In general, however, the source determination problem for elliptic equations is an ill-posed problem. So, we need some appropriate definition to ensure the uniqueness of solution in certain sense and regularization methods to approximate it by a well-posed problem. Since inverse problem (0.9)-(0.10) may have many solutions, we introduce the so-called f^*-minimum norm solution which is nearest the a-priori f^* among all the least squares solutions to it. We will give a specific example to show that the solution to the above inverse source problem is unstable. Then the problem is reformulated in an abstract setting and using Tikhonov regularization for solving it. This leads to an optimal control problem with control constraints. To solve the problem numerically we discretize the regularized problem by finite-dimensional problems based on Hinze's variational discretization concept in optimal control 45. This is a new discretization concept for optimal control problems with control constraints. Its key feature is not to discretize the space of admissible controls but to implicitly utilize the first order optimality conditions and the discretization of the state and adjoint equations for the discretization of the control. For discrete controls obtained in this way an optimal error estimate is proved. However, we go a little further than that for optimal control by Hinze, namely, we suggest a choice of the regularization parameter depending on the noise level in the observation data and the discretization mesh size which yields the convergence of the solution to the discretized regularized problem to the solution of the continuous inverse problem as these quantities tend to zero. This is one of the main contributions of Chapter 2. Furthermore, with this choice a convergence rate is also established.
As problem (0.14)-(0.15) has a special form, its solution can be represented by Fourier series. Therefore, instead of using Tikhonov regularization method for it, in Chapter 3 we shall apply the standard truncated Fourier series method. There we prove error estimates of the method and present some numerical examples for showing its efficiency.
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ves the problem
−∆u + au = g in Ω,∇u · n = 0 on ∂Ω. (3.41)
Set
φ¯(x) = φ(x)− u˜(x, 0)
and denote
φ¯k′ =
∫
Ω
φ¯(x)ϕk′(x)dx.
Hence,
f (x) =
∞∑
|k′|=0
λk′φ¯kϕk′(x). (3.42)
Since
λk′ = a +
(
k1π
2
)2
+
(
k2π
2
)2
+ · · · +
(
kn−1π
2
)2
,
tends to infinity as |k′| tends to infinity, we see from (3.42) that the problem of reconstructing
f from φ is ill-posed, and we will use truncated Fourier series method for regularizing it.
3.2.3 Regularization by the truncated Fourier series
Suppose that instead of φ we have only its approximate data φϵ ∈ L2(Ω) which satisfies
(3.34). Then we see that the series (3.42) may not converge for this data. To avoid it, we
shall truncate this series. Namely, we take
fN,ϵ(x) =
N∑
|k′|=0
λk′(φ
ϵ
k′ − u˜(x, 0))ϕk′(x) =
N∑
|k′|=0
λk′φ¯
ϵ
k′ϕk′(x), (3.43)
fN (x) =
N∑
|k′|=0
λk′(φk′ − u˜(x, 0))ϕk′(x) =
N∑
|k′|=0
λk′φ¯k′ϕk′(x). (3.44)
The purpose of this regularization method is to determine an appropriate N = N(ϵ) ∈ N
such that ∥fN,ϵ − f∥L2(Ω) → 0 as ϵ→ 0.
87
Theorem 3.2.1. Let α be a positive given number, f a function in Hα(Ω). Further-
more, suppose that there is a positive constant E such that
∥f∥Hα(Ω) ≤ E.
Then with
N = N∗ =
[(E
ϵ
) 1
2+2α
(4(n− 1)
π2
) α
2+2α
(a +
π2
4
)
− 1(2+2α)
]
,
there exists a positive C3 = C3(E,α, n) independent of ϵ such that
∥f − fN,ϵ∥L2(Ω) ≤ C3ϵ
α
1+α ,
which tends to zero as ϵ tends to zero.
Proof. For N ∈ N, we have,
∥f − fN,ϵ∥L2(Ω) ≤ ∥f − fN∥L2(Ω) + ∥fN − fN,ϵ∥L2(Ω) := A +B. (3.45)
We have
A2 =
∥∥∥ ∞∑
|k′|=N+1
fk′ϕk′(·)
∥∥∥2
L2(Ω)
=
∞∑
|k′|=N+1
f2k′ =
∞∑
|k′|=N+1
λ2αk′ f
2
k′λ
−2α
k′
≤ λ−2αN+1
∞∑
|k′|=N+1
λ2αk′ f
2
k′
≤ λ−2αN+1∥f∥2Hα(Ω) ≤ λ−2αN+1E2.
Using the Cauchy-Bunyakovsky inequality, we have
λ−αk′ =
(
a +
(
k1π
2
)2
+
(
k2π
2
)2
+ . . . +
(
kn−1π
2
)2)−α
≤
(
a +
(k1 + k2 + · · · + kn−1)2 π2
4(n− 1)
)−α
=
(
a +
|k′|2π2
4(n− 1)
)−α
≤
(
a +
(N + 1)2π2
4(n− 1)
)−α
<
( N2π2
4(n− 1)
)−α
. (3.46)
Thus,
A < E
(
4(n− 1)
π2
)α
N−2α. (3.47)
88
On the other hand, we have
λN = a +
(
k1π
2
)2
+
(
k2π
2
)2
+ · · · +
(
kn−1π
2
)2
,
with k1 + k2 + · · · + kn−1 = N . So,
λN ≤ a + (k1 + k2 + · · · + kn−1)
2π2
4
= a +
N2π2
4
≤
(
a +
π2
4
)
N2.
Since λ0 ≤ λ1 ≤ · · · ≤ λN , we have
B2 = ∥
N∑
|k′|=0
λk′(φ¯
ϵ
k′ − φ¯k′)ϕk′(x′)∥2L2(Ω)
=
N∑
|k′|=0
λ2k′ ((φk′ − u˜k(., 0))− (φϵk′ − u˜k(., 0)))2 =
N∑
|k′|=0
λ2k′ (φk′ − φϵk′)2
≤ λ2Nϵ2 ≤
(
a +
π2
4
)2
N4ϵ2. (3.48)
Therefore,
B ≤
(
a +
π2
4
)
N2ϵ. (3.49)
From estimates (3.45), (3.47) and (3.49), we have
∥f − fN,ϵ∥L2(Ω) ≤ E
(
4(n− 1)
π2
)α
N−2α +
(
a +
π2
4
)
N2ϵ. (3.50)
By taking
N = N∗ =
[(E
ϵ
) 1
2+2α
(4(n− 1)
π2
) α
1+2α
(a +
π2
4
)
− 1(2+2α)
]
,
and
C3 = 3E
1
1+α
(4(n− 1)
π2
) α
1+α
(
a +
π2
4
) α
1+α
,
for example, we have
∥f − fN,ϵ∥L2(Ω) ≤ C3ϵ
α
1+α , (3.51)
which tends to zero as ϵ tends to zero.
89
3.3 Numerical examples
In this section we apply the proposed method to some concrete examples for illustrating
its efficiency. We wish to determine f = f (x) in the problem∆u + 2u = f (x) + g(x, y), (x, y) in Ω = (0, 2)× (0, 2),∇u · n = 0, (x, y) on ∂Ω (3.52)
from the noisy observation on the boundary:
u(x, 0) ≈ φϵ(x) = cos πx
2
(
1 + p ∗ rand(−1, 1)
)
. (3.53)
Here, rand(−1, 1) generates a random number in (−1, 1), p is the percentage of the error.
So, the noise level is ϵ = p.∥u(., 0)∥.
We test our method for three cases: f is a smooth function, f is continuous function but
not smooth and f is a discontinuous function.
Example 3.3.1. f is a smooth function
g(x, y) = (1.25π2 + 2) cos
πx
2
cos
πy
2
− 3 sin(πx) + 1).
The exact solution with p = 0 is
(u, f ) = (cos
πx
2
cos
πy
2
, 3 sin(πx) + 1).
Table 3.1: Example 3.3.1. The L2-norm of relative errors for smooth function
p 5% 7 % 10%
M = 10 0.0573 0.1427 0.3978
M=15 0.0477 0.0536 0.1992
90
Figure 3.1: Example 1. Solutions with
different noise levels for smooth function,
M = 15
Figure 3.2: Example 3.3.1. Errors with
different perturbations for smooth func-
tion, M = 15
Figure 3.3: Example 3.3.1. Solutions with
different number of Fourier coefficients,
smooth function, p = 7%
Figure 3.4: Example 3.3.1. Errors with
different number of Fourier coefficients for
smooth function, p = 7%
91
Example 3.3.2. f is a continuous but non-smooth function
g(x, y) = (1.25π2 + 2) cos
πx
2
cos
πy
2
− |x− 1|.
The exact solution with p = 0 is
(u, f ) = (cos
πx
2
cos
πy
2
, |x− 1|).
Figure 3.5: Example 3.3.2. Solutions with
different noise levels for continuous, non-
smooth function, M = 15
Figure 3.6: Example 3.3.2. Errors with
different noise levels, for continuous, non-
smooth function, M = 15
Table 3.2: Example 3.3.2. The L2-norm of relative errors - non-smooth, continuous function.
p 5% 7 % 10%
M = 10 0.1095 0.2077 0.3626
M=15 0.0868 0.0987 0.2077
92
Figure 3.7: Example 3.3.2. Solutions with
different number of Fourier coefficients,
p = 7%
Figure 3.8: Example 3.3.2. Errors with
different number of Fourier coefficients,
p = 7%
Example 3.3.3. f is a discontinuous function.
g(x, y) =
(1.25π2 + 2) cos πx2 cos πy2 , (x, y) ∈ (0, 12)× (0, 2) ∪ (32 , 2)× (0, 2),(1.25π2 + 2) cos πx2 cos πy2 − 1, (x, y) ∈ [12 , 32 ]× 2.
The exact solution is
f (x) =
0, 0 ≤ x ≤ 13 and 23 ≤ x ≤ 1,1, 13 < x < 23 . (3.54)
Table 3.3: Example 3.3.3. The L2-norm of relative errors for the discontinuous function
p 5% 7 % 10%
M = 15 0.1730 0.1776 0.3894
M=20 0.1520 0.1494 0.2522
In all examples, we use the Finite Difference Method with 80 × 80 nodes the domain
and boundary. We compare the accuracy of the Finite Difference Method under differ-
ent conditions: using the same number of Fourier coefficients with varying noise levels
(5%, 7%, and 10%) and using different numbers of coefficients (M = 7, 10, 15 for Exam-
ples 3.3.1 and 3.3.2 and M = 10, 15, 20 for Example 3.3.3) with a fixed noise level.
93
Figure 3.9: Example 3.3.3. Solutions
with different noise levels for discontinu-
ous function, M = 20
Figure 3.10: Example 3.3.3. Errors
with different noise levels,for discontinu-
ous function, M = 20
Figure 3.11: Example 3.3.3. Solutions
with different number of Fourier coeffi-
cients, p = 5%
Figure 3.12: Example 3.3.3. Errors with
different number of Fourier coefficients for
discontinuous function, p = 5%
94
The results of Example 3.3.1 are presented in Figures 3.1–3.4 and Table 3.1 while results
of Example 3.3.2 and Examples 3.3.3 are shown in Figures 3.5–3.8, Table 3.2 and Figures 3.9–
3.12, Table 3.3, respectively. From these figures and tables, we can see the decline in errors
with decreasing noise: The errors in the computational solutions consistently decrease as the
noise level drops from 10% to 5%, given a fixed number of Fourier coefficients. This pattern
is evident across all examples. In Example 3.3.1, using 15 Fourier coefficients, the relative
error drops from 0.1992 at a noise level of 10% to 0.0477 at a noise level of 5%. Increasing the
number of Fourier coefficients also reduces errors: When employing the same noise level of 5%
and increasing the number of Fourier coefficients from 7 to 15, the relative errors in Example
3.3.1 decrease from 0.0903 to 0.0477. This suggests that incorporating more coefficients can
further enhance accuracy. Examples 3.3.2 and 3.3.1 exhibit similar trends, though their errors
are generally larger than those in Example 3.3.1. This can be attributed to the underlying
complexity of their exact solutions, which are non-smooth functions compared to the smooth
solution in Example 3.3.1.
95
Conclusion
This thesis is devoted to the Cauchy problem and to the source identification problem
for second-order linear elliptic equations with boundary observation. These problems are
ill-posed.
The Cauchy problem for elliptic equations is studied in Chapter 1. There a new concept of
very weak solution to the Cauchy problem is introduced. The Cauchy problem is regularized
by a non-local boundary value problem, a solution to which is understood in the very weak
sense. The last problem is discretized using the finite difference method, for which the
stability and convergence are proved. Numerical examples are presented for illustrating the
efficiency of the method.
Chapter 2 is devoted to the source identification problem. The inverse problem is refor-
mulated as an operator equation, which is regularized by Tikhonov regularization method.
The regularized problem is discretized following Hinze’s variational discretization concept.
A rule for choosing the regularization parameter depending on noise level and meshsize is
suggested, that ensures optimal convergence rates. This abstract result is applied to the
finite element method and the efficiency of the method has been showcased through several
numerical examples.
Chapter 3 addresses the inverse problem of identifying a term in the right-hand side of
some special elliptic equations in a cylinder. Based on the special form of the considered
equation in a cylinder, the solution of the direct and inverse problems can be represented by
the Fourier series and standard truncated method is used to regularize the inverse problem.
Error estimates of the method have been proved and some numerical examples are presented
for showing its efficiency.
96
List of Author’s Related Papers
1. Ha`o D.N., Giang L.T.T., Kabanikhin S., and Shishlenin M. (2018). A fnite differ-
ence method for the very weak solution to a Cauchy problem for an elliptic equation.
Journal of Inverse and Ill-Posed Problems 26(6), 835–857.
2. Ha`o D.N., Giang L.T.T., and Oanh N.T.N.(2024). Determination of the right-hand
side in elliptic equations. Optimization, 73(4), 1195–1227.
3. Giang, L.T.T. (2024), Determining a source term in an elliptic equation in a cylinder
from boundary observations, Preprint IMH20240202, Institute of Mathematics, VAST..
97
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