Boundary-integral approach to the numerical solution of the Cauchy problem for the Laplace equation

We present a survey of a direct method of boundary integral equations for the numerical solution of the Cauchy problem for the Laplace equation in doubly connected domains. The domain of solution is located between two closed boundary surfaces (curves in the case of two-dimensional domains). This Cauchy problem is reduced to finding the values of a harmonic function and its normal derivative on one of the two closed parts of the boundary according to the information about these quantities on the other boundary surface. This is an ill-posed problem in which the presence of noise in the input data may completely destroy the procedure of finding the approximate solution. We describe and present the results for a procedure of regularization aimed at the stable determination of the required quantities based on the representation of the solution to the Cauchy problem in the form a single-layer potential. For given data, this representation yields a system of boundary integral equations with two unknown densities. We establish the existence and uniqueness of these densities and propose a method for the numerical discretization in two- and three-dimensional domains. We also consider the cases of simply connected domains of the solution and unbounded domains. Numerical examples are presented both for two- and three-dimensional domains. These numerical results demonstrate that the proposed method gives good accuracy with relatively small amount of computations

Weakly Consistent Regularisation Methods for Ill-Posed Problems

This Chapter takes its origin in the lecture notes for a 9 h course at the Institut Henri Poincaré in September 2016. The course was divided in three parts. In the first part, which is not included herein, the aim was to first recall some basic aspects of stabilised finite element methods for convection-diffusion problems. We focus entirely on the second and third parts which were dedicated to ill-posed problems and their approximation using stabilised finite element methods. First we introduce the concept of conditional stability. Then we consider the elliptic Cauchy-problem and a data assimilation problem in a unified setting and show how stabilised finite element methods may be used to derive error estimates that are consistent with the stability properties of the problem and the approximation properties of the finite element space. Finally, we extend the result to a data assimilation problem subject to the heat equation

Relaxation property for the adaptivity for ill-posed problems

Adaptive finite element method (adaptivity) is known to be an effective numerical tool for some ill-posed problems. The key advantage of the adaptivity is the image improvement with local mesh refinements. A rigorous proof of this property is the central part of this paper. In terms of coefficient inverse problems with single measurement data, the authors consider the adaptivity as the second stage of a two-stage numerical procedure. The first stage delivers a good approximation of the exact coefficient without an advanced knowledge of a small neighborhood of that coefficient. This is a necessary element for the adaptivity to start iterations from. Numerical results for the two-stage procedure are presented for both computationally simulated and experimental data