Harmonic Measures and Numerical Computation of Cauchy Problems for Laplace Equations

Abstract

It is well known that the Cauchy problem for Laplace equations is an ill-posed problem in Hadamard’s sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution, there exists a conditional stability estimate. This gives a reasonable way to construct stable algorithms. However, it is impossible to have good results at all points in the domain. Although numerical methods for Cauchy problems for Laplace equations have been widely studied for quite a long time, there are still some unclear points, for example, how to evaluate the numerical solutions, which means whether they can approximate the Cauchy data well and keep the bound of the solution, and at which points the numerical results are reliable? In this paper, the authors will prove the conditional stability estimate which is quantitatively related to harmonic measures. The harmonic measure can be used as an indicate function to pointwisely evaluate the numerical result, which further enables us to find a reliable subdomain where the local convergence rate is higher than a certain order.

Keywords

Conditional stability / Cauchy problem / Laplace equation / Indicate function

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