Accelerated Dirichlet–Robin alternating algorithms for solving the Cauchy problem for the Helmholtz equation

The Cauchy problem for Helmholtz equation, for moderate wave number $k^{2}$, is considered. In the previous paper of Achieng et al. (2020, Analysis of Dirichlet–Robin iterations for solving the Cauchy problem for elliptic equations. Bull. Iran. Math. Soc.), a proof of convergence for the Dirichlet–Robin alternating algorithm was given for general elliptic operators of second order, provided that appropriate Robin parameters were used. Also, it has been noted that the rate of convergence for the alternating iterative algorithm is quite slow. Thus, we reformulate the Cauchy problem as an operator equation and implement iterative methods based on Krylov subspaces. The aim is to achieve faster convergence. In particular, we consider the Landweber method, the conjugate gradient method and the generalized minimal residual method. The numerical results show that all the methods work well. In this work, we discuss also how one can approach non-symmetric differential operators by using similar operator equations and model problems which are used for symmetric differential operators.