2010
DOI: 10.1088/0266-5611/26/9/095016
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A duality-based method of quasi-reversibility to solve the Cauchy problem in the presence of noisy data

Abstract: In this paper, we introduce a new version of the method of quasi-reversibility to solve the ill-posed Cauchy problems for the Laplace's equation in the presence of noisy data. It enables one to regularize the noisy Cauchy data and to select a relevant value of the regularization parameter in order to use the standard method of quasi-reversibility. Our method is based on duality in optimization and is inspired by the Morozov's discrepancy principle. Its efficiency is shown with the help of some numerical experi… Show more

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Cited by 70 publications
(90 citation statements)
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“…This method was first introduced by Lattès and Lions [28] for numerical solutions of ill-posed problems for PDEs. It has been studied intensively since then, see e.g., [2,8,9,11,12,18,20,32]. A recent survey on this method can be found in [21].…”
Section: Introductionmentioning
confidence: 99%
“…This method was first introduced by Lattès and Lions [28] for numerical solutions of ill-posed problems for PDEs. It has been studied intensively since then, see e.g., [2,8,9,11,12,18,20,32]. A recent survey on this method can be found in [21].…”
Section: Introductionmentioning
confidence: 99%
“…We also refer to, e.g. [7,8,12,23] for this method. The second author has shown in the survey paper [19] that as long as a proper Carleman estimate for an ill-posed problem for a linear PDE is available, the convergent QRM can be constructed for this problem.…”
mentioning
confidence: 99%
“…Herein we will advocate a different approach based on discretization of the ill-posed physical model in an optimization framework, followed by regularization of the discrete problem. This primal-dual approach was first introduced by Burman in the papers [11,13,12,14], drawing on previous work by Bourgeois and Dardé on quasi reversibility methods [4,5,7,8] and further developed for elliptic data assimilation problems [17], for parabolic data reconstruction problems in [20,18] and finally for unique continuation for Helmholtz equation [19]. For a related method using finite element spaces with C 1 -regularity see [22] and for methods designed for well-posed, but indefinite problems, we refer to [9] and for second order elliptic problems on non-divergence form see [38] and [39].…”
Section: Introductionmentioning
confidence: 99%