Related papers: Constructing a variational quasi-reversibility met…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…
We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility…
We propose a numerical method to solve an inverse source problem of computing the initial condition of hyperbolic equations from the measurements of Cauchy data. This problem arises in thermo- and photo- acoustic tomography in a bounded…
We consider the problem of computing the initial condition for a general parabolic equation from the Cauchy lateral data. The stability of this problem is well-known to be logarithmic. In this paper, we introduce an approximate model, as a…
This is the first publication in which an ill-posed Cauchy problem for a quasi- linear PDE is solved numerically by a rigorous method. More precisely, we solve the side Cauchy problem for a 1-d quasilinear parabolc equation. The key idea is…
We study the iterated quasi-reversibility method to regularize ill-posed elliptic and parabolic problems: data completion problems for Poisson's and heat equations. We define an abstract setting to treat both equations at once. We…
In this paper, we investigate the Cauchy problem for both linear and semi-linear elliptic equations. In general, the equations have the form \[ \frac{\partial^{2}}{\partial…
We propose a globally convergent numerical method to compute solutions to a general class of quasi-linear PDEs with both Neumann and Dirichlet boundary conditions. Combining the quasi-reversibility method and a suitable Carleman weight…
The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…
We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…
We propose a new numerical method for the solution of the problem of the reconstruction of the initial condition of a quasilinear parabolic equation from the measurements of both Dirichlet and Neumann data on the boundary of a bounded…
An inverse problem of the determination of an initial condition in a hyperbolic equation from the lateral Cauchy data is considered. This problem has applications to the thermoacoustic tomography, as well as to linearized coefficient…
In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…
We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…
The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…
In this paper we consider the " exterior approach " to solve the inverse obstacle problem for the heat equation. This iterated approach is based on a quasi-reversibility method to compute the solution from the Cauchy data while a simple…
Partial differential equations (PDEs) are crucial for modeling various physical phenomena such as heat transfer, fluid flow, and electromagnetic waves. In computer-aided engineering (CAE), the ability to handle fine resolutions and large…
We investigate the Cauchy problem for elliptic operators with $C^\infty$-coefficients at a regular set $\Omega \subset R^2$, which is a classical example of an ill-posed problem. The Cauchy data are given at the subset $\Gamma \subset…
In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…