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Articles

Approximation of mild solutions of the linear and nonlinear elliptic equations

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Pages 1237-1266 | Received 16 Feb 2014, Accepted 28 Nov 2014, Published online: 07 Jan 2015

Abstract

In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form2t2ut=Aut+ft,ut,t0,T,

where A is a positive-definite, self-adjoint operator with compact inverse. As we know, these problems are well known to be ill-posed. On account of the orthonormal eigenbasis and the corresponding eigenvalues related to the operator, the method of separation of variables is used to give the solution in series representation. Thereby, we propose a modified method and show error estimations in many accepted cases. For illustration, two numerical examples, a modified Helmholtz equation and an elliptic sine-Gordon equation, are constructed to demonstrate the feasibility and efficiency of the proposed method.

AMS Subject Classifications:

1. Introduction

In practice, the Cauchy problem of elliptic equation arises in many applications. For example, in optoelectronics, the determination of a radiation field surrounding a source of radiation (e.g. a light emitting diode) is a frequently occurring problem. As a rule, experimental determination of the whole radiation field is not possible. Practically, we are able to measure the electromagnetic field only on some subset of physical space (e.g. on some surfaces). So, the problem arises how to reconstruct the radiation field from such experimental data (see for instance [Citation1]). Other applications are in inverse obstacle problems (cf. [Citation2]), in connection with inclusion detection by electrical impedance tomography when only one pair of boundary current and voltage is used for probing the examined body.[Citation3]

Let H be a real Hilbert space, and let A:DAHH be a positive-definite, self-adjoint operator with compact inverse on H. In this paper, we consider the problem of finding a function u:0,TH satisfying(1) 2t2ut=Aut+ft,ut,t0,T,(1)

associated with the initial conditions(2) u0=φ,tu0=g,(2)

where f is a mapping from 0,T×HH, φ and g are the exact data in H. Physically, the exact data can only be measured, there will be measurement errors and we, thus, would have as data some functions φϵ and gϵ in H for which(3) φ-φϵϵ,g-gϵϵ,(3)

where the constant ϵ>0 represents a bound on the measurement error and . denotes the H norm.

Since Hadamard [Citation4], it is well known that the Cauchy problem (Equation1) and (Equation2) is severely ill-posed: although it has at most one solution, it may have none, and even if a solution exists, it does not depend continuously on the data φ,g in any reasonable topology. Therefore, regularization is needed to stabilize the problem. In recent years, many special regularization methods for the homogeneous and nonhomogeneous Cauchy problem of elliptic equation have been proposed, such as Backus–Gilbert algorithm, [Citation5] the method of wavelets,[Citation6] quasi-reversibility method,[Citation7] truncation method,[Citation8] nonlocal boundary value method,[Citation9] some other methods [Citation10Citation13], etc.

Although we have many works on the linear homogeneous case of Cauchy problem for elliptic equations, regularization theory and numerical simulation for nonlinear elliptic equations are still limited. Especially, the nonlinear cases for elliptic equations appear in many real applications. For example, let us see a simple one inferred by taking A=-2x2 and DA=H010,πH=L20,π in the problem (Equation1) and (Equation2). In particular, it is given by(4) 2t2ux,t+2x2ux,t=fx,t,ux,t,x,t0,π×0,1,(4)

associated with the conditionsu0,t=uπ,t=0,t0,1,ux,0=φx,tux,0=gx,x0,π.

If fx,t,u=-k2u, then (Equation4) is called the Helmholtz equation which has many applications related to wave propagation and vibration phenomena. If fx,t,u=sinu, then in (Equation4) we obtain the elliptic sine-Gordon equation which occurs in several areas of mathematical physics including the theory of Josephson effects, superconductors and spin waves in ferromagnets, see e.g. [Citation14]. If fx,t,u=u-u3, we have the Allen-Cahn equation originally formulated in the description of bi-phase separation in fluids.

The operator A admits an orthonormal eigenbasis ϕpp1 in H, associated with the eigenvalues(5) 0<λ1λ2...limpλp=.(5)

Let u(t)=p1u(t),ϕpϕp be the Fourier series of u in the Hilbert space H. For the homogeneous problem, i.e. f=0 in (Equation1), we have(6) d2dt2u(t),ϕp-λpu(t),ϕp=0,(6) (7) u(0),ϕp=φ,ϕp,ddtu(0),ϕp=g,ϕp.(7)

The formal solution of problem (Equation6) and (Equation7) is given by(8) u(t)=p=1coshλptφ,ϕp+sinhλptλpg,ϕpϕp.(8)

On the other hand, for the inhomogeneous nonlinear problem (Equation1) and (Equation2), we say that uC([0,T];H) is a mild solution if u satisfies the integral equation(9) u(t)=p=1coshλptφp+sinhλptλpgp+0tsinhλp(t-s)λpfp(u)(s)dsϕp(9)

where fp(u)(s)=f(s,u(s)),ϕp).

From now on, to regularize problem (Equation1) and (Equation2), we only consider the integral Equation (Equation9) and find a regularization method for it. The main idea of integral equation method can be found in [Citation15] on nonlinear backward heat equation.

The paper is organized as follows. In Section 2, we present our regularization method for the linear problem implied by letting f=0 in (Equation1). The theoretical results in the Section 2 are inspirable for us to suggest a new regularization method for the semi-linear case in Section 3. New convergence estimates are given under various a priori assumptions on the exact solution. Proofs of the results in these sections will be showed in the Appendix 1. In Section 4, simple numerical examples aimed to illustrate the main results of Section 3 are analysed.

2. The linear homogeneous problem

In [Citation7], the authors applied the quasi-reversibility (QR) method to approximate problem (Equation4) in the case f=0 and g=0. The main idea of the original QR method [Citation16] is to approach the ill-posed Second-order Cauchy problem by a family of well-posed fourth-order problems depending on a (small) regularization parameter β. In particular, they considered the approximate problem(10) uttϵx,t+uxxϵx,t-β2uttxxϵx,t=0,x,t0,π×0,1,u0,t=uπ,t=0,t0,1,ux,0=φϵx,tux,0=0,x0,π.(10)

The solution of (Equation10) is given by(11) uϵ(x,t)=p=1coshpt1+β2p2φϵ(x),sin(px)sin(px)(11)

and the authors of [Citation7] proved that uϵ converges to the solution u of homogeneous problem as ϵ0.

Recently, the homogeneous problem has also been considered by Hao et al. [Citation9]. They applied the method of non-local boundary value problems (also called quasi-boundary value method) to regularize the Cauchy problem (Equation1) and (Equation2) with g=0 as follows(12) utt=Au,ut(0)=0,u(0)+βu(aT)=φ,(12)

with a1 being given and β>0 is the regularization parameter. They proved that the solution to (Equation12) is(13) uβ(t)=p=1coshλpt1+βcosh(aλpt)φ,ϕpϕp(13)

and uβ(t)-u(t)0 as β0 with some assumptions on the exact solution u.

Following the work,[Citation9] in [Citation8] Tuan et al. used a Fourier truncated method to treat the Cauchy problem (Equation1) and (Equation2). From (Equation8), we observe that the data error can be arbitrarily amplified by the kernel coshλpt. That is the reason why the problem is ill-posed. Using the general regularization theory [Citation17] and [Citation7], we now give a more general principle of regularization methods for (Equation8). Our idea on regularization method is of constructing a new kernel Q(t,λp,β) and replacing coshλpt by Q(t,λp,β), where the new kernel should satisfy

(A)

If β is fixed, Q(t,λp,β) is bounded.

(B)

If t,λp is fixed, then limβ0Q(t,λp,β)=coshλpt.

The idea of properties (A) and (B) can be applied to other ill-posed problems when the solution has the similar form of (Equation8), e.g. the inverse heat conduction problem.[Citation18] It is easy to check that the kernels Q1(t,λp,β)=coshλpt1+β2λp in [Citation7] and Q2(t,λp,β)=coshλpt1+βcosh(aλpt) in [Citation9] satisfy (A) and (B).

To find a regularization solution for u, the instability terms coshλpt and sinhλpt in (Equation8) should be replaced by two kernels Q(t,λp,β) and R(t,λp,β), respectively. Here, the kernel Q satisfies (A), (B) and kernel R satisfies the following conditions:

(C)

If β is fixed, R(t,λp,β) is bounded.

(D)

If t,λp are fixed, then limβ0R(t,λp,β)=sinhλpt.

In [Citation8], we choose(14) Q(t,λp,β)=R(t,λp,β)=1,ifλpmβ2,0,ifλp>mβ2,(14)

to get a truncation solution (see the formula (7) in p.2915, [Citation8]), where mβ satisfies limβ+mβ=+. It is easy to check that Q and R defined in (Equation14) satisfy (A),(B) and (C),(D), respectively.

In this section, we consider the homogeneous problem of (Equation1) (also given in [Citation8]) by other choices for kernels. From the formula of coshλpt and sinhλpt, we realize that the term e-λpt causes instability, while the term e-λpt is stable being bounded by unity. Hence, we replace coshλpt and sinhλpt by two new kernelsQ3(t,λp,β)=12β+2e-λpt+e-λpt2,

andR(t,λp,β)=12β+2e-λpt-e-λpt2,

to obtain an auxiliary regularized solution(15) uϵ(t)=p1Q(t,λp,β)φ,ϕp+R(t,λp,β)λpg,ϕpϕp.(15)

Here and throughout the paper, β=βϵ is called the parameter regularization and satisfies limϵ0βϵ=0. It is easy to check that Q and R satisfy (A),(B) and (C),(D), respectively. Moreover, (Equation15) leads to(16) uϵt=p112β+2e-λptφ,ϕp+g,ϕpλp+e-λpt2φ,ϕp-g,ϕpλpϕp.(16)

Under the inexact data φϵ and gϵ, the regularized solution becomes(17) vϵt=p112β+2e-λptφϵ,ϕp+gϵ,ϕpλp+e-λpt2φϵ,ϕp-gϵ,ϕpλpϕp.(17)

Remark 1

In the linear case of (Equation1), we denote the solution (Equation8) of (Equation1) and (Equation2) by ut, the regularized solution (Equation16) of (Equation1) and (Equation2) by uϵt and the regularized solution (Equation17) of (Equation1)–(Equation3) by vϵt.

The main results of this section are in the following theorem.

Theorem 1

Let β=ϵm for some m0,1.

(i)

If there is a positive constant E1 such that(18) uT22+tuT22λ1<E1,(18) then we have(19) ut-vϵt21+1λ1ϵ1-m+E1ϵm,t0,T2,ut-vϵt21+1λ1ϵ1-m+E1ϵmT-tt,tT2,T.(19)

(ii)

If there is a positive constant E2 such that(20) p1e2λpT-tλput,ϕp+tut,ϕp2<E2,(20) then we have(21) ut-vϵt21+1λ1ϵ1-m+ϵm2λ1E2,t0,T2,ut-vϵt21+1λ1ϵ1-m+ϵmT-tt2λ1λ1T1+lnλ1Tϵm2t-TtE2,tT2,T.(21)

(iii)

If there is a positive constant E3 such that(22) p1e2λptλput+tut,ϕp2<E3,(22) then we have(23) ut-vϵt21+1λ1ϵ1-m+E3ϵm2.(23)

In order to prove this theorem, we have to obtain some auxiliary results given by the lemmas below.

Lemma 1

Let 0<β<1 and let uϵt,vϵtH as introduced in Remark 1. Then, we have the following estimate(24) uϵt-vϵt21+1λ1ϵβ-1.(24)

Lemma 2

Let 0<β<1 and let ut,uϵtH as introduced in Remark 1. If (Equation18) is satisfied, then we have the following estimate(25) ut-uϵtβE1,t0,T2,ut-uϵtβT-ttE1,tT2,T.(25)

Lemma 3

Let 0<β<1 and let ut,uϵtH as introduced in Remark 1. If (Equation20) is satisfied, then we have the following estimate(26) ut-uϵtβ2λ1E2,t0,T2,ut-uϵt12λ1βT-ttE2,tT2,T.(26)

Lemma 4

Let 0<β<1 and let ut,uϵtH as introduced in Remark 1. If (Equation22) is satisfied, then we have the following estimate(27) ut-uϵtβ2E3.(27)

Remark 2

At t=T, the error in case (i) is useless, while it is useful in case (ii). Moreover, in case (iii), under strong assumptions on u, we get the error of Holder-logarithmic type. In fact, if ϵ is fixed then the right-hand side of (Equation23) attains its maximum value at m=12. Thus, we obtain the error of order ϵ12.

Remark 3

The condition in (Equation20) can easily be satisfied. Indeed, we have that(28) eλpT-tλput,ϕp+tut,ϕp=λpuT,ϕp+tuT,ϕp,(28)

and then the condition(29) p1λpuT,ϕp+tuT,ϕp2<,(29)

is easy to check.

3. The semi-linear problem

In this section, we consider the problem (Equation1), where f:R×HH is a Lipschitz continuous function, i.e. there exists K>0 independent of w1,w2H,tR such that(30) ft,w1-ft,w2Kw1-w2.(30)

Since 0<t<sT , we know from (Equation9) that, when p becomes large, the termscoshλpt,sinhλpt,sinhλp(t-s),

increase rather quickly. Thus, these terms cause instability. Hence, to find a regularized solution, we have to replace these terms by new kernels (called stability terms). These kernels have some common properties (A), (B), (C) and (D). In fact, we define the following regularized solution(31) uϵ(t)=p1P(t,λp,β)φp+Q(t,λp,β)λpgp+0tR(t,s,λp,β)λpfp(uϵ)(s)dsϕp,(31)

analogous to (Equation16). Here, P(t,λp,β),Q(t,λp,β)andR(t,s,λp,β) are bounded by C(β) for any λp>0. Moreover, if t,λp are fixed thenlimβ0P(t,λp,β)=coshλpt,limβ0Q(t,λp,β)=sinhλpt,limβ0R(t,s,λp,β)=sinhλp(t-s).

We can give some assumptions for regularizing terms as follows:P(t,λp,β)=G(λp,β)eλpt+e-λpt2Q(t,λp,β)=G(λp,β)eλpt-e-λpt2R(t,s,λp,β)=G(λp,β)eλp(t-s)-e-λp(t-s)2,0st.

Here G satisfiesG(λp,β)eλpt[M(β)]-tT,|G(λp,β)-1|eλp(t-T)[M(β)]1-tT,

where limβ0M(β)=0. In a future work, we will consider a general filter function method for the nonlinear problem.

For solving the problem in this paper, we take some suitable kernels as follows:P(t,λp,β)=e-λpT-t2βλp+2e-λpT+e-λpt2,Q(t,λp,β)=e-λpT-t2βλp+2e-λpT-e-λpt2,R(t,s,λp,β)=e-λpT+s-t2βλp+2e-λpT-e-λp(t-s)2.

Then, we show error estimates between the solution ut and the regularized solution vϵt in H norm under some supplementary error estimates and assumptions. Simultaneously, the uniqueness of solution uϵ,vϵC0,T;H is proved by contraction principle.

Generally speaking, we obtain the following theorem.

Theorem 2

Let ut=p1ut,ϕpϕp be the solution as denoted in (Equation9). Suppose there is a positive constant P such that(32) 4sup0tTp1eλpT-tλput,ϕp+tut,ϕp2P.(32)

Then by letting β=ϵm,m0,1 the equation(33) vϵt=p1Φβ,λp,tMpφϵ,gϵ+0tΨβ,λp,s,tfs,vϵs,ϕpdsϕp+p1e-λpt2Mpφϵ,-gϵ-0teλps-t2λpfs,vϵs,ϕpdsϕp,(33)

has a unique solution vϵC0,T;H satisfying(34) ut-vϵtQϵmT-tTTtTlnTϵm-tT,(34)

where, for each p1, Mp:H×HR, is such that for w1,w2H(35) Mpw1,w2=w1,ϕp+w2,ϕpλp,(35)

and(36) Φβ,λp,t=e-λpT-t2βλp+2e-λpT,Ψβ,λp,s,t=e-λpT+s-t2βλp+2λpe-λpT,(36) (37) Q=3λ1+3λ1e3K2T2t2λ1+eK2T2t2λ1P.(37)

Remark 4

In above theorem, to obtain the error estimate (Equation34), we require the strong priori assumption (Equation32). This is a weak point of this theorem. We are trying to remove this constraint in a future work.

The following lemmas will lead to proof of Theorem 2.

Lemma 5

Let Φβ,λp,t and Ψβ,λp,s,t be defined as in (Equation36). Then we have(38) Φβ,λp,t12βT-tTlnTβ-tT,(38) (39) Ψβ,λp,s,t12λ1βTs-tTlnTβs-tT.(39)

Remark 5

The condition (Equation32) is similar to (Equation20) and still questionable in practice. This is one of our limitation, but we hope that our theoretical assumptions on the exact solution may be relevant to some practical circumstances. The reader can see the numerical example 2, where the exact solution will cancel out the infinite sum in the assumptions.

Lemma 6

The integral Equation (Equation33) has a unique solution vϵC0,T;H.

Lemma 7

The equation(40) uϵt=p1Φβ,λp,tMpφ,g+0tΨβ,λp,s,tfs,uϵs,ϕpdsϕp+p1e-λpt2Mpφ,-g-0teλps-t2λpfs,uϵs,ϕpdsϕp,(40)

has a unique solution uϵC0,T;H and the following error estimates hold:(41) vϵt-uϵt3λ1+3λ1e3K2T2t2λ1βT-tTlnTβ-tTϵ,(41) (42) ut-uϵteT2K2t2λ1PββT-tTlnTβ-tT.(42)

4. Numerical examples

In this section, we show two numerical examples to validate the accuracy and efficiency of our proposed regularization method for 1-D semi-linear elliptic problems including both linear and nonlinear cases. The examples are with the operator A=-2x2 and taken in the Hilbert space H=L20,π. Particularly, we give examples of a modified Helmholtz equation and an elliptic sine-Gordon equation to demonstrate how the method works.

We investigate the propagation of the error ϵ=10-r for rN. The couple of Cauchy φϵ,gϵ are measured data containing random noise. More precisely, we take perturbations in the exact data φ,g to define φϵ,gϵ asφϵx=φx+ϵ·randπ,gϵx=gx+ϵ·randπ,

where rand is a random number in -1,1.

Then, the regularized solution (choosing m=0.99) is expected to be closed to the exact solution under a proper discretization. For convergence tests, we introduce two errors: the absolute error at the midpoint π2 and the relative root mean square (RRMS) error. Also, 2-D and 3-D graphs are plotted and analysed.

To be more coherent, we are going to divide this section into two subsections. The first one is to consider the modified Helmholtz equation and the second one is for the elliptic sine-Gordon equation.

Remark 6

Generally, the whole process is summarized in the following steps.

Step 1 Given N,K1 and M to havexj=jΔx,Δx=1K1,j=0,K1¯,ti=iΔt,Δt=1M,i=0,M¯.Step 2 Choose r, put vϵx,ti=viϵx,i=0,M¯ and set v0ϵx=φϵx. DefineVϵx=v0ϵxv1ϵx...vMϵxtrRM+1.Step 3 For i=0,M¯ and j=0,K1¯, put viϵxj=vi,jϵ and uxj,ti=uji, we find the matrices in RM+1×RK1+1 containing all discrete values of the exact solution ux,t and the regularized solution vϵx,t, denoted by U and Vϵ, respectively,U=u0,0u0,1u0,K1u1,0u1,1u1,K1uM,0uM,1uM,K1,Vϵ=v0,0ϵv0,1ϵv0,K1ϵv1,0ϵv1,1ϵv1,K1ϵvM,0ϵvM,1ϵvM,K1ϵ.Step 4 Calculate the errors and present 2-D and 3-D graphs:(43) Eti=uπ2,ti-vϵπ2,ti,(43) (44) RRMSti=0jKuxj,ti-vϵxj,ti20jKuxj,ti2.(44)

4.1. Example 1

We will consider the following Cauchy problem for the modified Helmholtz equation:(45) 2t2ux,t+2x2ux,t=ux,t,x,t0,π×0,1,xu0,t=uπ,t=0,t0,1,ux,0=φx,tux,0=0,x0,π.(45)

Based on DA=vH10,π:vπ=0, we get an orthonormal eigenbasis ϕpx=2πcosλpx associated with the eigenvalue λp=p-122 in L20,π. In order to ensure that problem (Equation45) has a solution with a given Cauchy data φ, we will construct the exact solution from a function h as follows:(46) ux,1=2π1pNhξ,cosp-12ξcosp-12x,(46)

where N is a truncation term and h will be chosen later. Then, this problem has a unique solution by applying the method of separation of variables, namely,(47) ux,t=2π1pNcoshtp-122+1coshp-122+1hξ,cosp-12ξcosp-12x.(47)

Thus, we have(48) φx=2π1pNhξ,cosp-12ξcoshp-122+1cosp-12x.(48)

Since the problem (Equation45) is linear, we could use directly the explicit expansion (Equation17). However, in order to maintain generality, we use the regularized solution defined in (Equation33) given by(49) vϵx,t=1pNΦϵ,p,tMpφϵ,gϵcosp-12x+1pN0t0πΨϵ,p,s,tvϵx,scosp-12xdxds×cosp-12x+121pNe-p-12tMpφϵ,-gϵcosp-12x-1pN2π2p-10t0πep-12s-tvϵx,scosp-12xdxds×cosp-12x,(49)

where Mpφϵ,±gϵ,Φϵ,p,t and Ψϵ,p,s,t are induced by (Equation35) and (Equation36). They are explicitly defined as follows:(50) Mpφϵ,±gϵ=2π0πφϵx±gϵxp-12cosp-12xdx,(50) (51) Φϵ,p,t=e-p-121-tϵ0.992p-1+2e-p-12,Ψϵ,p,s,t=2πe-p-121+s-t2ϵ0.99p-122+2p-1e-p-12.(51)

Now when we divide the time ti=iΔt,Δt=1M,i=0,M¯, it turns out that a simple iterative scheme in time is applied to (Equation49). Particularly, we will compute viϵx,i=1,M¯ from v0ϵx=φϵx as follows:(52) viϵxvϵx,ti=1pNRϵ,p,ti-Wϵ,p,ticosp-12x,(52)

where(53) Rϵ,p,ti=Φϵ,p,tiMpφϵ,gϵ+12e-p-12tiMpφϵ,-gϵ+1jitj-1tj0πΨϵ,p,s,tivj-1ϵxcosp-12xdxds,(53) (54) Wϵ,p,ti=2π2p-11jitj-1tj0πep-12s-tivj-1ϵxcosp-12xdxds.(54)

As we know, h plays the role of a test function. For this example, we want to find exactly inner products between the test function and the eigenbasis by choosing simple functions such as x2π-x and k=13coskxk. On the other hand, we note that (Equation53) and (Equation54) can be simplified by directly computing the following integrations:(55) tj-1tjΨϵ,p,s,tids=4π1-2pe-p-121+tj-ti-e-p-121+tj-1-ti2ϵ0.99p-122+2p-1e-p-12,(55) (56) tj-1tjep-12s-tids=22p-1ep-12tj-ti-ep-12tj-1-ti.(56)

Table 1. The absolute error (Equation43) for t=110;12;1 in Example 1.

Table 2. The RRMS error defined for (Equation44) with t=1 in Example 1.

Figure 1. The regularized solution (Equation49) of Example 1 for hx=x2π-x and ϵ=10-r with r=2;4 in 3-D representation.

Figure 1. The regularized solution (Equation49(49) vϵx,t=∑1≤p≤NΦϵ,p,tMpφϵ,gϵcosp-12x+∑1≤p≤N∫0t∫0πΨϵ,p,s,tvϵx,scosp-12xdxds×cosp-12x+12∑1≤p≤Ne-p-12tMpφϵ,-gϵcosp-12x-∑1≤p≤N2π2p-1∫0t∫0πep-12s-tvϵx,scosp-12xdxds×cosp-12x,(49) ) of Example 1 for hx=x2π-x and ϵ=10-r with r=2;4 in 3-D representation.

Figure 2. The exact solution (Equation47) for both two test functions in 3-D representation in Example 1.

Figure 2. The exact solution (Equation47(47) ux,t=2π∑1≤p≤Ncoshtp-122+1coshp-122+1hξ,cosp-12ξcosp-12x.(47) ) for both two test functions in 3-D representation in Example 1.

Figure 3. 2-D graphs of the exact solution (red) and regularized solution (green) at x=π2 for hx=x2π-x and ϵ=10-r with r=2;4 in Example 1.

Figure 3. 2-D graphs of the exact solution (red) and regularized solution (green) at x=π2 for hx=x2π-x and ϵ=10-r with r=2;4 in Example 1.

Figure 4. The regularized solution (Equation49) of Example 1 for hx=k=13coskxk and ϵ=10-r with r=1;3 in 3-D representation.

Figure 4. The regularized solution (Equation49(49) vϵx,t=∑1≤p≤NΦϵ,p,tMpφϵ,gϵcosp-12x+∑1≤p≤N∫0t∫0πΨϵ,p,s,tvϵx,scosp-12xdxds×cosp-12x+12∑1≤p≤Ne-p-12tMpφϵ,-gϵcosp-12x-∑1≤p≤N2π2p-1∫0t∫0πep-12s-tvϵx,scosp-12xdxds×cosp-12x,(49) ) of Example 1 for hx=∑k=13coskxk and ϵ=10-r with r=1;3 in 3-D representation.

Figure 5. 2-D graphs of the exact solution (red) and regularized solution (green) at x=π2 for hx=k=13coskxk and ϵ=10-r with r=1;3;5;7 in Example 1.

Figure 5. 2-D graphs of the exact solution (red) and regularized solution (green) at x=π2 for hx=∑k=13coskxk and ϵ=10-r with r=1;3;5;7 in Example 1.

4.2. Comments

In these computations, the square grid size for time and space variables are set by choosing K1=M=20. The truncation term is simply equal to N=3. (Figure ).

Tables and show the absolute error at the midpoint π2 and RRMS error defined in (Equation43) and (Equation44) for both two test functions h. Particularly, the tables show the errors between the exact solution whose existence is ensured under the test function h, recall that in this example we let hx=x2π-x and hx=k=13coskxk, and the regularized solution (Equation49) at the fixed time t=110;12;1 indicating three basic stages of time, nearly initial–middle–final, are both considered. We observe that the further initial point, the slower the convergence speed and the smaller ϵ, the smaller are the errors.

For the test function hx=x2π-x, we show the corresponding exact solution in Figure (left). Despite the same 3-D shape, it should be given attention to the colour bar of the regularized ones, especially the maximum values attaining on the bar. In addition, Figure presents the 2-D graphs of the solutions at x=π2 for ϵ=10-2;10-4. By observation, the regularized solution is close to the exact one when ϵ gets smaller.

Similarly, for the test function hx=k=13coskxk, we show in Figure (right) the exact solution and in Figure the regularized solution (Equation49) for ϵ=10-1;10-3. In Figure , we present the 2-D graphs of the solutions at the middle point of space for ϵ=10-r with r=1;3;5;7, respectively.

4.3. Example 2

In this example, we consider the Cauchy problem for an elliptic sine-Gordon equation:(57) 2t2ux,t+2x2ux,t=sinux,t-sintsinx-tsinx,x,t0,π×0,1,u0,t=uπ,t=0,t0,1,ux,0=0,tux,0=sinx,x0,π.(57)

It is easy to see that for DA=H010,π, we have an orthonormal eigenbasis ϕpx=2πsinλpx in L20,π and λp=p2 is the corresponding eigenvalue. The exact solution is ux,t=tsinx. Based on (Equation33), we obtain the regularized solution:(58) vϵx,t=1pNΦϵ,p,tMpφϵ,gϵsinpx+1pN0t0πΨϵ,p,s,tsinvϵy,ssinpydydssinpx+121pNe-ptMpφϵ,-gϵsinpx+1pN1πp0t0πeps-tsinvϵy,ssinpydydssinpx,(58) where(59) Φϵ,p,t=e-p1-t2pϵ0.99+2e-p,Ψϵ,p,s,t=1πe-p1+s-tp2ϵ0.99+pe-p,(59) (60) Mpφϵ,±gϵ=2π0πφϵx±gϵxpsinpxdx.(60)

We compute viϵx,i=1,M¯ from v0ϵx=φϵx from the following iterative scheme:(61) viϵx=1pNRϵ,p,ti-Wϵ,p,tisinpx,(61)

where(62) Rϵ,p,ti=Φϵ,p,tiMpφϵ,gϵ+12e-ptiMpφϵ,-gϵ+1jitj-1tj0πΨϵ,p,s,tisinvj-1ϵx-sinssinx-ssinxsinpxdxds,(62) (63) Wϵ,p,ti=1πp1jitj-1tj0πeps-tisinvj-1ϵx-sinssinx-ssinxsinpxdxds.(63)

We first split Rϵ,p,ti into three appropriate terms, a term R1ϵ,p,ti including Φϵ,p,tiMpφϵ,gϵ+12e-ptiMpφϵ,-gϵ, a term R2ϵ,p,ti including the nonlinearity sinvj-1ϵx and a term R3ϵ,p,ti containing the rest of this sum. In order to compute R2ϵ,p,ti and R3ϵ,p,ti, we apply Gauss-Legendre quadrature method (see [Citation19]). In particular, we have(64) tj-1tj0πΨϵ,p,s,tisinvj-1ϵxsinpxdxds=1πe-p1+tj-ti-e-p1+tj-1-tip2ϵ0.99+pe-p×r=0r0γrsinvj-1ϵxrsinpxr,(64) (65) tj-1tj0πΨϵ,p,s,tisinssinx+ssinxsinpxdxds=l=0l0r=0r0αlγrΨϵ,p,tl,ti×sintlsinxr+tlsinxrsinpxr,(65)

where xr and tl are abscissae in 0,π and tj-1,tj, respectively, and αl,γr are associated weights.

We also do the same way in computing (Equation63). Hence, (Equation61) can be determined.

Table 3. The absolute error (Equation43) and RRMS error (Equation44) for t=110;12;1 in Example 2.

Figure 6. The exact solution ux,t=tsinx (left) and the regularized solution vϵx,t (right) defined in (Equation58) for ϵ=10-4 in 3-D representation in Example 2.

Figure 6. The exact solution ux,t=tsinx (left) and the regularized solution vϵx,t (right) defined in (Equation58(58) vϵx,t=∑1≤p≤NΦϵ,p,tMpφϵ,gϵsinpx+∑1≤p≤N∫0t∫0πΨϵ,p,s,tsinvϵy,ssinpydydssinpx+12∑1≤p≤Ne-ptMpφϵ,-gϵsinpx+∑1≤p≤N1πp∫0t∫0πeps-tsinvϵy,ssinpydydssinpx,(58) ) for ϵ=10-4 in 3-D representation in Example 2.

Figure 7. 2-D graphs of the exact solution (red) and regularized solution (green) for ϵ=10-r with r=1;4 in Example 2.

Figure 7. 2-D graphs of the exact solution (red) and regularized solution (green) for ϵ=10-r with r=1;4 in Example 2.

4.4. Comments

In these computations, the finer grid is used K1=M=60 and the truncation term N is still fixed at N=3. As in Example 1, we show in Table the errors between the exact solution ux,t=tsinx and the regularized solution (Equation58). In Figures and , 3-D and 2-D graphs of them are shown, respectively. In particular, we show in Figure the 2-D graphs describing how the regularized solution approaches the exact one when ϵ becomes smaller and smaller for ϵ=10-1 to 10-4. We also show the 3-D representation of the regularized solution (with ϵ=10-4) in Figure (right).

From the numerical results, we can conclude that the further the initial guess, the slower the convergence. On the other hand, it can be probably observed that the errors reduce slowly when ϵ0 (ϵ=10-7,10-8,...), and with a finer grid of resolution, we can have a better result in terms of smaller errors.

5. Conclusion

In this paper, we have studied a method to regularize the Cauchy problem for both linear and semi-linear elliptic equations which are severely ill-posed. Our approach is to present the solution of the problem in series representation, and then propose the regularized solution to control the strongly increasing coefficients appearing in the series. Under some prior assumptions, we deduce error estimates between the exact solution and regularized solution in Hilbert space norm. The convergence rate is established using logarithmic estimate. We apply fundamental tools, especially using contraction principle and Gronwall’s inequality, to prove these results (see more details in the Appendix 1).

In the numerical examples, we discussed semi-linear problems with the operator A=-Δ because of a wide range of applications. Thereby, we consider the linear modified Helmholtz equation and the elliptic nonlinear sine-Gordon equation. With lots of figures, tables and comments, our method is shown to be feasible and efficient. The code is written in MATLAB and the computations are done on a computer equipped with processor Pentium(R) Dual-Core CPU 2.30 GHz and having 3.0 GB total RAM.

The present paper gives some error estimates under a global Lipschitz case of source term f. This makes the applicability of the method quite narrow. In future, we will consider the regularized problem in the locally Lipschitz case of the source function f.

Acknowledgements

The authors would like to thank the anonymous referees for their valuable suggestions and comments leading to the improvement of our manuscript.

Notes

This work is supported by HCMC University of Science under grant T2014-1 and Vietnam National University Ho Chi Minh City (VNU-HCM) under [grant number B2014-18-01].

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Appendix 1

In the appendix, we would like to present the proof of all theoretical results showed in Sections 2 and 3. On account of the proof of theorems intentionally divided into results of related lemmas, we will show the proofs of all lemmas first, then the results of theorems will become obvious to be concluded.

Proof of Lemma 1

From (Equation16) to (Equation17), we have(A1) uϵt-vϵt=p112β+2e-λptφ-φϵ,ϕp+g-gϵ,ϕpλpϕp+p1e-λpt2φ-φϵ,ϕp-g-gϵ,ϕpλpϕp,(A1)

By using the inequality a+b+c+d24a2+b2+c2+d2, we get(A2) uϵt-vϵt,ϕp21β+e-λpt2φ-φϵ,ϕp2+g-gϵ,ϕp2λp+e-2λptφ-φϵ,ϕp2+g-gϵ,ϕp2λp.(A2)

Since β2β+e-λpt2 and e-2λpt11β2, it yields(A3) uϵt-vϵt2=p1uϵt-vϵt,ϕp22β2p1φ-φϵ,ϕp2+g-gϵ,ϕp2λ12β2φ-φϵ+g-gϵλ1.(A3)

Applying (Equation3) to this, we obtain the desired result.

Proof of Lemma 2

By taking the derivative of ut in (Equation8) with respect to t, we obtain(A4) tut=p1λpeλpt2φ,ϕp+g,ϕpλpϕp-p1λpe-λpt2φ,ϕp+g,ϕpλpϕp.(A4)

It follows from (Equation8) and (EquationA4) that(A5) φ,ϕp+g,ϕpλp=e-λptut,ϕp+tut,ϕpλp.(A5)

We subtract uϵt from ut to obtain(A6) ut-uϵt=p1eλpt2-12β+2e-λptφ,ϕp+g,ϕpλpϕp=p1βeλpt-T2β+2e-λptuT,ϕp+tuT,ϕpλpϕp.(A6)

Finally, we obtain(A7) ut-uϵt2=p1βeλpt-T2β+2e-λpt2uT,ϕp+tuT,ϕpλp2.(A7)

In the next step, to get the result, we have two cases.

(1)

For t0,T2, ut-uϵt2 in (EquationA7) can be estimated as(A8) ut-uϵt2β24p1uT,ϕp+tuT,ϕpλp2β22uT2+tuT2λ1,(A8) since eλpt-Te-λpt. This implies the first estimate in (Equation25) under condition (Equation18).

(2)

For tT2,T, the second estimate in (Equation25) is obtained similarly using the fact that eλpt-Tβ+e-λptβT-tt-1.

This completes the proof.

Proof of Lemma 3

We now rewrite the difference between ut and uϵt.(A9) ut-uϵt=p1β2βλp+2λpe-λptλput,ϕp+tut,ϕpϕp.(A9)

We note that e-λpTλpuT,ϕp+tuT,ϕp=e-λpt(λput,ϕp+tut,ϕp), then it follows(A10) eλpT-tλput,ϕp+tut,ϕp=λpuT,ϕp+tuT,ϕp.(A10)

Thus, (EquationA9) becomes(A11) ut-uϵt=p1βe-λpT-t2βλp+2λpe-λptλpuT,ϕp+tuT,ϕpϕp.(A11)

On the other hand, we have(A12) βe-λpT-t2βλp+2λpe-λptβ2λ1e-λpT-tβλ1λp+e-λpt.(A12)

From (EquationA11) to (EquationA12), as in proof of Lemma 2, we will consider two cases.

(1)

For t0,T2, we get(A13) βe-λpT-t2βλp+2λpe-λptβ2λ1.(A13) Consequently, we obtain from (EquationA11) to (EquationA13) that(A14) ut-uϵt2β24λ1p1λpuT,ϕp+tuT,ϕp2β24λ1E22,(A14) which implies the first estimate in (Equation26).

(2)

For tT2,T, it follows from (EquationA12) that(A15) βe-λpT-t2βλp+2λpe-λptβ2λ1Tβλ11+lnTβλ12t-Tt12λ1βT-ttλ1T1+lnλ1Tβ2t-Tt.(A15) Then, combining (EquationA11)-(EquationA15) gives the second estimate in (Equation26).

Proof of Lemma 4

In this proof, we also obtain the estimate (Equation27) under condition (Equation22) by rewriting the difference between ut and uϵt, as(A16) ut-uϵt=p1β2β+2e-λptut,ϕp+tut,ϕpλpϕp,(A16)

and using a simple inequality β2β+2e-λptβ2e-λpt.

Proof of Lemma 5

The estimates (Equation38) and (Equation39) are obvious under the inequality 1βx+e-TxTβlnTβ. Indeed, from (Equation36) we have(A17) Φβ,λp,t=e-λpT-t2βλp+e-λpT1-tTβλp+e-λpTtT121βλp+e-λpTtT12βT-tTlnTβ-tT,(A17) (A18) Ψβ,λp,s,t=e-λpT-t2λpβλp+e-λpT1-t-sTβλp+e-λpTt-sT121βλp+e-λpTt-sT12λ1βTs-tTlnTβs-tT.(A18)

Therefore, the proof is completed.

Proof of Lemma 6

For wC0,T;H, we consider the following function:(A19) Fwt=p1Φβ,λp,tMpw1,w2+0tΨβ,λp,s,tfs,ws,ϕpdsϕp+p1e-λpt2Mpw1,-w2-0teλps-t2λpfs,ws,ϕpdsϕp.(A19)

By defining(A20) ΛΛβ,λp,t,w1,w2=Φβ,λp,tMpw1,w2+e-λpt2Mpw1,-w2,(A20) Fwt becomes(A21) Fwt=p1Λ+0tΨβ,λp,s,t-eλps-t2λpfs,ws,ϕpdsϕp.(A21)

We claim that, for every w,vC0,T;H and n1, we have(A22) Fnwt-Fnvt2T3K2β-2λ1ntnn!w-v2,(A22)

where . is supremum norm in C0,T;H. We shall prove this inequality by induction. Indeed, for n=1, we get the following estimate.(A23) Fnwt-Fnvt2=p10tΨβ,λp,s,t-eλps-t2λpfs,ws-fs,vs,ϕpds2p10tΨβ,λp,s,t-eλps-t2λp2ds0tfs,ws-fs,vs,ϕp2ds.(A23)

Using the following estimate(A24) Ψβ,λp,s,t-eλps-t2λp22Ψ2β,λp,s,t+e2λps-t2λp2Ψ2β,λp,s,t+12λ1214λ1βT2s-2tTlnTβ2s-2tT+12λ11λ1βT-2,(A24)

we thus have(A25) Fnwt-Fnvt21λ1T2β-2t0tfs,ws-fs,vs2ds1λ1T2β-2K2t0tws-vs2dsT3K2β-2λ1tw-v2.(A25)

Thus, (EquationA22) holds for n=1. Next, suppose that (EquationA22) holds for n=k, we prove that (EquationA22) also holds for n=k+1. We have(A26) Fk+1wt-Fk+1vt21λ1T2β-2t0tfs,Fkws-fs,Fkvs2ds1λ1T3β-2K20tT3K2β-2λ1kskk!w-v2dsT3K2β-2λ1k+1tk+1k+1!w-v2.(A26)

Therefore, by the induction principle, we obtain(A27) Fnwt-FnvtT3K2β-2λ1ntnn!w-v,(A27)

for all w,vC0,T;H.

We consider F:C0,T;HC0,T;H and observe thatlimnT3K2β-2λ1ntnn!=0.

Thus, there exists a positive integer number n0 such thatT3K2β-2λ1n0tn0n0!<1,

and Fn0 is a contraction indicating the equation Fn0w=w has a unique solution wC0,T;H. Moreover, the fact is that FFn0w=Fw, then Fn0Fw=Fw. By the uniqueness of the fixed point of Fn0, the equation Fw=w has a unique solution in C0,T;H.

Hence, we obtain the result of this lemma.

Proof of Lemma 7

From (Equation33) and (Equation40), it is clear that(A28) vϵt-uϵt=p1Φβ,λp,tMpφϵ-φ,gϵ-g+0tΨβ,λp,s,tfs,vϵs-fs,uϵs,ϕpdsϕp+p1e-λpt2Mpφϵ-φ,g-gϵ-0teλps-t2λpfs,vϵs-fs,uϵs,ϕpdsϕp.(A28)

Now we put(A29) η1η1β,λp,t,ϵ=Φβ,λp,tMpφϵ-φ,gϵ-g,(A29) (A30) η2η2λp,t,ϵ=e-λpt2Mpφϵ-φ,g-gϵ,(A30) (A31) η3η3β,λp,s,t,ϵ=0tΨβ,λp,s,t-eλps-t2λpfs,vϵs-fs,uϵs,ϕpds.(A31)

We shall estimate these terms as follows. First, by (Equation35) and (Equation38), η1 can be estimated as(A32) η1214βT-2tTlnTβ-2tTφϵ-φ,ϕp+gϵ-g,ϕpλp212βT-2tTlnTβ-2tTφϵ-φ,ϕp2+gϵ-g,ϕp2λ1.(A32)

Second, we apply (Equation35) and use the inequality βT-2tTlnTβ-2tT1 to obtain the estimate of η2 as(A33) η2212βT-2tTlnTβ-2tTφϵ-φ,ϕp2+gϵ-g,ϕp2λ1.(A33)

Finally, since (Equation39), we get the estimate of η3 as(A34) η32t20tΨβ,λp,s,t-eλps-t2λp2fs,vϵs-fs,uϵs,ϕp2dsT20t2Ψ2β,λp,s,t+e2λps-t2λpfs,vϵs-fs,uϵs,ϕp2dsT20t12λ1βT2s-2tTlnTβ2s-2tT+12λ1fs,vϵs-fs,uϵs,ϕp2dsT2λ10tβT2s-2tTlnTβ2s-2tTfs,vϵs-fs,uϵs,ϕp2ds.(A34)

It follows from (EquationA28) and (EquationA32)–(EquationA34) that(A35) vϵt-uϵt23p1η12+η22+η323βT-2tTlnTβ-2tTp1φϵ-φ,ϕp2+gϵ-g,ϕp2λ1+3T2λ1p10tβT2s-2tTlnTβ2s-2tTfs,vϵs-fs,uϵs,ϕp2ds.(A35)

Because of the fact that(A36) p1φϵ-φ,ϕp2+gϵ-g,ϕp2λ1=φϵ-φ2+gϵ-g2λ11+1λ1ϵ2,(A36)

we continue to get from (EquationA35) that(A37) vϵt-uϵt231+1λ1βT-2tTlnTβ-2tTϵ2+3T2λ10tβT2s-2tTlnTβ2s-2tTfs,vϵs-fs,uϵs2ds31+1λ1βT-2tTlnTβ-2tTϵ2+3K2T2λ10tβT2s-2tTlnTβ2s-2tTvϵs-uϵs2ds.(A37)

Multiplying both sides of (EquationA37) by βT2tTlnTβ2tT, it yieldsβT2tTlnTβ2tTvϵt-uϵt231+1λ1ϵ2+3K2T2λ10tβT2sTlnTβ2sTvϵs-uϵs2ds.

By using Gronwall’s inequality, we thus obtain(A38) βT2tTlnTβ2tTvϵt-uϵt23e3K2T2tλ11+1λ1ϵ2,(A38)

which gives the desired result (Equation41).

By taking the derivative of ut in (Equation9) with respect to t, we have(A39) tut=p1λpeλpt2φ,ϕp+g,ϕpλp+0teλpt-s2λpfs,us,ϕpdsϕp-p1λpe-λpt2φ,ϕp-g,ϕpλp-0teλps-t2λpfs,us,ϕpdsϕp.(A39)

It follows that(A40) ut,ϕp+tut,ϕpλp=eλptφ,ϕp+g,ϕpλp+0te-λpsλpfs,us,ϕpds=eλptλpλpMφ,g+0te-λpsfs,us,ϕpds.(A40)

Let us return to the formula of uϵt in (Equation40), then subtracting uϵt from ut, using (EquationA40) and performing direct computation yield(A41) ut-uϵt=p1βλp2βλp+2e-λpTut,ϕp+tut,ϕpλpϕp+p10tΨβ,λp,s,t-eλps-t2λpfs,us-fs,uϵs,ϕpdsϕp.(A41)

We thus have(A42) ut-uϵt2=p1β2βλp+2e-λpT2λput,ϕp+tut,ϕp2+p10tΨβ,λp,s,t-eλps-t2λpfs,us-fs,uϵs,ϕpds2β2p1Φ2ϵ,λp,te2λpT-tλput,ϕp+tut,ϕp2+T2p10tΨβ,λp,s,t-eλps-t2λp2fs,us-fs,uϵs,ϕp2ds.(A42)

Now we put ρ1,ρ2 as(A43) ρ1β,λp,t,ϵ=β2p1Φ2ϵ,λp,te2λpT-tλput,ϕp+tut,ϕp2,(A43) (A44) ρ2β,λp,s,t,ϵ=T2p10tΨβ,λp,s,t-eλps-t2λp2fs,us-fs,uϵs,ϕp2ds.(A44)

Next, we shall estimate these terms (EquationA43) and (EquationA44) as follows:(A45) ρ1β24βT-2tTlnTβ-2tTp1e2λpT-tλput,ϕp+tut,ϕp2,(A45) (A46) ρ2T2p10t2Ψ2β,λp,s,t+12λpfs,us-fs,uϵs,ϕp2dsT2λ1p10tβT2s-2tTlnTβ2s-2tTfs,us-fs,uϵs,ϕp2dsT2K2λ10tβT2s-2tTlnTβ2s-2tTus-uϵs2ds.(A46)

Combining (EquationA42) and (EquationA45)–(EquationA46), we have(A47) ut-uϵt2β24βT-2tTlnTβ-2tTP+T2K2λ10tβT2s-2tTlnTβ2s-2tTus-uϵs2ds,(A47)

where P is defined as in (Equation32). Multiplying both sides of (EquationA47) by βT2tTlnTβ2tT, it yields(A48) βT2tTlnTβ2tTut-uϵt2β2P+T2K2λ10tβT2sTlnTβ2sTus-uϵs2ds.(A48)

Applying Gronwall’s inequality to (EquationA48), we conclude that(A49) βT2tTlnTβ2tTut-uϵt2eT2K2t2λ1Pβ2,(A49)

which implies the estimate (Equation42).

Proofs of Theorem 1 and 2

Substituting β=ϵm into the estimates of Lemmas 1–4 and using the triangle inequality, it is straightforward to conclude the whole desired results of Theorem 1. Similarly, substituting β=ϵm into the estimates of Lemmas 5 and 7 and using the triangle inequality yield the estimate (Equation34). Moreover, the uniqueness result in Lemma 6 implies the uniqueness of vϵ mentioned in Theorem 2.

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