A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications. (1st November 2022)

• Record Type: Journal Article
• Authors: Le, Thuy T.; Nguyen, Loc H.; Tran, Hung V.
• Is Part Of: Computers & mathematics with applications. Volume 125(2022)
• Page Start: 13
• Page End: 24
• Publication Date: 2022-11-01
• Subjects: Carleman estimate -- Linearization -- Boundary value problems -- Quasilinear elliptic equations -- Hamilton-Jacobi equations -- Inverse problems; Electronic data processing -- Periodicals; Mathematics -- Data processing -- Periodicals; 510.28541
• DOI: 10.1016/j.camwa.2022.08.032
• Languages: English
• ISSNs: 0898-1221

Abstract

Abstract: We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility method with a suitable Carleman weight function. The presence of the Carleman weight function allows us to employ a Carleman estimate to prove the convergence of the sequence generated by the iterative scheme above to the desired solution. The convergence of the iteration is fast at an exponential rate without the need of an initial good guess. We apply this method to compute solutions to some general quasilinear elliptic equations and a large class of first-order Hamilton-Jacobi equations. Numerical results are presented.