Stability and regularization of a discrete approximation to the Cauchy problem for Laplace's equation

被引:83
|
作者
Reinhardt, HJ [1 ]
Han, HD
Hào, DN
机构
[1] Univ Siegen, Fachbereich Math, D-57068 Siegen, Germany
[2] Tsinghua Univ, Dept Appl Math, Beijing 100084, Peoples R China
[3] Inst Math, Hanoi 10000, Vietnam
关键词
Cauchy problem; Laplace's equation; ill-posed; stability; regularization; logarithmic convexity;
D O I
10.1137/S0036142997316955
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The standard five-point difference approximation to the Cauchy problem for Laplace's equation satisfies stability estimates-and hence turns out to be a well-posed problem-when a certain boundedness requirement is fulfilled. The estimates are of logarithmic convexity type. Herewith, a regularization method will be proposed and associated error bounds can be derived. Moreover, the error between the given (continuous) Cauchy problem and the difference approximation obtained via a suitable minimization problem can be estimated by a discretization and a regularization term.
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页码:890 / 905
页数:16
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