A duality-based method of quasi-reversibility to solve the Cauchy problem in the presence of noisy data

Abstract : In this paper, we introduce a new version of the method of quasi-reversibility to solve the ill-posed Cauchy problems for the Laplace's equation in the presence of noisy data. It enables one to regularize the noisy Cauchy data and to select a relevant value of the regularization parameter in order to use the standard method of quasi-reversibility. Our method is based on duality in optimization and is inspired by the Morozov's discrepancy principle. Its efficiency is shown with the help of some numerical experiments in two dimensions. © 2010 IOP Publishing Ltd.