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On a general filter regularization method for the 2D and 3D Poisson equation in physical geodesy
Advances in Difference Equations volume 2014, Article number: 258 (2014)
Abstract
In this paper, we consider a Cauchy problem for the Poisson equation with nonhomogeneous source. The problem is shown to be ill-posed as the solution exhibits unstable dependence on the given data function. Using a new method, we regularize the given problem and obtain some new results. Two numerical examples are given to illustrate the effectiveness of our method.
MSC:35K05, 35K99, 47J06, 47H10.
1 Introduction
The Poisson equation is
where Δ is the Laplace operator, f and u are real or complex-valued functions on a manifold.
In case of , equation (1) is called Laplace’s equation which arises naturally in many areas of engineering and science, especially in wave propagation and vibration phenomena such as the vibration of a structure [1], the acoustic cavity problem [2], the radiation wave [3] and the scattering of a wave [4]. For example, certain problems related to the search for mineral resources, which involve interpretation of the earth’s gravitational and magnetic fields, are equivalent to the Cauchy problem for Laplace’s equation. In another application of geophysical underground prospection, the geoelectrical method has been initiated in recent years (see the historical account in Zhdanov and Keller [5]). In fact, by now the geoelectrical method involves, even in its most basic formulation, the solution of the Cauchy problem for Laplace’s equation.
Nowadays, the Cauchy problem for Laplace’s equation, and more generally for elliptic equations, has a central position in all inverse boundary value problems which represent electrical impedance tomography, optical tomography and transient phenomenon in a time-like variable, while elliptic equations describe steady-state processes in physical fields.
In physics, a gravitational field is a model used to explain the influence that a massive body extends into the space around itself, producing a force on another massive body. Therefore, a gravitational field characterizes gravitational phenomena and is measured in Newtons per kilogram (N/kg). In its original concept, gravity was a force between point masses. Following Newton, Laplace attempted to model gravity as some kind of radiation field or fluid, although the 19th century explanations of gravity have usually been sought in terms of a field model rather than a point attraction. A gravitational field is the force field created around massive bodies that causes attraction of other massive bodies. A distribution of matter of density gives rise to a gravitational potential ϕ which satisfies the three-dimensional (3D) Poisson equation
at the points inside the distribution, where G is the universal gravitational constant.
Motivated by important applications of the Poisson equation, in this paper we are interested in considering the Cauchy problem of identification of the gravitational field ϕ which satisfies a Poisson equation (two-dimensional case or three-dimensional case). As first pointed out by Hadamard, the Cauchy problem for Laplace’s equation is an ill-posed problem. It means the problem’s solutions do not always exist and, whenever they do exist, there is no continuous dependence on the given data. A small perturbation in the Cauchy data therefore can affect the solution significantly. Readers are referred to [1–4, 6–13] for earlier materials on the Cauchy problem for Laplace’s equation. For the homogeneous case of source term, the elliptic problem was considered in a series of articles analyzing the stability and convergence (see, e.g., [6–8, 10, 11, 14]). A similar version of Laplace’s equation with homogeneous case was considered by Regińska et al. [15, 16], Lesnic et al. [17], Tautenhahn [18] and Wei et al. [19–21].
Although we have many works on the homogeneous case of the elliptic problem, the literature on the inhomogeneous case, for example, the Poisson equation, is quite scarce. The earlier work on the abstract elliptic second order equation with inhomogeneous source was introduced in [22] by Showalter (see p.469). The main aim of this paper is to present a general regularization method and investigate the error estimate between the regularized solution and the exact solution.
Our paper is organized as follows. In Sections 2 and 3, we construct stable approximate solutions of the equation and give the convergence estimates for 2D and 3D cases, respectively. Finally, in Section 4, two numerical examples for each 2D and 3D case are devised to test the effectiveness of proposed methods.
2 The 2D case of the Poisson equation
2.1 Mathematical model
We consider the problem of finding such that
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
Set . By transformation of (4), we have
By choosing and such that
we have the following system:
where , , . By solving (5), we obtain and . This leads to
Hence, we obtain the solution of Problem (3) as follows:
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:
We have
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:
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:
where
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
where E is a positive number. Let be a function in such a way that, for any , there exist and satisfying
Then defined by equation (14) fulfills the following estimate:
A choice is admissible if
Proof The proof will be split into two parts as follows.
Part 1. We estimate , where is defined as
By a simple calculation, we get
Hence
Part 2. We estimate . In fact, we have
From (8), the partial derivative of ϕ with respect to y is
This implies that
Combining (24) and (25), we obtain
Hence
Combining (23) and (27), we have
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
Proof First, we find the functions , , such that holds (17), (18). Using the inequality , we have
Since (17), we can choose and . The condition
is equivalent to
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
□
Theorem 3 (The second regularized solution)
Let . Assume that ϕ is the exact solution of Problem (3) such that for . If we select (), then
Proof First, we find the functions , , such that holds (17), (18). We have
On the other hand, for , we have
Hence
Since (17), we can choose , . The condition
is equivalent to
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
□
3 The 3D Poisson equation
Let ρ be the given mass density. For simplification, we consider the problem: determine the gravitational potential ϕ such that the Poisson equation
subject to the homogeneous Dirichlet boundary condition , , , where . The data of ϕ at : and , where φ, g are known.
By a similar way as in (8), we find the solution of (38) that
Physically, φ can only be measured with some measurement errors, and we would actually have a disturbed data function
for which
where the constant represents a bound on the measurement error, denotes the -norm.
By a similar method as in Section 4, we present the following general regularized solution:
where
and is chosen suitably.
Theorem 4 Assume that is the exact solution of Problem (38) and is a real-valued function such that
where E is a positive number. Let be a function such that for any , there exist functions and satisfying
then defined by equation (40) fulfills the following estimate:
A choice is admissible if
Theorem 5 Let for . Assume that ϕ is the exact solution of Problem (3) such that
for . If we select (), then
Proof First, we find the functions , , such that holds (43), (44). We have
On the other hand, for , we have
Now, we prove that
In fact, let the function h be defined by . By taking the derivative of h, one has
The equation gives a unique solution such that . It means that . Thus the function h achieves its maximum at a unique point . Thus
Since , one has
By using the inequality , we get
This gives or . Therefore
Hence, we obtain
Using this inequality for , we have
and
By choosing , and , the conditions (43), (44) hold. It is easy to check that (46) holds.
Applying Theorem 5, we obtain
□
4 Numerical experiment
In this section, simple examples for the 2D and 3D Poisson equations are devised for verifying the validity of our proposed methods.
4.1 Example 1
Consider the 2D Poisson equation as follows:
where
Problem (56) has a unique solution as follows:
Now we are seeking a solution of the following problem:
We assume to be a measured data as follows:
where and is an array of pseudo-random numbers satisfying
Let satisfy
In this paper, we choose , , then (58) is satisfied.
Step 1. Choose L and K to generate the temporal and spatial discretization in such a manner that
Of course, the higher value of K and L will provide more accurate and stable numerical results; however, in the following numerical examples are satisfied.
Step 2. We choose the following functions:
Step 3. Set and , construct two vectors containing all discrete values of and f denoted by and Ψ, respectively,
Step 4. Error estimate between the exact solutions and regularized solutions. At a fixed point , the error estimation in between the exact solution ϕ and the regularized solutions is given by the following formula. Relative error estimation:
In one example, we have the first regularized solution (defined in Theorem 2). In method two, we have the second regularized solution (defined in Theorem 3). With parameter , in the first method we choose , and in the second method we choose .
Tables 1 and 2 show the computed error estimations at each fixed value , . The errors are significantly small when . Comparing the errors of two regularized solutions in the table, we can see that the second one is better. We show the error between the exact solution and the regularized solution at . For the purpose of better illustration, we also present some graphical figures. Figure 1 is the 3D representation of the exact solution and regularized solutions when , and . Figure 2 shows graphs of section cut of these solutions at value when , and . It is easy to see that our methods are stably convergent.
4.2 Example 2
We consider the following 3D problem:
where .
Step 1. Choose Q and K (in our computations, are chosen) to have
Step 2. We choose the following functions and fix z,
Step 3. In this example, we fix z. We put and , construct two vectors containing all discrete values of and denoted by and Ξ, respectively,
Step 4. The error estimation.
Relative error estimation:
where
From (59) and (60), we get
Now we are seeking a solution of the following problem:
Due to the computational cost, we only computed the value of regularized solution at the fixed values and . The discrete relative error estimation in one dimension is defined as follows:
with being the grid size along x axis. The regularized solution is calculated by formula (40) and Theorem 5 with parameter . Computational results are shown in Tables 3 and 4 (the relative error) and in Figure 3 (section cut graphs). In this problem, the regularized solution is very accurate just with , and , respectively. In Figures 4 and 5, we show the 3D representation of the exact ϕ and the regularized ϕ and 3D representation of the exact and the regularized at , and . In Figure 6, we show the 3D representation of the exact solution and the regularized solution when , , .
5 Conclusion
The study on the inverse Poisson-type problem with inhomogeneous source in 2D and 3D is still limited. This work is a continuous development of our previous study.
In theoretical results, we have suggested a general filter regularization method of regularized solution (Section 2.2). Subsequently, we have shown which sets are fundamental to solving problem (3) numerically and obtained the error estimation of logarithm type. We deduced two regularized solutions. In Section 2.2, we have shown the regularized solution for this case, method one. In Section 2.2, we have shown the regularized solution for the second method. The numerical results prove the efficiency of the theoretical suggestion, i.e., regularized solutions stably converge to the exact solution.
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Acknowledgements
This research is funded by the Foundation for Science and Technology Development of Ton Duc Thang University (FOSTECT) under project named ‘Inverse problem for inhomogeneous parabolic and elliptic equations’. The authors would like to thank the anonymous referees for their valuable suggestions and comments leading to the improvement of our manuscript.
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Tuan, N.H., Tran, B.T. & Long, L.D. On a general filter regularization method for the 2D and 3D Poisson equation in physical geodesy. Adv Differ Equ 2014, 258 (2014). https://doi.org/10.1186/1687-1847-2014-258
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DOI: https://doi.org/10.1186/1687-1847-2014-258