2.1 Mathematical model
We consider the problem of finding such that
(3)
subject to the boundary condition , . Here and are given functions. We will derive the solution of Problem (3) for source term . Let be an orthogonal system of . Then
and we have
(4)
Set . By transformation of (4), we have
By choosing and such that
(5)
we have the following system:
(6)
where , , . By solving (5), we obtain and . This leads to
(7)
Hence, we obtain the solution of Problem (3) as follows:
(8)
From (8), we see that the data error can be arbitrarily amplified by the ‘kernel’ function . That is the reason why equation (3) is ill-posed in the sense of Hadamard. In the paper of Hadamard, he provided a fundamental example which shows that a solution of a Cauchy problem for Laplace’s equation does not depend continuously on the data. The example is as follows:
(9)
(11)
We have
(12)
If we choose for some , then uniformly as ; whereas, for any , the function containing factor blows up as .
2.2 A general filter regularization method
To find some regularized solutions, we should replace ‘instability’ kernels , , by the ‘stability’ kernels , , that satisfy the following properties:
(13)
and some suitable conditions which are given later. Following property (P1), one can construct other kernels. Furthermore, the idea of the above property can be applied to other ill-posed problems such as, e.g., the backward heat conduction problem [23].
Throughout this section, we assume that the functions and . In reality, they can only be measured with some measurement errors, and we would actually have noisy data:
for which
Here the constant represents a bound on the measurement error and denotes the norm in . As noted above, we present the following general regularized solution:
(14)
where
(15)
and is chosen suitably.
Theorem 1 (A general regularization method)
Assume that is the exact solution of Problem (3) and is a real-valued function such that
(16)
where E is a positive number. Let be a function in such a way that, for any , there exist and satisfying
(17)
(18)
Then defined by equation (14) fulfills the following estimate:
(19)
A choice
is admissible if
(20)
Proof The proof will be split into two parts as follows.
Part 1. We estimate , where is defined as
(21)
By a simple calculation, we get
(22)
Hence
(23)
Part 2. We estimate . In fact, we have
(24)
From (8), the partial derivative of ϕ with respect to y is
This implies that
(25)
Combining (24) and (25), we obtain
(26)
Hence
(27)
Combining (23) and (27), we have
(28)
This completes the proof. □
Theorem 2 (The first regularized solution)
Let . Assume that ϕ is the exact solution of Problem (3) such that for . If we select (), then
(29)
Proof First, we find the functions , , such that holds (17), (18). Using the inequality , we have
Since (17), we can choose and . The condition
(30)
is equivalent to
(31)
Using the inequality , we get
Since (18), we can choose . The admissible regularization parameter is (). In fact, it is easy to check that
and
Applying Theorem 1, we obtain
(32)
□
Theorem 3 (The second regularized solution)
Let . Assume that ϕ is the exact solution of Problem (3) such that for . If we select (), then
(33)
Proof First, we find the functions , , such that holds (17), (18). We have
On the other hand, for , we have
Hence
(34)
Since (17), we can choose , . The condition
(35)
is equivalent to
(36)
Since (18), we can choose . Next, we prove that this regularization parameter () is admissible by checking condition (20). In fact,
and
Applying Theorem 1, we obtain
(37)
□