Carleman weight functions for a globally convergent numerical method for ill-posed Cauchy problems for some quasilinear PDEs

In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the presence of the Carleman Weight Function. Compared with previous publications, the main novelty of this paper is that the existence of the regularized solution (i.e. the minimizer) is proved rather than assumed. The method works for both ill-posed Cauchy problems for some quasilinear PDEs of the second order and for some Coefficient Inverse Problems. However, to simplify the presentation, we focus here only on ill-posed Cauchy problems. Along with the theory, numerical results are presented for the case of a 1-D quasilinear parabolic PDE with the lateral Cauchy data given on one edge of the interval (0, 1). (C) 2016 Elsevier Ltd. All rights reserved.