A boundary integral equation method for numerical solution of parabolic and hyperbolic Cauchy problems

We present a unified boundary integral approach for the stable numerical solution of the ill-posed Cauchy problem for the heat and wave equation. The method is based on a transformation in time (semi-discretisation) using either the method of Rothe or the Laguerre transform, to generate a Cauchy problem for a sequence of inhomogeneous elliptic equations; the total entity of sequences is termed an elliptic system. For this stationary system, following a recent integral approach for the Cauchy problem for the Laplace equation, the solution is represented as a sequence of single-layer potentials invoking what is known as a fundamental sequence of the elliptic system thereby avoiding the use of volume potentials and domain discretisation. Matching the given data, a system of boundary integral equations is obtained for finding a sequence of layer densities. Full discretisation is obtained via a Nyström method together with the use of Tikhonov regularization for the obtained linear systems. Numerical results are included both for the heat and wave equation confirming the practical usefulness, in terms of accuracy and resourceful use of computational effort, of the proposed approach.