the solution (if it exists) does not depend continuously on the data. We present a wavelet method to stabilize the problem. Some error estimates between the exact solution and its approximation are given, and numerical tests verify the efficiency and accuracy of the proposed method.

scholarly journals HP estimation for the Cauchy problem for nonlinear elliptic equation

2018 ◽  
Vol 1 (T5) ◽  
pp. 193-202
Author(s):  
Thang Duc Le
Keyword(s):  
Cauchy Problem ◽  
Exact Solution ◽  
Elliptic Equation ◽  
Error Estimates ◽  
Bounded Domain ◽  
Nonlinear Elliptic Equation ◽  
Nonlinear Elliptic ◽  
The Cauchy Problem ◽  
Ill Posed ◽  
Regularized Solution

In this paper, we investigate the Cauchy problem for a ND nonlinear elliptic equation in a bounded domain. As we know, the problem is severely ill-posed. We apply the Fourier truncation method to regularize the problem. Error estimates between the regularized solution and the exact solution are established in Hp space under some priori assumptions on the exact solution.

A Holder Type Estimate for an ill-Posed Cauchy Problem for the 3-D Heat Equation

2011 ◽  
Vol 422 ◽  
pp. 589-591
Author(s):  
Xian Zheng Jia
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Function Method ◽  
Type Estimate ◽  
Ill Posed

In this paper, we get a holder type estimate for the 3-D heat equation.Weight function method is used to prove this result.

AN ILL-POSED PROBLEM FOR THE HEAT EQUATION

2009 ◽  
Vol 19 (09) ◽  
pp. 1631-1641 ◽  
Author(s):  
L. E. PAYNE ◽  
G. A. PHILIPPIN
Keyword(s):  
Cauchy Problem ◽  
Boundary Conditions ◽  
Heat Equation ◽  
Outer Boundary ◽  
Slight Modification ◽  
Cauchy Data ◽  
The Cauchy Problem ◽  
Ill Posed

The Cauchy problem for the heat equation in which Cauchy data are prescribed on the outer boundary of a domain with cavity and no data are given on the inner boundary is known to be ill-posed. By a slight modification of the boundary conditions a new problem is introduced whose solution depends continuously on the data in L2.

scholarly journals On Carleman-type Formulas for Solutions to the Heat Equation

2019 ◽  
pp. 421-433
Author(s):  
Ilya A. Kurilenko ◽  
Alexander A. Shlapunov
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Uniqueness Theorem ◽  
Lateral Surface ◽  
Normal Derivative ◽  
Integral Representations ◽  
Cylindrical Domain ◽  
Ill Posed ◽  
Carleman Type ◽  
Anisotropic Spaces

We apply the method of integral representations to study the ill-posed Cauchy problem for the heat equa- tion. More precisely we recover a function, satisfying the heat equation in a cylindrical domain, via its values and the values of its normal derivative on a given part of the lateral surface of the cylinder. We prove that the problem is ill-posed in the natural (anisotropic) spaces (Sobolev and H¨older spaces, etc). Finally, we obtain a uniqueness theorem for the problem and a criterion of its solvability and a Carleman-type formula for its solution

The Resolvent Operator

2017 ◽  
Author(s):  
Charles L. Epstein ◽  
Rafe Mazzeo
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Laplace Transform ◽  
Heat Kernel ◽  
Resolvent Operator ◽  
Contour Integration ◽  
Resolvent Kernel ◽  
The Laplace Transform ◽  
Elliptic Estimates ◽  
The Resolvent Operator

This chapter describes the construction of a resolvent operator using the Laplace transform of a parametrix for the heat kernel and a perturbative argument. In the equation (μ‎-L) R(μ‎) f = f, R(μ‎) is a right inverse for (μ‎-L). In Hölder spaces, these are the natural elliptic estimates for generalized Kimura diffusions. The chapter first constructs the resolvent kernel using an induction over the maximal codimension of bP, and proves various estimates on it, along with corresponding estimates for the solution operator for the homogeneous Cauchy problem. It then considers holomorphic semi-groups and uses contour integration to construct the solution to the heat equation, concluding with a discussion of Kimura diffusions where all coefficients have the same leading homogeneity.

scholarly journals A modified Tikhonov regularization method based on Hermite expansion for solving the Cauchy problem of the Laplace equation

2020 ◽  
Vol 18 (1) ◽  
pp. 1685-1697
Author(s):  
Zhenyu Zhao ◽  
Lei You ◽  
Zehong Meng
Keyword(s):  
Cauchy Problem ◽  
Laplace Equation ◽  
Tikhonov Regularization ◽  
Regularization Method ◽  
Regularization Parameter ◽  
Solution Process ◽  
Tikhonov Regularization Method ◽  
Hermite Expansion ◽  
The Cauchy Problem ◽  
Ill Posed

Abstract In this paper, a Cauchy problem for the Laplace equation is considered. We develop a modified Tikhonov regularization method based on Hermite expansion to deal with the ill posed-ness of the problem. The regularization parameter is determined by a discrepancy principle. For various smoothness conditions, the solution process of the method is uniform and the convergence rate can be obtained self-adaptively. Numerical tests are also carried out to verify the effectiveness of the method.

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