Skip to main content
Entropy logoLink to Entropy
. 2022 Jul 13;24(7):968. doi: 10.3390/e24070968

On an Approximate Solution of the Cauchy Problem for Systems of Equations of Elliptic Type of the First Order

Davron Aslonqulovich Juraev 1,2,, Ali Shokri 3,, Daniela Marian 4,*,
Editor: Renaldas Urniezius
PMCID: PMC9317962  PMID: 35885190

Abstract

In this paper, on the basis of the Carleman matrix, we explicitly construct a regularized solution of the Cauchy problem for the matrix factorization of Helmholtz’s equation in an unbounded two-dimensional domain. The focus of this paper is on regularization formulas for solutions to the Cauchy problem. The question of the existence of a solution to the problem is not considered—it is assumed a priori. At the same time, it should be noted that any regularization formula leads to an approximate solution of the Cauchy problem for all data, even if there is no solution in the usual classical sense. Moreover, for explicit regularization formulas, one can indicate in what sense the approximate solution turns out to be optimal.

Keywords: integral formula, regularization of the Cauchy problem, approximate solution, Carleman matrix, family of vector functions, Bessel and Hankel functions

MSC: 35J46, 35J56

1. Introduction

Most of actively developing modern area of scientific knowledge is the theory of correctly and incorrectly posed problems, most of which have practical value and require decision making in uncertain or contradictory conditions. The development and justification of methods for solving such a complex problems as ill-posed ones is intensely investigated of the present time. The results regarding ill-posed problems are a scientific research apparatus for many scientific areas, such as differentiation of approximately given functions, solving inverse boundary value problems, solving problems of linear programming and control systems, solving systems of linear equations, degenerate or ill-conditioned, etc.

The concept of a “well-posed problem” was first introduced by the French mathematician J. Hadamard in 1923 when he considered for partial differential equations of mathematical physics the extension of boundary value problems. The concept of correctness of problems was the basis for the classification of boundary value problems. In this case, the correctness of the problem statement was ensured by the fulfillment of two conditions: the existence of a solution and its uniqueness. The requirement of stability of the solution was subsequently attached to the first two by other mathematicians already during a more in-depth study of this class of problems. Problems in which any of the three conditions for the correct formulation of the problem (stability, existence or uniqueness) is not fulfilled belong to the class of ill-posed problems. The need to solve unstable problems like the one above requires a more precise definition of the solution to the problem (example Hadamard, see, for instance [1], p. 39).

We will say that the problem is correctly posed according to Tikhonov (See [2]) if:

  • (1)

    the solution of the problem exists in some class;

  • (2)

    the solution is unique in this class;

  • (3)

    the solution of the problem depends continuously on the input data.

The Cauchy problem for systems of elliptic equations with constant coefficients belongs to the family of ill-posed problems: the solution of the problem is unique, but unstable. For more details on this subject can be consulted [2,3,4,5,6,7,8,9,10]. The paper studies the construction of exact and approximate solutions to the ill-posed Cauchy problem for matrix factorizations of the Helmholtz equation. Such problems naturally arise in mathematical physics and in various fields of natural science (for example, in electro-geological exploration, in cardiology, in electrodynamics, etc.). In general, the theory of ill-posed problems for elliptic systems of equations has been sufficiently developed thanks to the works of A.N. Tikhonov, V.K. Ivanov, M.M. Lavrent’ev, N.N. Tarkhanov and others famous mathematicians. Among them, the most important for applications are the so-called conditionally well-posed problems, characterized by stability in the presence of additional information about the nature of the problem data. One of the most effective ways to study such problems is to construct regularizing operators. For example, this can be the Carleman-type formulas (as in complex analysis) or iterative processes (the Kozlov-Maz’ya-Fomin algorithm, etc.) [10]. Boundary problems, as well as numerical solutions of some problems, are considered in works [11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32].

We construct, in this paper, an explicit Carleman matrix, regarding the Cauchy problem for Helmholtz’s equation, based on works [7,8,9,10]. Using this, a regularized solution of the Cauchy problem for the matrix factorization of the Helmholtz equation is given. Some formulas of Carleman type for certain equations and systems of elliptic type are given in [7,8,9,10,33,34,35,36,37,38,39]. In work [33] it was considered the Cauchy problem for the Helmholtz equation in an arbitrary bounded plane domain with Cauchy data, known only on the region boundary. In [40], the Cauchy problem for the Helmholtz equation in a bounded domain was considered. In the present study, we have constructed an approximate solution of the Cauchy problem for matrix factorizations of the Helmholtz equation in a two-dimensional unbounded domain.

In many well-posed problems it is not easy to compute the values of the function on the whole boundary. Thus, one of the important problems in the theory of differential equations is the reconstructing of the solution of systems of equations of first order elliptic type, factorizing the Helmholtz operator (see, for instance [34,35,36,37,38,39]).

The Cauchy problem for elliptic equations was investigated in [6,7,40] and subsequently developed in [9,10,33,35,36,37,38,39].

Next we establish the notations used in the paper.

Let x=(x1,x2)R2,y=(y1,y2)R2. We consider in R2 an unbounded domain, simply-connected, ΩR2. We suppose that its border Ω is piece wise smooth and is composed of the plane T: y2=0 and a smooth curve Σ lying in the half-space y2>0, that is, Ω=ΣT.

Let:

r=yx,α=y1x1,z=ia2+α2+y2,a0,

x=x1,x2T,xξT,ξT=ξ1ξ2 transposed vector ξ,

V(x)=(V1(x),,Vn(x))T,v0=(1,,1)Rn,n=2m,m=2,
E(w)=w1000w20000wndiagonalmatrix,w=(w1,,wn)Rn.

We consider a (n×n)—dimensional matrix D(ξT) such that

D*(ξT)D(ξT)=E((ξ2+λ2)v0),

where D*(ξT) is the Hermitian conjugate matrix D(ξT,)λR and the elements of D(ξT) are linear functions with constant coefficients of the complex plane.

We also consider the system of differential equations:

DxV(x)=0,xΩ, (1)

Dx being the matrix of first-order differential operators.

Let AΩ={V:Ω¯RnV is continuous on Ω¯=ΩΩ and V satisfies the system (1)}.

2. Statement of the Cauchy Problem

Let fC(Σ,Rn). We formulate the following Cauchy problem for the system (1):

Let V(y)A(Ω) such that

V(y)Σ=f(y),yΣ. (2)

We specify that V(y) is defined on Ω, knowing f(y),yΣ.

If V(y)A(Ω), then

V(x)=ΩL(y,x;λ)V(y)dsy,xΩ, (3)
L(y,x;λ)=Eφ2(λr)v0D*xD(tT),

where t=(t1,t2) means the unit exterior normal at a point yΩ and φ2(λr) represents the fundamental solution of the Helmholtz equation in R2, that is

φ2(λr)=i4H0(1)(λr), (4)

H0(1)(λr) being the the Hankel function of the first kind [41].

An entire function K(z) is introduced, taking real values for real part of z, (z=a+ib,a,bR) and such that:

K(z)0,supb1bpK(p)(z)=B(a,p)<,<a<,p{0,1,2}. (5)

Let

Ψ(y,x;λ)=12πK(x2)0ImK(z)zx2aI0(λa)a2+α2da,foryx, (6)

where I0(λa)=J0(iλa) is the zero order Bessel function of the first kind [4].

We remark that (3) holds if we consider

Ψ(y,x;λ)=φ2(λr)+g(y,x;λ), (7)

instead φ2(λr), g(y,x) being the regular solution of the Helmholtz equation with respect to the variable y, including the case y=x.

Hence (3) becomes:

V(x)=ΩL(y,x;λ)V(y)dsy,xΩ, (8)
L(y,x;λ)=EΨ(y,x;λ)v0D*xD(tT).

Formula (8) can be generalized for the case when Ω is unbounded.

Suppose Ω lies inside a strip of the smallest width defined by:

0<y2<h,h=πρ,ρ>0,

and Ω extends to infinity.

So next we consider an unbounded domain ΩR2 finitely connected, having a piecewise smooth boundary Ω (Ω—extends to infinity).

Let ΩR be the part of Ω situated inside a circle centered at zero, having radius R:

ΩR=y:yΩ,y<R,ΩR=Ω\ΩR,R>0.

Theorem 1.

Consider V(y)A(Ω). If xΩ,x fixed, we have

limRΩRL(y,x;λ)V(y)dsy=0, (9)

then the Formula (8) is true.

Proof. 

For xΩ(x<R),x fixed, using (8) into account, we get

ΩL(y,x;λ)V(y)dsy=ΩRL(y,x;λ)V(y)dsy+ΩRL(y,x;λ)V(y)dsy=V(x)+ΩRL(y,x;λ)V(y)dsy,xΩR.

Taking into account condition (9), for R, we obtain (8).

We also suppose

Ωexpd0ρ0y1dsy<,0<ρ0<ρ, (10)

for some d0>0, and

V(y)expexpρ2y1,ρ2<ρ,yΩ. (11)

In (6) we put

K(z)=expdiρ1zh2d1iρ0dh2,K(x2)=expdcosρ1x2h2+d1cosiρ0x2h2,0<ρ1<ρ,0<x2<h, (12)

where

d=2ceρ1x1,d1>d0cosρ0h2,c0,d>0.

Hence (8) holds.

Consider xΩ be fixed and y. In the following we estimate the function Ψ(y,x;λ) and also its derivatives Ψ(y,x;λ)yj,j{1,2}. For the estimation Ψ(y,x;λ)yj we use equalities

2πK(x2)Ψ(y,x;λ)y1=(y1x1)ReK(z0)sign(y1x1)(y2x2)ImK(z0)r2(y1x1)λ0a2+α2ReK(w)(y2x2)ImK(z)a2+r2·I1(λa)daa2+α2,yx,z0=iy1x1+y2,I1(λa)=I0(λa) (13)

and

2πK(x2)Ψ(y,x;λ)y2=(y2x2)ReK(z0)(y1x1)ImK(z0)r2λ0(y2x2)ReK(z)a2+α2ImK(z)a2+r2I1(λa)du,y1x1, (14)

which are obtained from (6).

Really,

expdiρ1zh2d1iρ0zh2=expRediρ1zh2d1iρ0zh2=expdρ1a2+α2cosρ1y2h2d1ρ0a2+α2cosρ0y2h2.

As

π2ρ1ρ·π2ρ1ρ·π2<π2,π2ρ1ρ·π2ρ0y2h2ρ1ρ·π2<π2.

Consequently,

cosρy2h2>0,cosρ0y2h2coshρ02>δ0>0,

It does not vanish in the region Ω and

Ψ(y,x;λ)=Oexpερ1y1,ε>0,y,yΩΩ,Ψ(y,x;λ)yj=Oexpερ1y1,ε>0,y,yΩΩ,j{1,2}.

We now choose ρ1 with the condition ρ2<ρ1<ρ. Then condition (10) is fulfilled and the integral formula (8) is true. Theorem 1 is proved. □

Condition (12) may be weakened.

Consider

Aρ(Ω)=V(y)A(Ω),V(y)expOexpρy1,y,yΩ. (15)

Theorem 2.

If V(y)Aρ(Ω) satisfies the growth condition

V(y)Cexpccosρ1y2h2expρ1y1,c0,0<ρ1<ρ,yΩ, (16)

C constant, then (8) is true.

Proof. 

Divide Ω by a line y2=h2 into the following two domains:

Ω1=y:0<y2<h2 and Ω2=y:h2<y2<h

.

Consider first the domain Ω1. We put K1(z) in (6),

K1(z)=K(z)expδiτzh2δ1iρzh2,ρ<τ<2ρ,δ>0,δ1>o, (17)

K(z) being given by (12). With this notation, (10) is true.

Really,

expiτzh4δ1iρzh4=expδτa2+α2cosτy2h4=expδτa2+α2expδexpτy1,
π2τπ4τy2h4τπ2<h2 and cosτy2h4cosτh4δ0>0

.

Let denote by Ψ+(y,x;λ) the corresponding function Ψ(y,x;λ). As

cosτy2h4δ0,yΩ1Ω1,

then for fixed xΩ1,yΩ1Ω1,

Ψ+(y,x;λ)=Oexp(δ0expτy1,y,ρ<τ<2ρ,Ψ+(y,x;λ)yj=Oexp(δ0expτy1,y,ρ<τ<2ρ,j{1,2}.

Suppose that V(y)Aρ(Ω1) satisfies:

V(y)Cexpexp2ρεy1,ε>0,yΩ1. (18)

We consider τ such that 2ρε<τ<2ρ in (17).

Hence (17) is satisfied for the region Ω1, so

V(x)=Ω1L(y,x;λ)V(y)dsy,xΩ1, (19)
L(y,x;λ)=EΨ+(y,x;λ)v0D*xD(tT).

If V(y)Aρ(Ω2) satisfies the growth condition (16) in Ω2, and 2ρε<τ<2ρ, then

V(x)=Ω2L(y,x;λ)V(y)dsy,xΩ2, (20)
L(y,x;λ)=EΨ(y,x;λ)v0D*xD(tT).

Here Ψ(y,x;λ) it is defined by the formula (6), in which K(z) it is replaced by the function K2(z):

K2(z)=K(z)expδiτzh1δ1iρzh2 (21)

where

h1=h2+h4,h2<y2<h,h2<x2<h1,δ>0,δ1>0.

In the formulas obtained with this formula, the integrals (according to (11)) converge uniformly for δ0, when V(y)Aρ(Ω). In these formulas we put δ=0, hence

V(x)=ΩL(y,x;λ)V(y)dsy,xΩ,x2h2, (22)
L(y,x;λ)=EΨ˜(y,x;λ)v0D*xD(tT).

(integrals over the cross section y2=h2 are mutually destroyed)

Ψ˜(y,x;λ)=(Ψ+(y,x;λ))δ=0=(Ψ(y,x;λ))δ=0.

Ψ˜(y,x;λ) is obtained here by (6), K(z) being given by (17), where δ=0 is considered. Using now the continuation principle, (22) holds, xΩ. Under condition (18) and (22) holds, δ10. Considering δ1=0, Theorem 2 is proved. □

Choosing

K(z)=1zx2+2hexp(σz),K(x2)=12hexp(σx2),0<x2<h,h=πρ, (23)

in (6), we get

Φσ(y,x)=eσx2π(h)10Imexp(σz)(zx2+2h)(zx2)aI0(λa)a2+α2da. (24)

Hence (8) becomes:

V(x)=ΩLσ(y,x;λ)V(y)dsy,xΩ, (25)
Lσ(y,x;λ)=EΨσ(y,x;λ)v0D*xD(tT).

3. Regularized Solution of the Cauchy Problem

Theorem 3.

Let V(y)Aρ(Ω) satisfying

V(y)M,yT. (26)

If

Vσ(x)=ΣLσ(y,x;λ)V(y)dsy,xΩ, (27)

then:

V(x)Vσ(x)Kρ(λ,x)σMeσx2,xΩ, (28)
V(x)xjVσ(x)xjKρ(λ,x)σMeσx2,σ>1,xΩ,j{1,2}, (29)

whereKρ(λ,x)are bounded functions on compact subsets of the domainΩ.

Proof. 

We prove first (28). Using (25) and (27), we have

V(x)=ΣLσ(y,x;λ)U(y)dsy+TLσ(y,x;λ)V(y)dsy=Lσ(x)+TLσ(y,x;λ)V(y)dsy,xΩ.

Using now (26), we obtain

V(x)Vσ(x)TLσ(y,x;λ)V(y)dsyTLσ(y,x;λ)V(y)dsyMTLσ(y,x;λ)dsy,xΩ. (30)

We estimate now TΨσ(y,x;λ)dsy and TΨσ(y,x;λ)yjdsy,j{1,2}.

Using (24), we have

Ψσ(y,x)=eσ(y2x2)π(h)10β+β1cosσα1α12+β12α12+β2+α12+β1βα12+β12α12+β2sinσα1α1aI0(λa)da, (31)

where

α12=a2+α2,β=y2x2,β1=y2x2+2h.

Given (31) and the inequality

I0(λa)2λπa, (32)

we have

TΨσ(y,x;λ)dsyKρ(λ,x)σeσx2,σ>1,xΩ. (33)

Using now

Ψσ(y,x;λ)yj=Ψσ(y,x;λ)ssyj=2(yjxj)Ψσ(y,x;λ)s,s=α2,j{1,2}, (34)

according to (31) and (32) we get

TΨσ(y,x;λ)y1dsyKρ(λ,x)σeσx2,σ>1,xΩ, (35)

According to (31) and (32), we have

TΨσ(y,x;λ)y2dsyKρ(λ,x)σeσx2,σ>1,xΩ, (36)

Using the inequalities (33), (35), (36) and (30), we get the estimate (28).

We prove now (29). From (25) and (27) we get:

V(x)xj=ΣLσ(y,x;λ)xjV(y)dsy+TLσ(y,x;λ)xjV(y)dsy,Vσ(x)xj=ΣLσ(y,x;λ)xjV(y)dsy,xΩ,j{1,2}. (37)

According to (37) and (26), we have

V(x)xjσV(x)xjTLσ(y,x;λ)xjV(y)dsyTLσ(y,x;λ)xjV(y)dsyMTLσ(y,x;λ)xjdsy,xΩ,j{1,2}. (38)

We estimate now TΨσ(y,x;λ)x1dsy and TΨσ(y,x;λ)x2dsy on the part T of the plane y2=0.

We use

Ψσ(y,x;λ)x1=Ψσ(y,x;λ)ssx1=2(y1x1)Ψσ(y,x;λ)s,s=α2, (39)

for the estimation of the first integral.

From (31) and (32) and (39), we have

TΨσ(y,x;λ)x1dsyKρ(λ,x)σeσx2,σ>1,xΩ. (40)

According to (31) and (32), we have

TΨσ(y,x;λ)x2dsyKρ(λ,x)σeσx2,σ>1,xΩ. (41)

From inequalities (40), (41) and (38), we get (29). □

Corollary 1.

We have

limσVσ(x)=V(x),limσVσ(x)xj=V(x)xj,j{1,2},xΩ.

Let

Ω¯ε=(x1,x2)Ω,q>x2ε,q=maxTψ(x1),0<ε<q,

ψ(x1) being a curve and Ω¯εΩ a compact set.

Corollary 2.

If xΩ¯ε, then the families of functions Vσ(x) and Vσ(x)xj converge uniformly for σ, i.e.,

Vσ(x)V(x),Vσ(x)xjV(x)xj,j{1,2}.

We specify that the set Eε=Ω\Ω¯ε is as a layer boundary for this problem.

Consider now the boundary of the domain Ω being composed of a hyper plane y2=0 and a smooth curve Σ extending to infinity and lying in the strip

0<y2<h,h=πρ,ρ>0.

We consider Σ given

y2=ψ(y1),<y1<,

where ψ(y1) satisfies the condition

ψ(y1)P<,P=const.

We consider

q=maxTψ(y1),l=maxT1+ψ2(y1).

Theorem 4.

If V(y)Aρ(Ω) satisfies (26), and on a smooth curve Σ satisfies

V(y)δ,0<δ<1, (42)

then

V(x)Kρ(λ,x)σM1x2qδx2q,σ>1,xΩ. (43)
V(x)xjKρ(λ,x)σM1x2qδx2q,σ>1,xΩ,j{1,2}. (44)

Proof. 

We prove first (43). From (25), we obtain

V(x)=ΣLσ(y,x;λ)V(y)dsy+TLσ(y,x;λ))V(y)dsy,xΩ, (45)

and hence

V(x)ΣLσ(y,x;λ)V(y)dsy+TLσ(y,x;λ)V(y)dsy,xΩ. (46)

From (42), we have

ΣLσ(y,x;λ)V(y)dsyΣLσ(y,x;λ)V(y)dsyδΣLσ(y,x;λ)dsy,xΩ. (47)

We estimate now ΣΨσ(y,x;λ)dsy,ΣΨσ(y,x;λ)y1dsy and ΣΨσ(y,x;λ)y2dsy on Σ.

Given equality (31) and (32), we have

ΣΨσ(y,x;λ)dsyKρ(λ,x)σeσ(qx2),σ>1,xΩ. (48)

Using now (31), (32) and (34), we get

ΣΨσ(y,x;λ)y1dsyKρ(λ,x)σeσ(qx2),σ>1,xΩ. (49)

From (31) and (32), we have

ΣΨσ(y,x;λ)y2dsyKρ(λ,x)σeσ(qx2),σ>1,xΩ. (50)

From (48)–(50) and applying (49), we get

ΣLσ(y,x;λ)V(y)dsyKρ(λ,x)σδeσ(qx2),σ>1,xΩ. (51)

We know that

TLσ(y,x;λ)V(y)dsyKρ(λ,x)σMeσx2,σ>1,xΩ. (52)

According to (51), (52) and (46), we obtain

V(x)Kρ(λ,x)σ2(δeσq+M)eσx2,σ>1,xΩ. (53)

Considering

σ=1qlnMδ, (54)

we get (43).

We prove now (44). From (25) we get:

V(x)xj=ΣLσ(y,x;λ)xjV(y)dsy+TLσ(y,x;λ)xjV(y)dsy=Vσ(x)xj+TLσ(y,x;λ)xjV(y)dsy,xΩ,j{1,2}, (55)

where

Vσ(x)xj=ΣLσ(y,x;λ)xjV(y)dsy. (56)

We get

V(x)xjΣLσ(y,x;λ)xjV(y)dsy+TLσ(y,x;λ)xjV(y)dsyVσ(x)xj+TLσ(y,x;λ)xjV(y)dsy,xΩ,j{1,2}. (57)

From (42), we have:

ΣLσ(y,x;λ)xjV(y)dsyΣLσ(y,x;λ)xjV(y)dsyδΣLσ(y,x;λ)xjdsy,xΩ,j{1,2}. (58)

Now we deal with ΣΨσ(y,x;λ)x1dsy, and ΣΨσ(y,x;λ)x2dsy on Σ.

From (31), (32) and (39), we have

ΣΨσ(y,x;λ)x1dsyKρ(λ,x)σeσ(qx2),σ>1,xΩ, (59)

From (31) and (32), it follows:

ΣΨσ(y,x;λ)x2dsyKρ(λ,x)σeσ(qx2),σ>1,xΩ, (60)

From (59) and (60), bearing in mind (58), we have

ΣLσ(y,x;λ)xjV(y)dsyKρ(λ,x)σδeσ(qx2),σ>1,xΩ,j{1,2}. (61)

We known that

TLσ(y,x;λ)xjV(y)dsyKρ(λ,x)σMeσx2,σ>1,xΩ,j{1,2}. (62)

According to (61), (62) and (57), we obtain

V(x)xjKρ(λ,x)σ2(δeσq+M)eσx2,σ>1,xΩ,j{1,2}. (63)

Considering σ as in (54) we obtain (44). □

Assume that V(y)A(Ω) and instead of V(y) on Σ its continuous approximations fδ(y) are given, with error 0<δ<1. We have

maxΣV(y)fδ(y)δ. (64)

We put

Vσ(δ)(x)=ΣNσ(y,x;λ)fδ(y)dsy,xΩ. (65)

Theorem 5.

If V(y)A(Ω) satisfies (26) on the plane y2=0, then

V(x)Vσ(δ)(x)Kρ(λ,x)σM1x2qδx2q,σ>1,xΩ, (66)
V(x)xjVσ(δ)(x)xjKρ(λ,x)σM1x2qδx2q,σ>1,xΩ.j{1,2}. (67)

Proof. 

From (25) and (65), we get

V(x)Vσ(δ)(x)=ΩLσ(y,x;λ)L(y)dsyΣLσ(y,x;λ)fδ(y)dsy=ΣLσ(y,x;λ)V(y)dsy+TLσ(y,x;λ)V(y)dsyΣLσ(y,x;λ)fδ(y)dsy=ΣLσ(y,x;λ)V(y)fδ(y)dsy+TLσ(y,x;λ)L(y)dsy.

and

V(x)xjVσ(δ)(x)xj=ΩLσ(y,x;λ)xjV(y)dsyΣLσ(y,x;λ)xjfδ(y)dsy=ΣLσ(y,x;λ)xjV(y)dsy+TLσ(y,x;λ)xjV(y)dsyΣLσ(y,x;λ)xjfδ(y)dsy=ΣLσ(y,x;λ)xjV(y)fδ(y)dsy+TLσ(y,x;λ)xjV(y)dsy,j{1,2}.

From (26) and (64), we obtain:

V(x)Vσ(δ)(x)=ΣLσ(y,x;λ)V(y)fδ(y)dsy+TLσ(y,x;λ)V(y)dsyΣLσ(y,x;λ)V(y)fδ(y)dsy+TLσ(y,x;λ)V(y)dsyδΣLσ(y,x;λ)dsy+MTLσ(y,x;λ)dsy.

and

V(x)xjVσ(δ)(x)xj=ΣLσ(y,x;λ)xjV(y)fδ(y)dsy+TLσ(y,x;λ)xjV(y)dsyΣLσ(y,x;λ)xjU(y)fδ(y)dsy+TLσ(y,x;λ)xjV(y)dsyδΣLσ(y,x;λ)xjdsy+MTLσ(y,x;λ)xjdsy,j{1,2}.

Analog as in Theorems 3 and 4, we can prove that

V(x)Vσ(δ)(x)Kρ(λ,x)σ2(δeσq+M)eσx2,
V(x)xjVσ(δ)(x)xjKρ(λ,x)σ2(δeσq+M)eσx2,j{1,2}.

Considering σ as in (54), we get (66) and (67). □

Corollary 3.

We have

limδ0Vσ(δ)(x)=V(x),limδ0Vσ(δ)(x)xj=V(x)xj,j{1,2},xΩ.

Corollary 4.

If xΩ¯ε, then the families of functions Vσ(δ)(x) and Vσ(δ)(x)xj are convergent uniformly, for δ0, i.e.,

Vσ(δ)(x)V(x),Vσ(δ)(x)xjV(x)xj,j{1,2}.

The following example illustrates the possibility of incorrect formulation of the classical Cauchy problem for system (1).

Example 1.

Prove that the Cauchy problem for the following systems of linear partial differential equations is ill-posed:

x1V1x2V2=0,x2V1+x1V2=0,x1V3+x2V4=0,x2V3+x1V4=0.

Solutions to this system will be sought in the form

V1=U1ei(λx1+μx2),V2=U2ei(λx1+μx2),V3=U3ei(λx1+μx2),V4=U4ei(λx1+μx2).

Substituting these into the system, we obtain

λ2+μ2=0,U1=λμU2,λ2+μ2=0,U3=λμU4.

We choose the following μ=n,λ=in. Then

V1n=U1nenx1inx2,V2n=iU1nenx1inx2,V3n=U3nei(λx1+μx2),V4n=iU3nenx1inx2..

Separating the real part, we find the solutions

V1n=U1nenx1cosnx2,V2n=U1nenx1sinnx2,V3n=U3nenx1cosnx2,V4n=U3nenx1sinnx2.

The constants U1n and U3n are given by the formula U1n=U3n=en.

Hence

V1n=enenx1cosnx2,V2n=enenx1sinnx2,V3n=enenx1cosnx2,V4n=enenx1sinnx2.

The solutions (V1n,V2n), (V3n,V4n) satisfy at x1=0 the following initial data:

V1n(0,x2)=φ1n(x)=encosnx2,V2n(0,x2)=φ2n(x)=ensinnx2,V3n(0,x2)=φ3n(x)=encosnx2,V4n(0,x2)=φ4n(x)=ensinnx2.

At n, these initial data tend to zero. Moreover, their derivatives φ1n(k)(x),φ2n(k)(x), φ3n(k)(x),φ4n(k)(x) of orders k=1,2,,p tend to zero as n (here, p is an arbitrary fixed natural number). Indeed,

φ1n(x)=±nkencosnx2φ2n(x)=±nkensinnx2, if k is even,

φ1n(x)=±nkensinnx2φ2n(x)=±nkencosnx2, if k is odd,

φ3n(x)=±nkencosnx2φ4n(x)=±nkensinnx2, if k is even,

φ3n(x)=±nkensinnx2φ4n(x)=±nkencosnx2, if k is odd.

On the other hand, V1n(x1,x2),V2n(x1,x2),V3n(x1,x2),V4n(x1,x2) is unbounded for any x1.

We see that no matter what norm we choose to estimate the value of the initial data, we will not be able to assert that the smallness of this norm implies the smallness of the solution (the solution is estimated here by the maximum of its modulus). As admissible norms for the initial data, we here admit the following norms:

φ1(x)p=max0kpsupx2φ1(k)(x),φ2(x)p=max0kpsupx2φ2(k)(x),φ3(x)p=max0kpsupx2φ3(k)(x),φ4(x)p=max0kpsupx2φ4(k)(x).

That is, there is no continuous dependence on the initial data and, therefore, the problem is set incorrectly. Thus, this problem does not have stability properties and, therefore, is ill-posed. We have seen that the solution of the Cauchy problem for this system is unstable. If we narrow the class of solutions under consideration to a compact set, then the problem becomes conditionally well-posed. To estimate the conditional stability, we can apply the results of the above theorems.

Example 2.

Let a system of partial differential equations of first order of the form

V1x1V2x2+iV4=0,V1x2+V2x1+iV3=0,V3x1+V4x2iV2=0,V3x2+V4x1+iV1=0.

Check that the following relation holds:

D*(ξT)D(ξT)=E((ξ2+λ2)v0),v0=(1,,1)Rn. (68)

Assuming x1ξ1 and x2ξ2, compose the following matrices

D(ξT)=ξ1ξ20iξ2ξ1i00iξ1ξ2i0ξ2ξ1,D*(ξT)=ξ1ξ20iξ2ξ1i00iξ1ξ2i0ξ2ξ1.

The relation (68) is easily checked.

4. Conclusions

We have explicitly determined a regularized solution of the Cauchy problem for the matrix factorization Helmholtz’s equation in an unbounded two-dimensional domain. We specify that the approximate values of V(x) and V(x)xj,xΩ,j{1,2} must be determined, for solving applicable problems.

We have built a vector-functions family V(x,fδ)=Vσ(δ)(x) and V(x,fδ)xj=Vσ(δ)(x)xj, (j{1,2}) depending on σ (which is a parameter) and we have proved that for certain choices of σ=σ(δ), δ0, and under certain conditions, the family Vσ(δ)(x) and Vσ(δ)(x)xj converges to V(x) and respectively to V(x)xj,xΩ. Hence, Vσ(δ)(x) and Vσ(δ)(x)xj determine the regularization of the solution of problems (1) and (2).

Acknowledgments

We would like to thank the editor and reviewers in advance for helpful comments.

Author Contributions

Conceptualisation, D.A.J.; methodology, A.S. and D.M.; formal analysis, D.A.J., A.S. and D.M.; writing—original draft preparation, D.A.J., A.S. and D.M. All authors read and agreed to the published version of the manuscript.

Institutional Review Board Statement

Not applicable.

Informed Consent Statement

Not applicable.

Data Availability Statement

Not applicable.

Conflicts of Interest

The authors declare no conflict of interest.

Funding Statement

This research received no external funding.

Footnotes

Publisher’s Note: MDPI stays neutral with regard to jurisdictional claims in published maps and institutional affiliations.

References

  • 1.Hadamard J. The Cauchy Problem for Linear Partial Differential Equations of Hyperbolic Type. Nauka; Moscow, Russia: 1978. [Google Scholar]
  • 2.Tikhonov A.N. On the solution of ill-posed problems and the method of regularization. Dokl. Akad. Nauk. SSSR. 1963;151:501–504. [Google Scholar]
  • 3.Aizenberg L.A. Carleman’s Formulas in Complex Analysis. Nauka; Novosibirsk, Russia: 1990. [Google Scholar]
  • 4.Bers A., John F., Shekhter M. Partial Differential Equations. Mir; Moscow, Russia: 1966. [Google Scholar]
  • 5.Carleman T. Les Fonctions Quasi Analytiques. Gautier-Villars et Cie; Paris, France: 1926. [Google Scholar]
  • 6.Goluzin G.M., Krylov V.M. The generalized Carleman formula and its application to the analytic continuation of functions. Sb. Math. 1933;40:144–149. [Google Scholar]
  • 7.Lavrent’ev M.M. On the Cauchy problem for second-order linear elliptic equations. Rep. USSR Acad. Sci. 1957;112:195–197. [Google Scholar]
  • 8.Lavrent’ev M.M. On Some Ill-Posed Problems of Mathematical Physics. Nauka; Novosibirsk, Russia: 1962. [Google Scholar]
  • 9.Tarkhanov N.N. A criterion for the solvability of the ill-posed Cauchy problem for elliptic systems. Dokl. Math. 1990;40:341–345. [Google Scholar]
  • 10.Tarkhanov N.N. The Cauchy Problem for Solutions of Elliptic Equations. Volume 7 Akademie-Verlag; Berlin, Germany: 1995. [Google Scholar]
  • 11.Pankov P.S., Zheentaeva Z.K., Shirinov T. Asymptotic reduction of solution space dimension for dynamical systems. TWMS J. Pure Appl. Math. 2021;12:243–253. [Google Scholar]
  • 12.Berdawood K., Nachaoui A., Saeed R., Nachaoui M., Aboud F. An efficient D-N alternating algorithm for solving an inverse problem for Helmholtz equation. Discret. Contin. Dyn. Syst.-S. 2022;15:57–78. doi: 10.3934/dcdss.2021013. [DOI] [Google Scholar]
  • 13.Bulnes J. An unusual quantum entanglement consistent with Schrödinger’s equation. Glob. Stoch. Anal. 2022;9:78–87. [Google Scholar]
  • 14.Bulnes J. Solving the heat equation by solving an integro-differential equation. Glob. Stoch. Anal. 2022;9:89–97. [Google Scholar]
  • 15.Corcino B.C., Corcino R.B., Damgo B.A.A., Cañete J.A.A. Integral representation and explicit formula at rational arguments for Apostol–Tangent polynomials. Symmetry. 2022;14:35. doi: 10.3390/sym14010035. [DOI] [Google Scholar]
  • 16.Giang N.H., Nguyen T.-T., Tay C.C., Phuong L.A., Dang T.-T. Towards predictive Vietnamese human resource migration by machine learning: A case study in northeast Asian countries. Axioms. 2022;11:151. doi: 10.3390/axioms11040151. [DOI] [Google Scholar]
  • 17.Fayziyev Y., Buvaev Q., Juraev D.A., Nuralieva N., Sadullaeva S. The inverse problem for determining the source function in the equation with the Riemann-Liouville fractional derivative. Glob. Stoch. Anal. 2022;9:43–52. [Google Scholar]
  • 18.Ibrahimov V.R., Mehdiyeva G.Y., Yue X.G., Kaabar M.K.A., Noeiaghdam S., Juraev D.A. Novel symmetric numerical methods for solving symmetric mathematical problems. Int. J. Circuits Syst. Signal Process. 2021;15:1545–1557. doi: 10.46300/9106.2021.15.167. [DOI] [Google Scholar]
  • 19.Ramazanova A.T. Necessary conditions for the existence of a saddle point in one optimal control problem for systems of hyperbolic equations. Eur. J. Pure Appl. Math. 2021;14:1402–1414. doi: 10.29020/nybg.ejpam.v14i4.4135. [DOI] [Google Scholar]
  • 20.Shokri A., Saadat H. P-stability, TF and VSDPL technique in Obrechkoff methods for the numerical solution of the Schrödinger equation. Bull. Iran. Math. Soc. 2016;42:687–706. [Google Scholar]
  • 21.Shokri A., Tahmourasi M. A new two-step Obrechkoff method with vanished phase-lag and some of its derivatives for the numerical solution of radial Schrödinger equation and related IVPs with oscillating solutions. Iran. J. Math. Chem. 2017;8:137–159. doi: 10.22052/ijmc.2017.62671.1243. [DOI] [Google Scholar]
  • 22.Shokri A. The Symmetric P-Stable Hybrid Obrenchkoff Methods for the numerical solution of second Order IVPS. TWMS J. Pure Appl. Math. 2012;5:28–35. [Google Scholar]
  • 23.Shokri A. An explicit trigonometrically fitted ten-step method with phase-lag of order infinity for the numerical solution of the radial Schrödinger equation. J. Appl. Comput. Math. 2015;14:63–74. [Google Scholar]
  • 24.Shokri A., Shokri A.A. The hybrid Obrechkoff BDF methods for the numerical solution of first order initial value problems. Acta Univ. Apulensis Math. Inform. 2014;38:23–33. [Google Scholar]
  • 25.Marian D., Ciplea S.A., Lungu N. Ulam-Hyers stability of Darboux-Ionescu problem. Carpathian J. Math. 2021;37:211216. doi: 10.37193/CJM.2021.02.07. [DOI] [Google Scholar]
  • 26.Marian D., Ciplea S.A., Lungu N. Hyers-Ulam Stability of Euler’s Equation in the Calculus of Variations. Mathematics. 2021;9:3320. doi: 10.3390/math9243320. [DOI] [Google Scholar]
  • 27.Marian D., Ciplea S.A., Lungu N. On the Ulam-Hyers Stability of Biharmonic Equation. U.P.B. Sci. Bull. Ser. A. 2020;8:141–148. [Google Scholar]
  • 28.Marian D. Semi-Hyers–Ulam–Rassias Stability of the Convection Partial Differential Equation via Laplace Transform. Mathematics. 2021;9:2980. doi: 10.3390/math9222980. [DOI] [Google Scholar]
  • 29.Marian D. Laplace Transform and Semi-Hyers–Ulam–Rassias Stability of Some Delay Differential Equations. Mathematics. 2021;9:3260. doi: 10.3390/math9243260. [DOI] [Google Scholar]
  • 30.Musaev H.K. The Cauchy problem for degenerate parabolic convolution equation. TWMS J. Pure Appl. Math. 2021;12:278–288. doi: 10.1016/S0252-9602(10)60161-0. [DOI] [Google Scholar]
  • 31.Grzegorzewski P., Ladek K.G. On some dispersion measures for fuzzy data and their robustness. TWMS J. Pure Appl. Math. 2021;12:88–103. [Google Scholar]
  • 32.Adiguzel R.S., Aksoy U., Karapinar E., Erhan I.M. On the solutions of fractional differential equations via Geraghty type hybrid contractions. Appl. Comput. Math. 2021;20:313–333. [Google Scholar]
  • 33.Arbuzov E.V., Bukhgeim A.L. Carleman’s formula for the system of equations of electrodynamics on the plane. Sib. Electron. Math. Rep. 2008;5:432–488. doi: 10.1007/s11202-006-0055-0. [DOI] [Google Scholar]
  • 34.Juraev D.A. The Cauchy problem for matrix factorizations of the Helmholtz equation in an unbounded domain. Sib. Electron. Math. Rep. 2017;14:752–764. doi: 10.17377/semi.2017.14.064. [DOI] [Google Scholar]
  • 35.Juraev D.A. On the Cauchy problem for matrix factorizations of the Helmholtz equation in an unbounded domain in R2. Sib. Electron. Math. Rep. 2018;15:1865–1877. doi: 10.33048/semi.2018.15.151. [DOI] [Google Scholar]
  • 36.Juraev D.A. Solution of the ill-posed Cauchy problem for matrix factorizations of the Helmholtz equation on the plane. Glob. Stoch. Anal. 2021;8:1–17. [Google Scholar]
  • 37.Juraev D.A., Gasimov Y.S. On the regularization Cauchy problem for matrix factorizations of the Helmholtz equation in a multidimensional bounded domain. Azerbaijan J. Math. 2022;12:142–161. [Google Scholar]
  • 38.Juraev D.A. On the solution of the Cauchy problem for matrix factorizations of the Helmholtz equation in a multidimensional spatial domain. Glob. Stoch. Anal. 2022;9:1–17. [Google Scholar]
  • 39.Zhuraev D.A. Cauchy problem for matrix factorizations of the Helmholtz equation. Ukr. Math. J. 2018;69:1583–1592. doi: 10.1007/s11253-018-1456-5. [DOI] [Google Scholar]
  • 40.Yarmukhamedov S. On the extension of the solution of the Helmholtz equation. Rep. Russ. Acad. Sci. 1997;357:320–323. [Google Scholar]
  • 41.Kythe P.K. Fundamental Solutions for Differential Operators and Applications. Birkhauser; Boston, MA, USA: 1996. [Google Scholar]

Associated Data

This section collects any data citations, data availability statements, or supplementary materials included in this article.

Data Availability Statement

Not applicable.


Articles from Entropy are provided here courtesy of Multidisciplinary Digital Publishing Institute (MDPI)

RESOURCES