Abstract
In this paper, a Cauchy problem for the Helmholtz equation is investigated. It is well known that this problem is severely ill-posed in the sense that the solution (if it exists) does not depend continuously on the given Cauchy data. To overcome such difficulties, we propose a modified regularization method to approximate the solution of this problem, and then analyze the stability and convergence of the proposed regularization method based on the conditional stability estimates. Finally, we present two numerical examples to illustrate that the proposed regularization method works well.
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Acknowledgments
The authors would like to thank the reviewers’ valuable comments and suggestions that have improved our manuscript. The work described in this paper was supported in part by the Fundamental Research Funds for the Central Universities (2015QNA49).
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Communicated by Dongwoo Sheen.
Appendices
Appendix 1
Proof to Lemma 2.2
The proof is inspired by the idea of [13]. The condition \(\left\| v(\cdot ,1)\right\| \le E\) leads to
The condition \(\left\| \phi \right\| \le \varepsilon \) means
Now define a function \(\tau _1(y)\) as
where \(N_1=\min \left\{ n|\cosh \left( \sqrt{n^2-k^2}y\right) \ge m_1(y), n>k\right\} \) and \(m_1(y)=(1-y)(2E)^y\varepsilon ^{-y}\). Denote \(\xi =\sqrt{n^2-k^2}\) for \(n>k\). From (2.3), we have
Further, from (7.1) and (7.2), we have
where
In the following, we estimate \(A_1(n)\).
Note that \(F(\xi )=\frac{\mathrm{{e}}^{\xi y}-m_1(y)}{\mathrm{{e}}^\xi }\) over \(\xi >0\) attains its maximum \(F_{\mathrm{{max}}}=y(1-y)^{\frac{1}{y}-1}\left( m_1(y)\right) ^{-\left( \frac{1}{y}-1\right) }\), then we have
Meanwhile, note that \(\left| \tau _1(y)\right| \le m_1(y)\) for \(n>k\), thus we have
It is easy to check that the function \(F_1(m_1)=2Ey(1-y)^{\frac{1}{y}-1}\left( m_1(y)\right) ^{-\left( \frac{1}{y}-1\right) }+\varepsilon m_1(y)\) reaches its minimum at \(m_1(y)=(1-y)(2E)^y\varepsilon ^{-y}\). Hence, by (7.3), we have
\(\square \)
Appendix 2
Proof to Lemma 2.3
The condition \(\left\| w(\cdot ,1)\right\| \le E\) is equivalent to
The condition \(\left\| \psi \right\| \le \varepsilon \) means
Define the following function
where \(N_2\!=\!\min \left\{ n\mid \frac{\sinh \left( \sqrt{n^2-k^2}y\right) }{\sqrt{n^2-k^2}} \ge m_2(y),n\!>\!k \right\} \), note that \(g(n)=\frac{\sinh \left( \sqrt{n^2-k^2}y\right) }{\sqrt{n^2-k^2}}\) is strictly monotonically increasing for \(n>k\), and \(m_2(y)=\left( 1-\mathrm{{e}}^{-2\rho }\right) ^{-y}(2\rho )^{-(1-y)}(1-y)E^y\varepsilon ^{-y}\), where \(\rho =\sqrt{\left( [k]+1\right) ^2-k^2}\). Taking the similar procedure of estimating \(\left\| v(\cdot ,y)\right\| \), from (2.4), (8.1) and (8.2), note that \(\left| \tau _2(y)\right| \le m_2(y)\) for \(n>k\), we have
where
Now we firstly estimate \(A_2(n)\).
By a simple calculation, we can obtain that \(G(\xi )=\frac{\mathrm{{e}}^{\xi y}-2\rho m_2(y)}{\mathrm{{e}}^\xi }\) over \(\xi >0\) attains its maximum \(G_{\max }=(2\rho )^{-(\frac{1}{y}-1)} y(1-y)^{\frac{1}{y}-1}\left( m_2(y)\right) ^{-\left( \frac{1}{y}-1\right) }\). Then, we have
It is easy to check that the function \(F_2(m_2)=\left( 1-\mathrm{{e}}^{-2\rho }\right) ^{-1}(2\rho )^{-(\frac{1}{y}-1)}Ey(1-y)^{\frac{1}{y}-1}\left( m_2(y)\right) ^{-\left( \frac{1}{y}-1\right) }+\varepsilon m_2(y)\) reaches its minimum at \(m_2(y)=\left( 1-\mathrm{{e}}^{-2\rho }\right) ^{-y}(1-y)(2\rho )^{-(1-y)}E^y\varepsilon ^{-y}\). Hence, using the inequality \(1-\mathrm{{e}}^{-r}\le r\) for \(r \ge 0\), we obtain
\(\square \)
Appendix 3
Proof to Theorem 2.5
In the following, we firstly estimate \(\Vert v(\cdot , 1)\Vert \), whose proof is inspired by the idea of paper [22]. By (2.3), the condition \(\left\| \frac{\partial ^p v(\cdot ,1)}{\partial y^p} \right\| \le E_p\) leads to
Denote \(\zeta =\sqrt{k^2-n^2}\) for \(n \le k\), \(\xi =\sqrt{n^2-k^2}\) for \(n>k\), \(\nu =\left( \ln \left( \frac{E_p}{\varepsilon } \left( \ln \frac{E_p}{\varepsilon }\right) ^{-p}\right) \right) ^{-1}\) and \({\gamma }=\frac{\xi }{\sqrt{1+\nu ^2n^2}}\). Note that \(\frac{\cosh (\xi )}{\sinh (\xi )}=\frac{e^\xi +e^{-\xi }}{e^\xi \left( 1-e^{-2\xi }\right) }\le \frac{2}{1-\mathrm{{e}}^{-2\rho }}\), where \(\rho =\sqrt{\left( [k]+1\right) ^2-k^2}\).
For the case of \(k\ge 1\), from (2.3), (7.2) and (9.1), we have
where
For D(n), we have \(D(n) \le \mathrm{{e}}^{\gamma }\le \mathrm{{e}}^{\frac{1}{\nu }}\). In the following, we estimate B(n). Note that \(\xi > \gamma \), we have
Case 1 For large values of n with \(\xi =\sqrt{n^2 -k^2} \ge \nu ^{-\frac{2}{3}}\), we have
Case 2 For \(\xi < \nu ^{-\frac{2}{3}}\), note that \(\xi -\gamma \le \frac{1}{2} \nu ^2 n^2\xi \) and \(1-\mathrm{{e}}^{-r}\le r\) for \(r\ge 0\) , we have
-
(1)
For \(n=[k]+1\), by (9.2), \(B(n) \le \frac{1}{2}\nu ^2([k]+1)^2\rho ^{1-p}\);
-
(2)
For \(n >[k]+1\), by (9.2), note that \(\xi >1\),
-
(a)
If \(0< p <3\), \(B(n) \le \frac{1}{2}(1+k^2)\nu ^2 \xi ^{3-p} \le \frac{1}{2}(1+k^2)\nu ^{\frac{2p}{3}}\);
-
(b)
If \(p \ge 3\), \(B(n) \le \frac{1}{2}(1+k^2)\nu ^2\).
Hence, by cases 1 and 2, we obtain that
Now combining the above discussion, we have
For the case of \( 0 < k < 1\), the first term in the right-hand side of Eq. (9.4) can be vanished.
Now we estimate \(\Vert w(\cdot , 1)\Vert \). By (2.4), the condition \(\left\| \frac{\partial ^p w(\cdot ,1)}{\partial y^p} \right\| \le E_p\) leads to
Taking the similar procedure of estimating \(\left\| v(\cdot ,1)\right\| \), when \(k\ge 1\), recalling that \(\gamma =\xi /\sqrt{1+\nu ^2n^2}\), we have
where
Recalling that \(1-\mathrm{{e}}^{-r}\le r\) for \(r\ge 0\), we have
In the following, we estimate \(B_1(n)\).
Case 1 For large values of n with \(\xi =\sqrt{n^2 -k^2} \ge \nu ^{-\frac{2}{3}}\), using Taylor expansion \(\sinh (s)=\sum _{n=1}^{\infty }\frac{s^{2n-1}}{(2n-1)!}\), recalling that \(\gamma =\xi /\sqrt{1+\nu ^2n^2}\), we get \(\sqrt{1+\nu ^2n^2}\frac{\sinh (\gamma )}{\sinh (\xi )}<1\), hence
Case 2 For \(\xi <\nu ^{-\frac{2}{3}}\), we have
where \(C_1(n)=\left| \frac{\sinh (\xi )-\sinh (\gamma )}{\sinh (\xi )}\right| \) and \(C_2(n)=\left| \frac{\sinh (\gamma )-\sqrt{1+\nu ^2n^2}\sinh (\gamma )}{\sinh (\xi )}\right| \). Now let us estimate \(C_1(n)\). Recalling that \(\xi -\gamma \le \frac{1}{2}\nu ^2n^2\xi \), we have
Next we estimate \(C_2(n)\). Recalling that \(\sqrt{1+\nu ^2n^2}\le 1+\frac{1}{2}\nu ^2n^2\), and by (9.7), we have
Combining (9.9)–(9.11), by (9.2), for \(\xi <\nu ^{-\frac{2}{3}}\), we obtain
Further, from (9.8) and (9.12), we obtain
Hence, from (9.6)–(9.7) and (9.13), we have
For the case of \( 0 < k < 1\), the first term in the right-hand side of Eq. (9.14) can be vanished.
Finally, using the triangle inequality \(\left\| u(\cdot ,1)\right\| \le \left\| v(\cdot ,1)\right\| +\left\| w(\cdot ,1)\right\| \), by (9.4) and (9.14), the stability result (2.11) can directly be obtained. \(\square \)
Appendix 4
Theorem 9.1
Let \(u=v+w\) be the exact solution of problem (1.1) with the exact data \(\left( \phi , \psi \right) \) and \(u_\alpha ^\delta =v_\alpha ^\delta +w_\alpha ^\delta \) be the regularized solution with the filter function q given by (4.1). Further, let the measured data \(\phi ^\delta \), \(\psi ^\delta \) satisfy (1.2) and assume that the a-priori bound assumption (2.10) holds. Choose the regularization parameter \(\alpha \) as
Then, at \(y=1\), for \(k>0\), we have
where \(\rho =\sqrt{([k]+1)^2-k^2}\).
Proof
From the proof of Theorem 3.2 in [27], we have
For \(n>k\), note that \(\xi =\sqrt{n^2-k^2}>0\) and \(\sinh {(\xi )}/\xi \le \cosh {(\xi )}\), then similar to the proof of Theorem 3.2 in [27], we have
Further, by (10.1), using the triangle inequality \(\left\| u_\alpha ^\delta (\cdot ,1)-u(\cdot ,1)\right\| \le \left\| v_\alpha ^\delta (\cdot ,1)-\right. \left. v(\cdot ,1)\right\| + \left\| w_\alpha ^\delta (\cdot ,1)-w(\cdot ,1)\right\| \), the conclusion (10.2) can be obtained. \(\square \)
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Qin, H., Lu, J. A Modified Method for a Cauchy Problem of the Helmholtz Equation. Bull. Malays. Math. Sci. Soc. 40, 1493–1522 (2017). https://doi.org/10.1007/s40840-015-0148-7
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DOI: https://doi.org/10.1007/s40840-015-0148-7