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A quasi-boundary-value method for the Cauchy problem for elliptic equations with nonhomogeneous Neumann data

Abstract A Cauchy problem for elliptic equations with nonhomogeneous Neumann data in a cylindrical domain is investigated in this paper. For the theoretical aspect the a-priori and a-posteriori parameter choice rules are suggested and the corresponding error estimates are obtained. About the numerical aspect, for a simple case results given by two methods based on the discrete Sine transform and the finite difference method are presented; an idea of left-preconditioned GMRES (Generalized Minimum Residual) method is proposed to deal with the high dimensional case to save the time; a view of dealing with a general domain is suggested. Some ill-posed problems regularized by the quasi-boundary-value method are listed and some rules of this method are suggested.