Continuation problems: Theory, numerics, neural networks and applications

Abstract We study ill-posed continuation problems for partial differential equations, with an emphasis on the mechanisms of ill-posedness and their mitigation via conditional stability and regularization. Three canonical examples of elliptic, parabolic, and hyperbolic type are used to illustrate the underlying ill-posedness. For a second-order elliptic continuation problem, we summarize well-posedness results for the associated direct and adjoint problems, establish conditional stability estimates, and develop an adjoint-based iterative reconstruction method with convergence-rate guarantees. For a parabolic continuation problem, we present corresponding well-posedness results and an adjoint-based iterative scheme. For a hyperbolic continuation problem, we derive a conditional stability result. We further analyze the singular numbers of the continuation operator for a complex-valued Helmholtz equation, thereby characterizing the frequency dependence of the ill-posedness. Finally, we compare Tikhonov regularization with linear neural networks for ill-posed Helmholtz inverse problems, highlighting their complementary strengths.