A finite difference method for the very weak solution to a Cauchy problem for an elliptic equation

We introduce the concept of very weak solution to a Cauchy problem for elliptic equations. The Cauchy problem is regularized by a well-posed non-local boundary value problem whose solution is also understood in a very weak sense. A stable finite difference scheme is suggested for solving the non-local boundary value problem and then applied to stabilizing the Cauchy problem. Some numerical examples are presented for showing the efficiency of the method.