Calculating heat and wave propagation from lateral Cauchy data

UDC 519.6 We give an overview of recent methods based on semi-discretisation in time for the inverse ill-posed problem of calculating the solution of evolution equations from time-like Cauchy data. Specifically, the function value and normal derivative are given on a portion of the lateral boundary of a space-time cylinder and the corresponding data is to be generated on the remaining lateral part of the cylinder for either the heat or wave equation. The semi-discretisation in time constitutes of applying the Laguerre transform or the Rothe method (finite difference approximation), and has the feature that the similar sequence of elliptic problems is obtained for both the heat and wave equation, only the values of certain parameters change. The elliptic equations are solved numerically by either a boundary integral approach involving the Nystreom method or a method of fundamental solutions (MFS). Theoretical properties are stated together with discretisation strategies in space. Systems of linear equations are obtained for finding values of densities or coefficients. Tikhonov regularization is incorporated for the stable solution of the linear equations. Numerical results included show that the proposed strategies give good accuracy with an economical computational cost.