On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Fast reconstruction of harmonic functions from Cauchy data using the Dirichlet-to-Neumann map and integral equations

We propose and investigate a method for the stable determination of a harmonic function from knowledge of its value and its normal derivative on a part of the boundary of the (bounded) solution domain (Cauchy problem). We reformulate the Cauchy problem as an operator equation on the boundary using the Dirichlet-to-Neumann map. To discretize the obtained operator, we modify and employ a method denoted as Classic II given in [J. Helsing, Faster convergence and higher accuracy for the Dirichlet–Neumann map, J. Comput. Phys. 228 (2009), pp. 2578–2576, Section 3], which is based on Fredholm integral equations and Nyström discretization schemes. Then, for stability reasons, to solve the discretized integral equation we use the method of smoothing projection introduced in [J. Helsing and B.T. Johansson, Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques, Inverse Probl. Sci. Eng. 18 (2010), pp. 381–399, Section 7], which makes it possible to solve the discretized operator equation in a stable way with minor computational cost and high accuracy. With this approach, for sufficiently smooth Cauchy data, the normal derivative can also be accurately computed on the part of the boundary where no data is initially given.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in a quadrant

We study the Cauchy problem for the Laplace equation in a quadrant (quarter-plane) containing a bounded inclusion. Given the values of the solution and its derivative on the edges of the quadrant the solution is reconstructed on the boundary of the inclusion. This is achieved using an alternating iterative method where at each iteration step mixed boundary value problems are being solved. A numerical method is also proposed and investigated for the direct mixed problems reducing these to integral equations over the inclusion. Numerical examples verify the efficiency of the proposed scheme.

On the numerical solution of a Cauchy problem in an elastostatic half-plane with a bounded inclusion

We propose an iterative procedure for the inverse problem of determining the displacement vector on the boundary of a bounded planar inclusion given the displacement and stress fields on an infinite (planar) line-segment. At each iteration step mixed boundary value problems in an elastostatic half-plane containing the bounded inclusion are solved. For efficient numerical implementation of the procedure these mixed problems are reduced to integral equations over the bounded inclusion. Well-posedness and numerical solution of these boundary integral equations are presented, and a proof of convergence of the procedure for the inverse problem to the original solution is given. Numerical investigations are presented both for the direct and inverse problems, and these results show in particular that the displacement vector on the boundary of the inclusion can be found in an accurate and stable way with small computational cost.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

A procedure for the temperature reconstruction in corner domains from Cauchy data

An iterative procedure is proposed for the reconstruction of a stationary temperature field from Cauchy data given on a part of the boundary of a bounded plane domain where the boundary is smooth except for a finite number of corner points. In each step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. Convergence is proved in a weighted L2-space. Numerical results are included which show that the procedure gives accurate and stable approximations in relatively few iterations.

Microlocal Approach to Tensor Tomography and Boundary and Lens Rigidity

2000 Mathematics Subject Classification: 53C24, 53C65, 53C21.

Numerical solution of a Cauchy problem for Laplace equation in 3-dimensional domains by integral equations

A numerical method based on integral equations is proposed and investigated for the Cauchy problem for the Laplace equation in 3-dimensional smooth bounded doubly connected domains. To numerically reconstruct a harmonic function from knowledge of the function and its normal derivative on the outer of two closed boundary surfaces, the harmonic function is represented as a single-layer potential. Matching this representation against the given data, a system of boundary integral equations is obtained to be solved for two unknown densities. This system is rewritten over the unit sphere under the assumption that each of the two boundary surfaces can be mapped smoothly and one-to-one to the unit sphere. For the discretization of this system, Weinert’s method (PhD, Göttingen, 1990) is employed, which generates a Galerkin type procedure for the numerical solution, and the densities in the system of integral equations are expressed in terms of spherical harmonics. Tikhonov regularization is incorporated, and numerical results are included showing the efficiency of the proposed procedure.

Resolução em tomografia de tempo de trânsito poço-a-poço: a dependência da iluminação

The key aspect limiting resolution in crosswell traveltime tomography is illumination, a well known result but not as well exemplified. Resolution in the 2D case is revisited using a simple geometric approach based on the angular aperture distribution and the Radon Transform properties. Analitically it is shown that if an interface has dips contained in the angular aperture limits in all points, it is correctly imaged in the tomogram. By inversion of synthetic data this result is confirmed and it is also evidenced that isolated artifacts might be present when the dip is near the illumination limit. In the inverse sense, however, if an interface is interpretable from a tomogram, even an aproximately horizontal interface, there is no guarantee that it corresponds to a true interface. Similarly, if a body is present in the interwell region it is diffusely imaged in the tomogram, but its interfaces - particularly vertical edges - can not be resolved and additional artifacts might be present. Again, in the inverse sense, there is no guarantee that an isolated anomaly corresponds to a true anomalous body because this anomaly can also be an artifact. Jointly, these results state the dilemma of ill-posed inverse problems: absence of guarantee of correspondence to the true distribution. The limitations due to illumination may not be solved by the use of mathematical constraints. It is shown that crosswell tomograms derived by the use of sparsity constraints, using both Discrete Cosine Transform and Daubechies bases, basically reproduces the same features seen in tomograms obtained with the classic smoothness constraint. Interpretation must be done always taking in consideration the a priori information and the particular limitations due to illumination. An example of interpreting a real data survey in this context is also presented.

Resolução em tomografia de tempo de trânsito poço-a-poço: a dependência da iluminação

The key aspect limiting resolution in crosswell traveltime tomography is illumination, a well known result but not as well exemplified. Resolution in the 2D case is revisited using a simple geometric approach based on the angular aperture distribution and the Radon Transform properties. Analitically it is shown that if an interface has dips contained in the angular aperture limits in all points, it is correctly imaged in the tomogram. By inversion of synthetic data this result is confirmed and it is also evidenced that isolated artifacts might be present when the dip is near the illumination limit. In the inverse sense, however, if an interface is interpretable from a tomogram, even an aproximately horizontal interface, there is no guarantee that it corresponds to a true interface. Similarly, if a body is present in the interwell region it is diffusely imaged in the tomogram, but its interfaces - particularly vertical edges - can not be resolved and additional artifacts might be present. Again, in the inverse sense, there is no guarantee that an isolated anomaly corresponds to a true anomalous body because this anomaly can also be an artifact. Jointly, these results state the dilemma of ill-posed inverse problems: absence of guarantee of correspondence to the true distribution. The limitations due to illumination may not be solved by the use of mathematical constraints. It is shown that crosswell tomograms derived by the use of sparsity constraints, using both Discrete Cosine Transform and Daubechies bases, basically reproduces the same features seen in tomograms obtained with the classic smoothness constraint. Interpretation must be done always taking in consideration the a priori information and the particular limitations due to illumination. An example of interpreting a real data survey in this context is also presented.