Engineering Analysis with Boundary Elements 24 (2000) 599–606

www.elsevier.com/locate/enganabound

A numerical computation for inverse boundary determination problem

Y.C. Hon a,*, Zongmin Wu b
a
Department of Mathematics, City University of Hong Kong, Hong Kong, People’s Republic of China
b
Department of Mathematics, Fudan University, Shanghai 200433, People’s Republic of China

Abstract
Based on the idea of radial basis interpolation for Hermite–Birkhoff data and the shift invariability of harmonic function space, a new
computational method is developed to determine an unknown boundary of a domain from given values of the solution and its derivatives on
only a part of the other boundary. This is a well-known inverse boundary determination problem that arises from using non-destructive
evaluation techniques in the engineering industry. Error estimation of the computational method is also given and the numerical results
indicate that the method provides an accurate approximation of the unknown boundary. 䉷 2000 Elsevier Science Ltd. All rights reserved.
Keywords: Radial basis interpolation; Harmonic function; Inverse boundary determination

1. Introduction the outward normal unit vector with respect to G . Without

Consider a bounded domain V 僆 R 2 with boundary 2V:
Assume that an inaccessible part of the boundary has been
damaged with, for example, corrosion. An inverse boundary
determination problem is to determine the shape of the
corroded part of the boundary by a suitable observation on
the other part of the boundary that is accessible. To solve
this kind of inverse problem, McIver [14] and Michael et al.
[15] devised a non-destructive evaluation technique by
applying an alternating current to the accessible boundary
and determined the corroded boundary by observing the
output current fields. This non-destructive evaluation tech-
nique is very important and in high demand by the engineer-
ing industry.
The mathematical formulation of this inverse boundary
determination problem was given by Alessandrini [1] as
follows:
Du…x; y† ˆ 0; …x; y† 僆 V; …
u…x; y† ˆ f …x; y†; …x; y† 僆 G; …
2u…x; y†
ˆ g…x; y†; …x; y† 僆 G …
2n
where D is the Laplacian operator, G the accessible part of
the boundary 2V with given function values f and g, and v
* Corresponding author. Tel.: ⫹852-2788-8675; fax: ⫹852-2788-8561.
E-mail address: maychon@cityu.edu.hk (Y.C. Hon).
0955-7997/00/$ - see front matter 䉷 2000 Elsevier Science Ltd. All rights reserved.
PII: S0955-799 7(00)00040-0
loss of generality, we may assume that G is connected. The
inverse problem is then to determine an unknown curve Y in
V which satisfies u…x; y† ˆ 0 on Y . It is not required that
Y 傼 G ˆ 2V :
Proof on the uniqueness and stability of the solution to the
problem (1)–(3) was given by Bukhgeim et al. [4] in which
a very weak conditional stability estimate of logarithmic
rate was given under a regularity assumption on the
unknown boundary. The theoretical result has been recently
extended to R 3 by Cheng et al. [5]. Related works can be
found from Beretta and Vessela [3] and Rondi [18].
Due to the highly ill-posedness of the problem (1)–(3),
most existing commonly used numerical methods like finite
element and finite difference fail to produce an acceptable
numerical solution to the problem. The reason is due to the
fact that the inverse problem can be treated as the classical
Cauchy problem for the Laplace equation, which is extre-
mely sensitive to the initial data. The initial discretization
1†
error induced from using the finite element or the finite
different methods will be magnified enormously and hence
2† these methods fail to produce an acceptable numerical solu-
tion. Recently, Kubo et al. [13] investigated the ill-posed-
ness of the initial value problem for the Laplace equation
3†
and obtained some numerical results by using the boundary
element method. By transforming the problem (1)–(3) into a
minimization of a functional under the primal and dual
mixed boundary value problem, Onishi et al. [16] developed
an algorithm for the numerical solution of the inverse
problem. It was, however, noticed that the numerical algo-
rithm based on finite element discretization could only give
600 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606

a fairly accurate approximation and the errors could not Lemma 1. The shift of any harmonic function is a harmo-
even be improved by decreasing the size of the finite nic function. Any linear combination of harmonic functions
element meshes. is also a harmonic function.
This paper hopes to provide a feasible and efficient
numerical method for solving this kind of inverse problem. Lemma 2. The derivatives of any harmonic function
The first idea of the proposed method is based on the radial f (x,y):
basis functions (RBFs) for Hermite–Birkhoff data interpo-
lation which was developed by Wu [21]. The idea of the 2l⫹m f…x; y†
RBFs is to form a basis of function space V ˆ f…r j † where 2xl 2ym
f (r) is a univariate function with rj ˆ 储x ⫺ xj 储 denoting the
are also harmonic functions.
radial distance between x and the data point xj. The solva-
bility of the resultant system requires that the basis func-
From the lemmas, the following linear combinations
tion f is positive definite in the sense that for all choices
X
of points x1 ; …; xN and all natural number N, the matrix u…x; y† ˆ lj fj …x; y† …4†
…f…xm ⫺ xl † 1 ⱕ l; m ⱕ N† is positive definite. Refer to
Powell [17] and Wu [21,22] for details on applying and
RBFs for scattered data interpolation. The use of the X X 2fj …x; y†
univariate function in r in principle saves the computa- u…x; y† ˆ lj fj …x; y† ⫹ mj …5†
tional time for evaluating the approximation of the solu- 2y
tion. Furthermore, this representation enjoys the benefit of are also harmonic functions if the functions f j(x,y) are
spatial independence and the data structure is flexible. harmonic. This combination (5) will be modified in the
This function space can also be used for discretizing the following section to form a basis for approximating the
partial differential and integral equations which provides a solution of the inverse problem.
truly mesh-free numerical method for the solutions of Finally, we recall the following Bochner’s theorem:
partial differential and integral equations (for examples,
see Refs. [6,8–12]). These numerical computations indi- Theorem 1. f is positive definite iff the Fourier transform
cated the definite advantages in using these truly mesh- f ⬎ 0 a.e.
free RBFs for solving various initial and boundary values
problems.
The existence, uniqueness, and convergence proofs in 2. Methodology and algorithm
applying the RBFs to solving partial differential equations
Without loss of generality, the problem (1)–(3) is trans-
were recently given by Franke and Schaback [7], Wendland
formed to the following standardized region:
[19] and Wu et al. [23], respectively. In this paper, the RBFs
are replaced by the harmonic functions which form a basis Du…x; y† ˆ 0; y ⬎ 0; …6†
function space for approximating the solution of the Cauchy
Problem for the Laplace equation (1)–(3). Since the harmo- u…x; 0† ˆ f …x†; x 僆 ‰0; 1Š …7†
nic functions are smooth, the method can be easily extended
to solve high order and high dimensional differential equa-
2u…x; 0†
tions. This promising advantage of the method is currently ˆ g…x†; x 僆 ‰0; 1Š: …8†
under intensive investigation. 2y
The second idea of the proposed method is to use the shift The inverse problem is then to determine an unknown curve
invariability property of harmonic function space. With a Y in the upper half plane …y ⬎ 0† which satisfies u…x; y† ˆ 0
linear combination of the harmonic function and its shifts, on Y . Assume that we can only measure the boundary data
the solution to the problem can be approximated well by the u(xj,0) at the points {x j }njˆ1 傺 ‰0; 1Š and 2u…xj ; 0†=2y at the
jˆn⫹1 傺 ‰0; 1Š where {xj }jˆ1 and {xj }jˆn⫹1 are
points {xj }n⫹m
harmonic basis functions. Section 2 will give the methodol- n n⫹m

ogy of the proposed method and its solvability. The error two sets of pairwisely distinct points. In the view of inter-
estimation will be given in Section 3. The numerical results polation, the solution u(x,y) can be extrapolated from the
demonstrated in Section 4 indicate that the method can given initial data {u…xj ; 0†}njˆ1 and {2u…x; 0†=2y}jˆn⫹1 n⫹m
:
produce an accurate solution to the inverse problem. We Following the idea of RBFs approximation, an approxima-
note here that although the problem considered in this tion u ⴱ of the solution u for the problem (6)–(8) can be
paper is restricted to R 2 for simplicity, the method can be found by assuming the following linear scheme:
extended to higher dimension.
Before completing this section, we recall some proper- X
n nX
⫹m
2f…x ⫺ xj ; y†
uⴱ …x; y† ˆ lj f…x ⫺ xj ; y† ⫹ mj …9†
ties on harmonic function and its shift invariability whose jˆ1 jˆn ⫹ 1
2y
proofs can be found from most textbooks on harmonic
functions. where f (x,y) is a given harmonic function for y ⬎ 0:
 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606 601

Collocating (9) into (7) and (8), we obtain From the result of Fourier transform, we have
X
n ^
P…w; y† ˆ e⫺y兩w兩 =2:
f …xk † ˆ u…xk ; 0† ˆ lj f…xk ⫺ xj ; 0†
jˆ1 Using Poisson’s integral formula for harmonic functions
and Parseval’s theorem in Fourier transform (see Refs.
nX
⫹m
2f…xk ⫺ xj ; 0† [2,20]), we obtain
⫹ mj
2y
jˆn ⫹ 1 1 Z⫹∞
f…x; y† ˆ P…x ⫺ t; y†f…t; 0† dt
for k ˆ 1; …; n; and p ⫺∞

X 1 Z⫹∞ ⫺y兩w兩 ^
2u…xk ; 0† 2f…xk ⫺ xj ; 0† f …w† e⫺ixw dw:
n
ˆ e …11†
g…xk † ˆ ˆ lj 2p ⫺∞
2y jˆ1
2y
By taking the derivatives of f with respect to the variable y
nX
⫹m
22 f…xk ⫺ xj ; 0† we have
⫹ mj
jˆn ⫹ 1 2y2 1 Z⫹∞ ⫺ixw ^
f…x; 0† ˆ e f …w† dw;
2p ⫺∞
for k ˆ n ⫹ 1; …; n ⫹ m: In matrix form, the values of the
undetermined coefficients l j and m j are found by solving the 2f…x; 0† 1 Z⫹∞ ⫺ixw ^
following system of linear equations for 1 ⱕ j; k ⱕ n ⫹ m; ˆ⫺ e f …w†兩w兩 dw;
2y 2p ⫺∞
0 1
2f…xk ⫺ xj ; 0†
B f…x k ⫺ x j ; 0† C l ! ! 22 f…x; 0† 1 Z⫹∞ ⫺ixw ^
B 2y C j f …xk † ˆ e f …w†兩w兩2 dw:
B C ˆ : 2y 2 2p ⫺∞
B C
@ 2f…xk ⫺ xj ; 0† 22 f…xk ⫺ xj ; 0† A mj g…xk †
Since {e⫺ixj w ; 兩w兩e⫺ixj w } are linear independent for
2y 2y2
pairwisely distinct points {xj}, the following inequality
The solvability of the system depends on the non-singularity holds for any non-zero vectors l and m
of the matrix !
l
0 1 …l ; m †A
T T
2f…xk ⫺ xj ; 0† m
B f…xk ⫺ xj ; 0† 2y C
B C  2
AˆB B C: …10† Z⫹ ∞  X nX 
C n ⫹m 
@ 2f…xk ⫺ xj ; 0† 2 f…xk ⫺ xj ; 0† A
2
 lj e j ⫺ 兩w兩
⫺ix
m ⫺ix j  ^
ˆ  f …w† dw ⬎ 0:
w w
 j e
⫺ ∞  jˆ1 
2y 2y2 jˆn ⫹ 1

We have From Theorem 1, since f^ …w† ⬎ 0 a.e., the matrix A is posi-

tive definite and hence non-singular.
Theorem 2. If the knots {xj }njˆ1 傺 ‰0; 1Š and {xj }jˆn⫹1
n⫹m
傺
‰0; 1Š are two sets of pairwisely distinct points, the function 3. Error estimation
f (x,y) is harmonic for y ⬎ 0; and f (x, 0) is a positive
definite function with respect to the variable x, then the In this section, we would show that the method given in
matrix A is positive definite and hence non-singular. the previous section is optimal in the sense of linear
weighted approximation. Consider the general scheme for
Proof. Define the Fourier transform of the harmonic func- the approximation u ⴱ which is linear with respect to the
tion f as y ˆ 0 by measured data on the boundary
Z⫹ ∞ X
n nX
⫹m

f^ …w† ˆ e ixw
f…x; 0† dx; uⴱ …x; y† ˆ aj …x; y†f …xj † ⫹ bj …x; y†g…xj † …12†
⫺∞ jˆ1 jˆn ⫹ 1

the Poisson kernel by where {aj …x; y†; bj …x; y†} are unknown functions to be deter-
mined in approximating the solution u(x,y). Under the same
y
P…x; y† ˆ ; argument from the previous section, the functions
x2 ⫹ y2 {aj …x; y†; bj …x;P
y†} should be harmonic
Pn ⫹ mand hence the linear
and the inverse Fourier transform of the Poisson kernel with combination njˆ1 aj …x; y†f …xj † ⫹ jˆn ⫹ 1 bj …x; y†g…xj † is also

respect to x by harmonic. Using again Poisson’s integral formula for

bounded functions which are harmonic for y ⬎ 0; the set
^ 1 Z⫹ ∞ ⫺ixw of functions {aj …x; y†; bj …x; y†} is uniquely determined by
P…w; y† ˆ e P…x; y† dx:
2p ⫺ ∞ the function values at the boundary y ˆ 0: Thus we require
602 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606

to only consider the approximation on the boundary. By are all harmonic on the upper half plane and can be deter-
using Poisson’s integral again, we obtain mined by using the given function values on the boundary.
In fact, in solving the minimization problem (14), we simply
X
n nX
⫹m
u…x; 0† ⬃ aj …x; 0†f …xj † ⫹ bj …x; 0†g…xj † take derivatives to (15) with respect to aj and bj for every
jˆ1 jˆn ⫹ 1 fixed x. By setting these derivatives to zeros, we obtain the
following linear system of equations:
1 Z⫹ ∞ X
n
0 1
⬃ lim aj …x; 0†P…xj ⫺ t; s† ! f…x ⫺ xj ; 0†
s!0 p ⫺∞ jˆ1
aj …x; 0† B C
A ˆ @ 2f…x ⫺ xj ; 0† A …16†
nX
⫹m
! bj …x; 0†
2P…xj ⫺ t; s† 2y
⫹ bj …x; 0† u…t; 0† dt: …13†
jˆn ⫹ 1
2s where A is defined by (10). The function values of aj(x,0)
and bj(x,0) can then be determined by solving (16).
Since Eq. (13) should be satisfied for any function u(x,0), we
Since all functions aj(x,y), bj(x,y) and f (x,y) are harmo-
have
" nic, we can replace Eq. (16) by
1 Xn
!
0
f…x ⫺ xj ; y†
1
d…x ⫺ t† ⬃ lim aj …x; 0†P…xj ⫺ t; s† aj …x; y†
s!0 p B C
jˆ1 A ˆ @ 2f…x ⫺ xj ; y† A …17†
# bj …x; y†
nX
⫹m
2P…xj ⫺ t; s† 2y
⫹ bj …x; 0†
jˆn ⫹ 1
2s and hence
0 1
where d…x ⫺ t† is the delta distribution function. By taking f…x ⫺ xj ; y†
B C
Fourier transform with respect to the variable t, we have uⴱ …x; y† ˆ … f T ; gT †A⫺1 @ 2f…x ⫺ xj ; y† A:
"
Xn 2y
e ⬃ lim
ixw
aj …x; 0† e⫺s兩w兩 eixj w
s!0 It is now clear that this approximation is exactly the one
jˆ1
# given by our proposed method in the previous section. In
nX
⫹m
⫺s兩w兩 other words, the approximation for the solution given in the
⫺ 兩w兩 bj …x; 0† e e ixj w

jˆn ⫹ 1
previous section is optimal in the sense of minimizing the
positive functional (14). This optimal linear weighted
X
n nX
⫹m approximation can be viewed as the dual representation of
⬃ aj …x; 0† eixj w ⫺ 兩w兩 bj …x; 0† eixj w : the approximation (9). Furthermore, taking derivatives to
jˆ1 jˆn ⫹ 1
the Eq. (17) we have
For given weighted function f^ …w† ⬎ 0; the best approxima- 0 2a …x; y† 1 0 2f…x ⫺ x ; y† 1
j j
tion is to find functions aj(x,0) and bj(x, 0) for any fixed x B 2y C B 2y C
B C B B
C
C
such that the following functional is minimized: AB C ˆ …18†
 n @ 2bj …x; y† A B C
@ 2 f…x ⫺ xj ; y† A
2
Z⫹ ∞  X
 2y 2y2
IU  aj …x; 0† eixj w
⫺∞  jˆ1
and
2 0 1
nX
⫹m  0 1
ixw  ^ 2aj …x; y† 2f…x ⫺ xj ; y†
⫺兩w兩 bj …x; 0† e ⫺ e  f …w† dw:
ixj w
…14†
 B C B 2x
C
jˆn ⫹ 1 B 2x C B C
AB CˆB C: …19†
@ 2bj …x; y† A B C
@ 2 f…x ⫺ xj ; y† A
2
Thus, we obtain the optimal approximation u ⴱ to the solu-
tion u by having 2x 2y 2x
X
n nX
⫹m Thus for any fixed x, the functions 2aj …x; y†=2y and
uⴱ …x; y† ˆ aj …x; y†f …xj † ⫹ bj …x; y†g…xj † …15† 2bj …x; y†=2y minimize the positive functional
jˆn ⫹ 1
jˆ1
 n
Z⫹ ∞  X 2aj …x; 0† ixj w nX
⫹m
2bj …x; 0† ixj w

where Iy U  e ⫺ 兩w兩 e
⫺ ∞  jˆ1 2y jˆn ⫹ 1
2y
1 Z⫹ ∞
aj …x; y† ˆ a …t; 0†P…x ⫺ t; y† dt; 2
p ⫺∞ j 
ixw 
⫹ 兩w兩 e  f^ …w† dw; …20†

1 Z⫹ ∞
bj …x; y† ˆ b …t; 0†P…x ⫺ t; y† dt
p ⫺∞ j and the functions 2aj …x; y†=2x and 2bj …x; y†=2x minimize the
 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606 603

positive functional The error estimation for the proposed method is then
 n concluded as
Z⫹ ∞  X 2aj …x; 0† ixj w

Ix U  e
⫺ ∞  jˆ1 2x Theorem 3. If the solution u(x,y) satisfies u…x; 0† 僆 C l ;
2 then we can choose harmonic function f (x,y) such that
nX
⫹m
2bj …x; 0† ixj w  f…x; 0† 僆 Cm and is a positive definite function. If 2l ⬎ m;
ixw  ^
⫺兩w兩 e ⫺ iwe  f …w† dw: …21†
2x  then the errors can be estimated as
jˆn ⫹ 1

The H 1[0,1] norm of the error on the approximation to the 储uⴱ …x; 0† ⫺ u…x; 0†储2H 1 ‰0;1Š ⱕ c1 hm⫺2
solution is then given as and
ⴱ 2
储uⴱ …x; 0† ⫺ u…x; 0†储2H 1 ‰0;1Š 2u …x; 0† 2u…x; 0†

!2 ⫺ ⱕ c2 hm⫺2
Z1 2y 2y L2 ‰0;1Š
ⴱ 2uⴱ …x; 0† 2u…x; 0†
ˆ …u …x; 0† ⫺ u…x; 0†† ⫹ 2
⫺ dx
0 2x 2x where the constants c1 and c2 depend on the function f (x,y)
and the solution u(x,y) but does not depend on the density h
Z1 Z⫹ ∞ X
n
of the knots.
ⱕ aj …x; 0† eixj w
0 ⫺∞ jˆ1
Furthermore, using the Poisson Integral formula again for
nX
⫹m
! !2 the error estimates on u ⴱ(x,0) and 2uⴱ …x; 0†=2y; we can obtain
⫺ ^
bj …x; 0†兩w兩 eixj w ⫺ eixw u…w† dw a similar bound for u ⴱ(x,y) and 2uⴱ …x; y†=2y: Hence, from
jˆn ⫹ 1 Bukhgeim et al. [4], we can except to have a similar
Z⫹ ∞ bound on 储uⴱ …x; y† ⫺ u…x; y†储22 in any bounded region.
Xn
2aj …x; 0† ixj w
⫹ e
⫺∞ jˆ1
2x
4. Numerical results
nX
⫹m
! !2
2bj …x; 0† ixj w
⫺兩w兩 ^
e ⫺ iw eixw u…w† dw dx The result in this paper is given for bounded functions
jˆn ⫹ 1
2x which are harmonic on the upper half plane. This ensures
that the functions can be expressed in the form of Poisson
Z⫹ ∞ u^2 …w†
ⱕ …I ⫹ Ix † dw (22) integrals so that the solution can be determined by its given
⫺∞ f ^ …w† values on the boundary. The numerical computations,
however, indicate that the result is also valid for unbounded
and the L 2 norm of the error on the approximation to the functions (but bounded on the boundary) which are harmo-
solution’s partial derivative with respect to y is nic on the upper half plane. This is partly because the error
 2 induced by using the harmonic basis functions is optimal in
 ⴱ  !2 the sense of linear weighted approximation as proven in the
 2u …x; 0† 2u…x;  Z1 2uⴱ …x; 0† 2u…x; 0†
 0† 
 ⫺  ˆ ⫺ previous section.
 2y 2y  2y 2y
 0
2
For numerical verification of the proposed method, we
first construct a harmonic function by taking the real part
⫺az2
of the complex function e so that function f…x; y† ˆ
Z1 Z⫹ ∞ Xn
2aj …x; 0† ixj w nX
⫹m
2bj …x; 0† ixj w e⫺ax ⫹ay cos…2axy† is harmonic and is the
2 2
common Gaus-
dx ˆ e ⫺ 兩w兩 e
sian function when y ˆ 0 …f…x; 0† ˆ e⫺ax †: Taking the deri-
2
0 ⫺∞ jˆ1
2y jˆn ⫹ 1
2y
vatives with respect to the variable y, we have
! !2
Z⫹ ∞ u^ 2 …w†
^ 2f…x; y†
⫹兩w兩 e f …w† dw dx ⱕ Iy ˆ 2a e⫺ax ⫹ay …y cos…2axy† ⫺ x sin…2axy††
ixw 2 2
dw: (23)
⫺∞ f ^ …w† 2y
and 2f…x; 0†=2y ˆ 0: From Eq. (10) the coefficient matrix A
Define the density of the knots {xj} by
is a block matrix with two sub-blocks of all zeroes and two
n n⫹m positive definite sub-block matrices. The approximation to
h ˆ max{ max min {储x ⫺ xj 储}; max min {储x ⫺ xj 储}}:
x僆‰0;1Š jˆ1 x僆‰0;1Š jˆn ⫹ 1 the solution of the problem can now be obtained by solving
the system of equations via
Since the approximation to the solution is the solution of the
linear system of Eqs. (17), (18) and (19) which minimizes …f…xj ⫺ xk ; 0††l ˆ … f …xj ††
the functionals I, Ix and Iy, respectively. From the result
and
given by Wu in Refs. [21,23], the error bounds are I ˆ
O…hm †; Ix ˆ O…hm⫺2 † and Iy ˆ O…hm⫺2 † if f…x; 0† 僆 Cm : …f 00 …xj ⫺ xk ; 0††m ˆ …g…xj ††:
604 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606

Fig. 1. Comparison on the approximation of the unknown boundary Y:

With these values of the undetermined coefficients, the and the data points are chosen to be equally spaced points in
approximation to the solution of the problem is then ‰⫺0:5; 0:5Š with density h ˆ 10⫺1 (i.e. n ˆ 11; m ˆ 11).
Using the proposed method and the above basis functions
X
n nX
⫹m
2f…x ⫺ xj ; y†
uⴱ …x; y† ˆ lj f…x ⫺ xj ; y† ⫹ mj : f with a ˆ 0:1; the undetermined coefficients l j and m j can
jˆ1 jˆn ⫹ 1
2y be computed by solving the corresponding system of linear
equations using Gaussian elimination method. The
In our numerical computations, we choose the exact
unknown boundary Y can then be obtained by solving
solution
u ⴱ …x; y† ˆ 0: All the computations are done by using
u…x; y† ˆ …x ⫺ 0:1†2 ⫺ …y ⫺ 1:1†2 ⫹ 0:1…x ⫺ 0:1†…y ⫺ 1:1† ⫹ 0:1 MATLAB. The numerical results show that the linear
scheme (5) provides a good approximation of the solution
for verification of the numerical accuracy. In the computa- of the problem. Fig. 1 indicates that the approximation of the
tions, the problem is defined in the region ‰⫺2; 2Š × ‰0; 2Š unknown boundary Y by using u ⴱ is very accurate. Also, the

Fig. 2. Error distribution in ‰⫺2; 2Š × ‰0; 2Š:

 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606 605

Fig. 3. Comparison on the approximation of the unknown boundary Y with noises of errors of orders k 1 ˆ k2 ˆ 10⫺5 in f and g.

error distribution obtained by comparing the exact solution (3) Poisson kernel: f…x; y† ˆ y=…x2 ⫹ …y ⫹ c†2 †; f…x; 0† ⬃
u with the approximation u ⴱ in ‰⫺2; 2Š × ‰0; 2Š are within the d…x†:
order 10 ⫺2 in ‰⫺1; 1Š × ‰0; 1Š to 10 ⫺1 in ‰⫺2; 2Š × ‰0; 2Š as
shown in Fig. 2. And some other basis functions which are derived from
We have also tested the applicability and accuracy of the smoothing the Poisson kernel functions:
method using the following basis functions for …c ⬎ 0†:
(4) f…x; y† ˆ arctan…x=…y ⫹ c††; f…x; 0† ⬃ sign…x†:
f…x; y† ˆ e ⫺…x ⫺y †=c cos…2xy=c†; f…x; 0† ˆ
2 2
(1) Gaussian: (5) f…x; y† ˆ arctan……x ⫹ 1†=…y ⫹ c†† ⫺ arctan……x ⫺ 1†=
⫺x2 =c
e : p …y ⫹ c††; f…x; y† ⬃ x‰⫺1;1Š …x†:
(2) p
Multiquadric:
 f…x; y† ˆ Re… c2 ⫹ z2 †; f…x; 0† ˆ
c2 ⫹ x2 : And with P…x; y† ˆ x arctan…x=…y ⫹ c†† ⫺ …y ⫹ c† log…1 ⫹

Fig. 4. Comparison on the approximation of the unknown boundary Y with noises of errors of orders k 1 ˆ 10⫺4 ; k2 ˆ 10⫺5 in f and g.
606 Y.C. Hon, Z. Wu / Engineering Analysis with Boundary Elements 24 (2000) 599–606
x2 =…y ⫹ c†2 †=2; the following basis functions:
(6) f…x; y† ˆ P…x ⫹ 1; y† ⫺ P…x ⫺ 1; y†;
f…x; 0† ⬃ 兩x ⫹ 1兩 ⫺兩x ⫺ 1兩:
(7) f…x; y† ˆ P…x ⫹ 2; y† ⫺ 2P…x; y† ⫹ P…x ⫺ 2; y†;
f…x; 0† ⬃ 兩x ⫹ 2兩 ⫺ 2兩x兩 ⫹ 兩x ⫺ 2兩:
The numerical accuracies are of little difference from
using all of these different basis functions under the same
problem setting. To further investigate the sensitivity of the
method of the noise of the input data, random errors are
added into the initial data f(x) and g(x) by generating a
random number e in (0,1) using the rand function in
MATLAB. The input data are then taken to be …1 ⫹
k1 e†f …x† and …1 ⫹ k2 e†g…x†; respectively, where k1 and k2
are the orders of the noises. Fig. 3 gives the comparison
between the exact solution and the approximation on the
unknown boundary Y when the noises are of orders k 1 ˆ
k2 ˆ 10⫺5 : The comparison when k1 ˆ 10⫺4 and k2 ˆ 10⫺5
is given in Fig. 4. As shown in these two figures, the
unknown boundary Y can still be captured well when y ⬍
0:5 but the method fails to produce a reasonable approxima-
tion for the solution beyond this region. This, however, can
be explained by the very weak ‘log’ estimate on the stability
of the solution given in Theorem 3.
5. Conclusions
This paper develops a new numerical method to deter-
mine an unknown boundary by solving a Cauchy problem in
Laplace equation. All the numerical results indicate that the
method provides a reasonable approximation of the
unknown boundary by using different harmonic basis func-
tions. It is, however, remarked here that although examples
have been given to indicate the effect of the initial data error
to the solution, the stability analysis of the method is still to
be established. Furthermore, it has been observed that the
errors of the approximation are monotonically decreasing as
the value of the chosen parameter a increases until the
coefficient matrix is not computable due to large condition
number. This phenomenon is also observed in using the
radial basis functions for scattered data interpolation and
solving partial differential equations.
Acknowledgements
Zongmin Wu was partially supported by the Chinese
National Science Foundation and the Croucher Foundation.
The work described in this paper was also partially
supported by a grant from the Research Grants Council of
the Hong Kong Special Administrative Region, China
(Project No. 9040428) and an indicated grant from the
City University of Hong Kong (Project No. 7000943).
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