Skip to main content
Log in

Calculating Heat and Wave Propagation from the Lateral Cauchy Data

  • Published:
Ukrainian Mathematical Journal Aims and scope

We present an overview of recent methods based on semidiscretization (in time) for the inverse ill-posed problems of finding the solutions of evolution equations according to the time-like Cauchy data. Specifically, the values of function and normal derivative are given on a portion of the lateral boundary of a space-time cylinder and the corresponding data should be generated on the remaining lateral part of the cylinder either for the heat equation or for the wave equation. The procedure of semidiscretization in time is based on the application either of the Laguerre transform or of the Rothe method (finite-difference approximation), and has a specific feature that similar sequences of elliptic problems are obtained for the heat and wave equations, and only the values of some parameters are different. The elliptic equations are solved numerically either by the boundary integral approach involving the Nyström method or by the method of fundamental solutions. The theoretical properties are formulated together with discretization strategies in the space. Systems of linear equations are obtained for finding either the values of densities or the coefficients. The Tikhonov regularization is applied for the stable solution of the linear equations. The presented numerical results show that the proposed strategies give good accuracy in combination with economic computational costs.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Dover Publ., New York (1972).

    MATH  Google Scholar 

  2. C. J. S. Alves, “On the choice of source points in the method of fundamental solutions,” Eng. Anal. Bound. Elem., 33, 1348–1361 (2009).

    Article  MathSciNet  Google Scholar 

  3. M. Bellassoued and M. Yamamoto, Carleman Estimates and Applications to Inverse Problems for Hyperbolic Systems, Springer, Tokyo (2017).

    Book  Google Scholar 

  4. I. Borachok, R. Chapko, and B. T. Johansson, “A method of fundamental solutions for heat and wave propagation from lateral Cauchy data,” Numer. Algorithms (2021); https://doi.org/10.1007/s11075-021-01120-x.

  5. I. Borachok, R. Chapko, and B. T. Johansson, “A method of fundamental solutions with time-discretization for wave motion from lateral Cauchy data,” Partial Differ. Equat. Appl., 3, No. 3, Paper No. 37, 13 pp. (2022).

  6. Y. H. Cao and L. H. Kuo, “Hybrid method of space-time and Houbolt methods for solving linear time-dependent problems,” Eng. Anal. Bound. Elem., 128, 58–65 (2021).

    Article  MathSciNet  Google Scholar 

  7. R. Chapko and B. T. Johansson, “A boundary integral equation method for numerical solution of parabolic and hyperbolic Cauchy problems,” Appl. Numer. Math., 129, 104–119 (2018).

    Article  MathSciNet  Google Scholar 

  8. R. Chapko and B. T. Johansson, “Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations,” J. Eng. Math., 103 23–37 (2017).

    Article  MathSciNet  Google Scholar 

  9. R. Chapko and B. T. Johansson, “On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach,” Inverse Probl. Imaging, 6, 25–38 (2012).

    Article  MathSciNet  Google Scholar 

  10. R. Chapko, B. T. Johansson, Y. Muzychuk, and A. Hlova, “Wave, propagation from lateral Cauchy data using a boundary element method,” Wave Motion, 91 (2019).

  11. R. Chapko, B. T. Johansson, and Y. Savka, “On the use of an integral equation approach for the numerical solution of a Cauchy problem for Laplace equation in a doubly connected planar domain,” Inverse Probl. Sci. Eng., 22, 130–149 (2014).

    Article  MathSciNet  Google Scholar 

  12. R. Chapko and R. Kress, “Rothe’s method for the heat equation and boundary integral equations,” J. Integral Equat. Appl., 9, 47–69 (1997).

    Article  MathSciNet  Google Scholar 

  13. R. Chapko and R. Kress, “On the numerical solution of initial boundary value problems by the Laguerre transformation and boundary integral equations,” Ser. Math. Anal. and Appl., Vol. 2, Integral and Integrodifferential Equations: Theory, Methods, and Applications, Gordon & Breach, Amsterdam (2000), pp. 55–69.

  14. G. Fairweather and A. Karageorghis, “The method of fundamental solutions for elliptic boundary value problems,” Adv. Comput. Math., 9, 69–95 (1998).

    Article  MathSciNet  Google Scholar 

  15. D. N. Hao, Methods for Inverse Heat Conduction Problems, Peter Lang, Frankfurt am Main (1998).

    MATH  Google Scholar 

  16. A. Hasanov Hasanoğlu and V. G. Romanov, Introduction to Inverse Problems for Differential Equations, Springer, Cham (2017).

  17. J. C. Houbolt, “A recurrence matrix solution for the dynamic response of elastic aircraft,” J. Aeronaut. Sci., 17, 540–550 (1950).

    Article  MathSciNet  Google Scholar 

  18. V. Isakov, “Inverse problems for partial differential equations,” 3rd edn., in: Appl. Math. Sci., 127, Springer, Cham (2017).

  19. V. M. Kaĭstrenko, “The Cauchy problem for a second order hyperbolic equation with data on a time-like surface,” Sib. Mat. Zh., 16, 395–398 (1975); English translation: Sib. Math. J., 16, 306–308 (1975).

  20. A. Karageorghis, D. Lesnic, and L. Marin, “A survey of applications of the MFS to inverse problems,” Inverse Probl. Sci. Eng., 19, 309–336 (2011).

    Article  MathSciNet  Google Scholar 

  21. M. V. Klibanov, “Carleman estimates for the regularization of ill-posed Cauchy problems,” Appl. Numer. Math., 94, 46–74 (2015).

    Article  MathSciNet  Google Scholar 

  22. M. M. Lavrent’ev, V. G. Romanov, and S. P. Shishatskiĭ, “Ill-posed problems of mathematical physics and analysis,” in: Translations of Mathematical Monographs, 64, American Mathematical Society, Providence, RI (1986).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to R. Chapko.

Additional information

Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 74, No. 2, pp. 274–285, February, 2022. Ukrainian DOI: https://doi.org/10.37863/umzh.v74i2.6880.

Rights and permissions

Springer Nature or its licensor 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.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chapko, R., Johansson, B.T. Calculating Heat and Wave Propagation from the Lateral Cauchy Data. Ukr Math J 74, 314–326 (2022). https://doi.org/10.1007/s11253-022-02062-w

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11253-022-02062-w

Navigation