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Physical formulations leading to ill-posed problems Basic concepts of the theory of ill-posed problems Analytic continuation Boundary value problems for differential equations Volterra equations Integral geometry Multidimensional inverse problems for linear differential equations
These proceedings of the international Conference "Ill-Posed and Non-Classical Problems of Mathematical Physics and Analysis", held at the Samarkand State University, Uzbekistan in September 2000 bring together fundamental research articles in the major areas of the numerated fields of analysis and mathematical physics. The book covers the following topics: theory of ill-posed problems inverse problems for differential equations boundary value problems for equations of mixed type integral geometry mathematical modelling and numerical methods in natural sciences
This monograph deals with the problems of mathematical physics which are improperly posed in the sense of Hadamard. The first part covers various approaches to the formulation of improperly posed problems. These approaches are illustrated by the example of the classical improperly posed Cauchy problem for the Laplace equation. The second part deals with a number of problems of analytic continuations of analytic and harmonic functions. The third part is concerned with the investigation of the so-called inverse problems for differential equations in which it is required to determine a dif ferential equation from a certain family of its solutions. Novosibirsk June, 1967 M. M. LAVRENTIEV Table of Contents Chapter I Formu1ation of some Improperly Posed Problems of Mathematic:al Physics § 1 Improperly Posed Problems in Metric Spaces. . . . . . . . . § 2 A Probability Approach to Improperly Posed Problems. . . 8 Chapter II Analytic Continuation § 1 Analytic Continuation of a Function of One Complex Variable from a Part of the Boundary of the Region of Regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 § 2 The Cauchy Problem for the Laplace Equation . . . . . . . 18 § 3 Determination of an Analytic Function from its Values on a Set Inside the Domain of Regularity. . . . . . . . . . . . . 22 § 4 Analytic Continuation of a Function of Two Real Variables 32 § 5 Analytic Continuation of Harmonic Functions from a Circle. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 § 6 Analytic Continuation of Harmonic Function with Cylin drical Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . 42 Chapter III Inverse Problems for Differential Equations § 1 The Inverse Problem for a Newtonian Potential . . . . . . .
Some problems of mathematical physics and analysis can be formulated as the problem of solving the equation f € F, (1) Au = f, where A: DA C U + F is an operator with a non-empty domain of definition D , in a metric space U, with range in a metric space F. The metrics A on U and F will be denoted by P and P ' respectively. Relative u F to the twin spaces U and F, J. Hadamard P-06] gave the following defini tion of correctness: the problem (1) is said to be well-posed (correct, properly posed) if the following conditions are satisfied: (1) The range of the value Q of the operator A coincides with A F ("sol vabi li ty" condition); (2) The equality AU = AU for any u ,u € DA implies the I 2 l 2 equality u = u ("uniqueness" condition); l 2 (3) The inverse operator A-I is continuous on F ("stability" condition). Any reasonable mathematical formulation of a physical problem requires that conditions (1)-(3) be satisfied. That is why Hadamard postulated that any "ill-posed" (improperly posed) problem, that is to say, one which does not satisfy conditions (1)-(3), is non-physical. Hadamard also gave the now classical example of an ill-posed problem, namely, the Cauchy problem for the Laplace equation.
These proceedings of the international Conference "Ill-Posed and Non-Classical Problems of Mathematical Physics and Analysis", held at the Samarkand State University, Uzbekistan in September 2000 bring together fundamental research articles in the major areas of the numerated fields of analysis and mathematical physics. The book covers the following topics: theory of ill-posed problems inverse problems for differential equations boundary value problems for equations of mixed type integral geometry mathematical modelling and numerical methods in natural sciences
This specialized and authoritative book contains an overview of modern approaches to constructing approximations to solutions of ill-posed operator equations, both linear and nonlinear. These approximation schemes form a basis for implementable numerical algorithms for the stable solution of operator equations arising in contemporary mathematical modeling, and in particular when solving inverse problems of mathematical physics. The book presents in detail stable solution methods for ill-posed problems using the methodology of iterative regularization of classical iterative schemes and the techniques of finite dimensional and finite difference approximations of the problems under study. Special attention is paid to ill-posed Cauchy problems for linear operator differential equations and to ill-posed variational inequalities and optimization problems. The readers are expected to have basic knowledge in functional analysis and differential equations. The book will be of interest to applied mathematicians and specialists in mathematical modeling and inverse problems, and also to advanced students in these fields. Contents Introduction Regularization Methods For Linear Equations Finite Difference Methods Iterative Regularization Methods Finite-Dimensional Iterative Processes Variational Inequalities and Optimization Problems
The theory of ill-posed problems originated in an unusual way. As a rule, a new concept is a subject in which its creator takes a keen interest. The concept of ill-posed problems was introduced by Hadamard with the comment that these problems are physically meaningless and not worthy of the attention of serious researchers. Despite Hadamard's pessimistic forecasts, however, his unloved "child" has turned into a powerful theory whose results are used in many fields of pure and applied mathematics. What is the secret of its success? The answer is clear. Ill-posed problems occur everywhere and it is unreasonable to ignore them. Unlike ill-posed problems, inverse problems have no strict mathematical definition. In general, they can be described as the task of recovering a part of the data of a corresponding direct (well-posed) problem from information about its solution. Inverse problems were first encountered in practice and are mostly ill-posed. The urgent need for their solution, especially in geological exploration and medical diagnostics, has given powerful impetus to the development of the theory of ill-posed problems. Nowadays, the terms "inverse problem" and "ill-posed problem" are inextricably linked to each other. Inverse and ill-posed problems are currently attracting great interest. A vast literature is devoted to these problems, making it necessary to systematize the accumulated material. This book is the first small step in that direction. We propose a classification of inverse problems according to the type of equation, unknowns and additional information. We consider specific problems from a single position and indicate relationships between them. The problems relate to different areas of mathematics, such as linear algebra, theory of integral equations, integral geometry, spectral theory and mathematical physics. We give examples of applied problems that can be studied using the techniques we describe. This book was conceived as a textbook on the foundations of the theory of inverse and ill-posed problems for university students. The author's intention was to explain this complex material in the most accessible way possible. The monograph is aimed primarily at those who are just beginning to get to grips with inverse and ill-posed problems but we hope that it will be useful to anyone who is interested in the subject.