Solvability of a non-linear Cauchy problem for an elliptic equation

AbstractWe study a non-linear operator equation originating from a Cauchy problem for an elliptic equation. The problem appears in applications where surface measurements are used to calculate the temperature below the earth surface. The Cauchy problem is ill-posed and small perturbations to the used data can result in large changes in the solution. Since the problem is non-linear certain assumptions on the coefficients are needed. We reformulate the problem as an non-linear operator equation and show that under suitable assumptions the operator is well-defined. The proof is based on making a change of variables and removing the non-linearity from the leading term of the equation. As a part of the proof we obtain an iterative procedure that is convergent and can be used for evaluating the operator. Numerical results show that the proposed procedure converges faster than a simple fixed point iteration for the equation in the the original variables.