We investigate the Cauchy problem for a class of nonlinear elliptic operators with $C^\infty$-coefficients at a regular set $Ω\subset R^n$. The Cauchy data are given at a manifold $Γ\subset \partialΩ$ and our goal is to reconstruct the trace of the $H^1(Ω)$ solution of a nonlinear elliptic equation at $\partial Ω/ Γ$.
We propose two iterative methods based on the segmenting Mann iteration applied to fixed point equations, which are closely related to the original problem. The first approach consists in obtaining a corresponding linear Cauchy problem and analyzing a linear fixed point equation; a convergence proof is given and convergence rates are obtained. On the second approach a nonlinear fixed point equation is considered and a fully nonlinear iterative method is investigated; some preliminary convergence results are proven and a numerical analysis is provided.
Two methods of level set type are proposed for solving the Cauchy problem for an elliptic equation. Convergence and stability results for both methods are proven, characterizing the iterative methods as regularization methods for this ill-posed problem. Some numerical experiments are presented, showing the efficiency of our approaches and verifying the convergence results.
We investigate the Cauchy problem for linear elliptic operators with $C^\infty$-coefficients at a regular set $Ω\subset R^2$, which is a classical example of an ill-posed problem. The Cauchy data are given at the manifold $Γ\subset \partialΩ$ and our goal is to reconstruct the trace of the $H^1(Ω)$ solution of an elliptic equation at $\partial Ω/ Γ$. The method proposed here composes the segmenting Mann iteration with a fixed point equation associated with the elliptic Cauchy problem. Our algorithm generalizes the iterative method developed by Maz'ya et al., who proposed a method based on solv…
A new primal-dual weak Galerkin (PDWG) finite element method is introduced and analyzed for the ill-posed elliptic Cauchy problems with ultra-low regularity assumptions on the exact solution. The Euler-Lagrange formulation resulting from the PDWG scheme yields a system of equations involving both the primal equation and the adjoint (dual) equation. The optimal order error estimate for the primal variable in a low regularity assumption is established. A series of numerical experiments are illustrated to validate effectiveness of the developed theory.
We investigate the Cauchy problem for elliptic operators with $C^\infty$-coefficients at a regular set $Ω\subset R^2$, which is a classical example of an ill-posed problem. The Cauchy data are given at the subset $Γ\subset \partialΩ$ and our objective is to reconstruct the trace of the $H^1(Ω)$ solution of an elliptic equation at $\partial Ω/ Γ$. The method described here is a generalization of the algorithm developed by Maz'ya et al. [Ma] for the Laplace operator, who proposed a method based on solving successive well-posed mixed boundary value problems (BVP) using the given Cauchy data as pa…
We propose a computationally efficient Schwarz method for elliptic equations with rough media. A random sampling strategy is used to find low-rank approximations of all local solution maps in the offline stage; these maps are used to perform fast Schwarz iterations in the online stage. Numerical examples demonstrate accuracy and robustness of our approach.
We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is motivated by the analysis of inexact (perturbed) inverse iteration algorithms in numerical linear algebra. We couple the perturbed inverse iteration approach with mesh refinement strategy based on residual estimators. We demonstrate our approach on model problems in two and three dimensions.
In the recent developments of regularization theory for inverse and ill-posed problems, a variational quasi-reversibility (QR) method has been designed to solve a class of time-reversed quasi-linear parabolic problems. Known as a PDE-based approach, this method relies on adding a suitable perturbing operator to the original problem and consequently, on gaining the corresponding fine stabilized operator, which leads us to a forward-like problem. In this work, we establish new conditional estimates for such operators to solve a prototypical Cauchy problem for elliptic equations. This problem is …
The Cauchy problem of coupled elliptic sine-Gordon equations with noise: Analysis of a general kernel-based regularization and reliable tools of computing
Gran Sasso Science Institute（格兰萨索科学研究所）；Hankyong National University（韩荣国立大学）；Ho Chi Minh City University of Science（胡志明市科技大学）；Ton Duc Thang University（敦德唐大学）
We study the iterative algorithm proposed by S. Armstrong, A. Hannukainen, T. Kuusi, J.-C. Mourrat to solve elliptic equations in divergence form with stochastic stationary coefficients. Such equations display rapidly oscillating coefficients and thus usually require very expensive numerical calculations, while this iterative method is comparatively easy to compute. In this article, we strengthen the estimate for the contraction factor achieved by one iteration of the algorithm. We obtain an estimate that holds uniformly over the initial function in the iteration, and which grows only logarith…
We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a preconditioned iterative method with an adaptive rank truncation for solving the equation for the control function, governed by a sum of the elliptic operator and its inverse $M=A + A^{-1}$, both discretized over large $n^{\otimes d}$, $d=2,3$, spatial grids. Two basic solution schemes are proposed and analyzed. In the first approach, one solves iteratively th…
Diffuse Interface Methods for Inverse Problems: Case Study for an Elliptic Cauchy Problem
Institute for Computational and Applied Mathematics, University of Münster（明斯特大学计算与应用数学研究所）；Cells in Motion Cluster of Excellence, University of Münster（明斯特大学细胞运动卓越集群）；Dept. of Mathematical Sciences and Technology, Norwegian University of Life Sciences（挪威生命科学大学数学科学与技术系）
This paper studies a low-communication algorithm for solving elliptic partial differential equations (PDE's) on high-performance machines, the nested iteration with range decomposition algorithm (NIRD). Previous work has shown that NIRD converges to a high level of accuracy within a small, fixed number of iterations (usually one or two) when applied to simple elliptic problems. This paper makes some improvements to the NIRD algorithm (including the addition of adaptivity during preprocessing, wider choice of partitioning functions, and modified error measurement) that enhance the method's accu…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed. To construct approximation in time, regularized two-level schemes are used. The numerical implementation is based on solving the equation with the square root of the elliptic operator using an auxiliary Cauchy problem for a pseudo-parabolic equation. The scheme of the second-order accuracy in time is based on a regularization of the three-level explicit Adam…
In this paper we introduce and analyze an iteratively re-weighted algorithm, that allows to approximate the weak solution of the $p$-Poisson problem for $1 < p \leq 2$ by iteratively solving a sequence of linear elliptic problems. The algorithm can be interpreted as a relaxed Ka{\v c}anov iteration, as so-called in the specific literature of the numerical solution of quasi-linear equations. The main contribution of the paper is proving that the algorithm converges at least with an algebraic rate.
This work is devoted to the nonlinear inverse problem of identifying the reaction coefficient in an elliptic boundary value problem from single Cauchy data on a part of the boundary. We then examine simultaneously two elliptic boundary value problems generated from the available Cauchy data. The output least squares method with the Tikhonov regularization is applied to find approximations of the sought coefficient. We discretize the PDEs with piecewise linear finite elements. The stability and convergence of this technique are then established. A numerical experiment is presented to illustrate…
We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control function. The method is obtained by applying semismooth Newton to the fixed-point equation of the parallel optimized Schwarz iteration. As a proof of concept, numerical experiments are performed on two subdomains, as well as on a multi-subdomain test case. The results show that it is possible to obtain substantial improvements in robustness and efficiency with the …
The Scheduled Relaxation Jacobi (SRJ) method is a linear solver algorithm which greatly improves the convergence of the Jacobi iteration through the use of judiciously chosen relaxation factors (an SRJ scheme) which attenuate the solution error. Until now, the method has primarily been used to accelerate the solution of elliptic PDEs (e.g. Laplace, Poisson's equation) as the currently available schemes are restricted to solving this class of problems. The goal of this paper is to present a methodology for constructing SRJ schemes which are suitable for solving non-elliptic PDEs (or equivalent,…
A Full Multigrid Method For Semilinear Elliptic Equation
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；Beijing Institute for Scientific and Engineering Computing, Beijing University of Technology（北京工业大学北京市科学计算与工程应用研究所）
We consider the Cauchy problem for the Helmholtz equation with a domain in R^d, d>2 with N cylindrical outlets to infinity with bounded inclusions in R^{d-1}. Cauchy data are prescribed on the boundary of the bounded domains and the aim is to find solution on the unbounded part of the boundary. In 1989, Kozlov and Maz'ya proposed an alternating iterative method for solving Cauchy problems associated with elliptic,self-adjoint and positive-definite operators in bounded domains. Different variants of this method for solving Cauchy problems associated with Helmholtz-type operators exists. We cons…
This paper presents the first asynchronous version of the Global/Local non-invasive coupling, capable of dealing efficiently with multiple, possibly adjacent, patches. We give a new interpretation of the coupling in terms of primal domain decomposition method, and we prove the convergence of the relaxed asynchronous iteration. The asynchronous paradigm lifts many bottlenecks of the Global/Local coupling performance. We illustrate the method on several linear elliptic problems as encountered in thermal and elasticity studies.
