Abstract
This article considers a Cauchy problem of Helmholtz equations whose solution is well known to be exponentially unstable with respect to the inputs. In the framework of variational quasi-reversibility method, a Fourier truncation is applied to appropriately perturb the underlying problem, which allows us to obtain a stable approximate solution. The corresponding approximate problem is of a hyperbolic equation, which is also a crucial aspect of this approach. Error estimates between the approximate and true solutions are derived with respect to the noise level. From this analysis, the Lipschitz stability with respect to the noise level follows. Some numerical examples are provided to see how our numerical algorithm works well.
Similar content being viewed by others
Data Availability
The datasets generated during and/or analyzed during the current study are available from the corresponding author on reasonable request.
References
Born, M., Wolf, E.: Principles of Optics. Cambridge University Press, Cambridge, England (2019)
Tuan, N.H., Khoa, V.A., Minh, M.N., Tran, T.: Reconstruction of the electric field of the Helmholtz equation in three dimensions. J. Comput. Appl. Math. 309, 56–78 (2017). https://doi.org/10.1016/j.cam.2016.05.021
Klibanov, M.V., Nguyen, D.-L., Nguyen, L.H.: A coefficient inverse problem with a single measurement of phaseless scattering data. SIAM J. Appl. Math. 79(1), 1–27 (2019). https://doi.org/10.1137/18m1168303
Karimi, M.: Regularization of ill-posed problems involving constant-coefficient pseudo-differential operators. Inverse Prob. 38(5), 055001 (2022). https://doi.org/10.1088/1361-6420/ac5ac8
Leitão, A.: An iterative method for solving elliptic cauchy problems. Numer. Funct. Anal. Opt. 21(5–6), 715–742 (2000). https://doi.org/10.1080/01630560008816982
Qian, Z., Fu, C.-L., Li, Z.-P.: Two regularization methods for a Cauchy problem for the Laplace equation. J. Math. Anal. Appl. 338(1), 479–489 (2008). https://doi.org/10.1016/j.jmaa.2007.05.040
Tuan, N.H., Trong, D.D., Quan, P.H.: A note on a Cauchy problem for the Laplace equation: Regularization and error estimates. Appl. Math. Comput. 217(7), 2913–2922 (2010). https://doi.org/10.1016/j.amc.2010.09.019
Eldén, L., Simoncini, V.: A numerical solution of a Cauchy problem for an elliptic equation by Krylov subspaces. Inverse Prob. 25(6), 065002 (2009). https://doi.org/10.1088/0266-5611/25/6/065002
Hào, D.N., Lesnic, D.: The Cauchy problem for laplace’s equation via the conjugate gradient method. IMA J. Appl. Math. 65(2), 199–217 (2000). https://doi.org/10.1093/imamat/65.2.199
Klibanov, M.V.: Carleman estimates for the regularization of ill-posed Cauchy problems. Appl. Numer. Math. 94, 46–74 (2015). https://doi.org/10.1016/j.apnum.2015.02.003
Reinhardt, H.-J., Han, H., Hào, D.N.: Stability and regularization of a discrete approximation to the Cauchy problem for Laplace’s equation. SIAM J. Numer. Anal. 36(3), 890–905 (1999). https://doi.org/10.1137/s0036142997316955
Falk, R.S., Monk, P.B.: Logarithmic convexity for discrete harmonic functions and the approximation of the Cauchy problem for Poisson’s equation. Math. Comput. 47(175), 135 (1986). https://doi.org/10.2307/2008085
Eldén, L., Berntsson, F.: A stability estimate for a Cauchy problem for an elliptic partial differential equation. Inverse Prob. 21(5), 1643–1653 (2005). https://doi.org/10.1088/0266-5611/21/5/008
Karimi, M., Rezaee, A.: Regularization of the Cauchy problem for the Helmholtz equation by using Meyer wavelet. J. Comput. Appl. Math. 320, 76–95 (2017). https://doi.org/10.1016/j.cam.2017.02.005
Qiu, C.-Y., Fu, C.-L.: Wavelets and regularization of the Cauchy problem for the Laplace equation. J. Math. Anal. Appl. 338(2), 1440–1447 (2008). https://doi.org/10.1016/j.jmaa.2007.06.035
Lattès, R., Lions, J.L.: Méthode de Quasi-réversibilité et Applications. Dunod, Paris (1967)
Nguyen, H.T., Khoa, V.A., Vo, V.A.: Analysis of a quasi-reversibility method for a terminal value quasi-linear parabolic problem with measurements. SIAM J. Math. Anal. 51(1), 60–85 (2019). https://doi.org/10.1137/18m1174064
Khoa, V.A., Nhan, P.T.H.: Constructing a variational quasi-reversibility method for a Cauchy problem for elliptic equations. Math. Methods Appl. Sci. 44(5), 3334–3355 (2020). https://doi.org/10.1002/mma.6945
Klibanov, M.V.: Carleman estimates for global uniqueness, stability and numerical methods for coefficient inverse problems. J. Inverse Ill Posed Prob. (2013). https://doi.org/10.1515/jip-2012-0072
Khoa, V.A., Bidney, G.W., Klibanov, M.V., Nguyen, L.H., Nguyen, L.H., Sullivan, A.J., Astratov, V.N.: Convexification and experimental data for a 3D inverse scattering problem with the moving point source. Inverse Prob. 36(8), 085007 (2020). https://doi.org/10.1088/1361-6420/ab95aa
Klibanov, M., Nguyen, L.H., Tran, H.V.: Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method. J. Comput. Phys. 451, 110828 (2022). https://doi.org/10.1016/j.jcp.2021.110828
Le, T.T., Klibanov, M.V., Nguyen, L.H., Sullivan, A., Nguyen, L.: Carleman contraction mapping for a 1D inverse scattering problem with experimental time-dependent data. Inverse Prob. 38(4), 045002 (2022). https://doi.org/10.1088/1361-6420/ac50b8
Guimarães, O., Labecca, W., Piqueira, J.R.: Tensor solutions in irregular domains: Eigenvalue problems. Math. Comput. Simul. 190, 110–130 (2021). https://doi.org/10.1016/j.matcom.2021.05.019
Cao, L.-Q., Luo, J.-L.: Multiscale numerical algorithm for the elliptic eigenvalue problem with the mixed boundary in perforated domains. Appl. Numer. Math. 58(9), 1349–1374 (2008). https://doi.org/10.1016/j.apnum.2007.07.009
Grebenkov, D.S., Nguyen, B.-T.: Geometrical structure of Laplacian eigenfunctions. SIAM Rev. 55(4), 601–667 (2013). https://doi.org/10.1137/120880173
Acknowledgements
V.A.K. thanks Prof. Dr. Roselyn Williams and Prof. Dr. Desmond Stephens (Tallahassee, USA) for their support during the time V.A.K working at Florida A &M University. N.D.T. acknowledges Dr. Nguyen Thanh Long for the wholehearted guidance during his study at University of Science, and thanks Mr. Pham Truong Hoang Nhan for helpful discussions. The authors are thankful to Prof. Dr. Bruno Despres (Paris, France) for addressing the well-posedness of system (6).
Funding
This work was supported by the Faculty Research Awards Program (FRAP) at Florida A &M University, under the project “Approximation of a time-reversed reaction-diffusion system in cancer cell population dynamics” (007633).
Author information
Authors and Affiliations
Contributions
V.A.K. and N.D.T. organized and wrote this manuscript. V.A.K., N.D.T and A.G. contributed to all the steps of the proofs in this research together. All authors read and approved the final manuscript.
Corresponding author
Ethics declarations
Conflict of interests
The authors declare no competing interests.
Ethics approval
Not applicable.
Consent for publication
Not applicable.
Human or animal rights
Not applicable.
Additional information
Communicated by Gunnar Martinsson.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Khoa, V.A., Thuc, N.D. & Gunaratne, A. Analysis and simulation of a variational stabilization for the Helmholtz equation with noisy Cauchy data. Bit Numer Math 63, 37 (2023). https://doi.org/10.1007/s10543-023-00978-8
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10543-023-00978-8