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E-raamat: Inverse and Ill-posed Problems: Theory and Applications

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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,

Sergey I. Kabanikhin, Sobolev Institute of Mathematics, Novosibirsk, Russia.
Preface v
Denotations ix
1 Basic concepts and examples
1(21)
1.1 On the definition of inverse and ill-posed problems
1(8)
1.2 Examples of inverse and ill-posed problems
9(13)
2 III-posed problems
22(46)
2.1 Well-posed and ill-posed problems
24(1)
2.2 On stability in different spaces
25(3)
2.3 Quasi-solution. The Ivanov theorems
28(3)
2.4 The Lavrentiev method
31(3)
2.5 The Tikhonov regularization method
34(8)
2.6 Gradient methods
42(7)
2.7 An estimate of the convergence rate with respect to the objective functional
49(4)
2.8 Conditional stability estimate and strong convergence of gradient methods applied to ill-posed problems
53(9)
2.9 The pseudoinverse and the singular value decomposition of an operator
62(6)
3 III-posed problems of linear algebra
68(30)
3.1 Generalization of the concept of a solution. Pseudo-solutions
70(2)
3.2 Regularization method
72(5)
3.3 Criteria for choosing the regularization parameter
77(1)
3.4 Iterative regularization algorithms
77(2)
3.5 Singular value decomposition
79(8)
3.6 The singular value decomposition algorithm and the Godunov method
87(4)
3.7 The square root method
91(1)
3.8 Exercises
92(6)
4 Integral equations
98(31)
4.1 Fredholm integral equations of the first kind
98(6)
4.2 Regularization of linear Volterra integral equations of the first kind
104(7)
4.3 Volterra operator equations with boundedly Lipschitz-continuous kernel
111(5)
4.4 Local well-posedness and uniqueness on the whole
116(2)
4.5 Well-posedness in a neighborhood of the exact solution
118(4)
4.6 Regularization of nonlinear operator equations of the first kind
122(7)
5 Integral geometry
129(25)
5.1 The Radon problem
130(8)
5.2 Reconstructing a function from its spherical means
138(1)
5.3 Determining a function of a single variable from the values of its integrals. The problem of moments
139(5)
5.4 Inverse kinematic problem of seismology
144(10)
6 Inverse spectral and scattering problems
154(33)
6.1 Direct Sturm-Liouville problem on a finite interval
156(7)
6.2 Inverse Sturm-Liouville problems on a finite interval
163(3)
6.3 The Gelfand-Levitan method on a finite interval
166(6)
6.4 Inverse scattering problems
172(8)
6.5 Inverse scattering problems in the time domain
180(7)
7 Linear problems for hyperbolic equations
187(22)
7.1 Reconstruction of a function from its spherical means
187(3)
7.2 The Cauchy problem for a hyperbolic equation with data on a time-like surface
190(2)
7.3 The inverse thermoacoustic problem
192(1)
7.4 Linearized multidimensional inverse problem for the wave equation
193(16)
8 Linear problems for parabolic equations
209(24)
8.1 On the formulation of inverse problems for parabolic equations and their relationship with the corresponding inverse problems for hyperbolic equations
209(5)
8.2 Inverse problem of heat conduction with reverse time (retrospective inverse problem)
214(13)
8.3 Inverse boundary-value problems and extension problems
227(1)
8.4 Interior problems and problems of determining sources
228(5)
9 Linear problems for elliptic equations
233(16)
9.1 The uniqueness theorem and a conditional stability estimate on a plane
234(4)
9.2 Formulation of the initial boundary value problem for the Laplace equation in the form of an inverse problem. Reduction to an operator equation
238(1)
9.3 Analysis of the direct initial boundary value problem for the Laplace equation
239(5)
9.4 The extension problem for an equation with self-adjoint elliptic operator
244(5)
10 Inverse coefficient problems for hyperbolic equations
249(70)
10.1 Inverse problems for the equation utt = uxx - q(x)u + F(x,t)
249(23)
10.2 Inverse problems of acoustics
272(14)
10.3 Inverse problems of electrodynamics
286(8)
10.4 Local solvability of multidimensional inverse problems
294(8)
10.5 Method of the Neumann to Dirichlet maps in the half-space
302(4)
10.6 An approach to inverse problems of acoustics using geodesic lines
306(9)
10.7 Two-dimensional analog of the Gelfand-Levitan-Krein equation
315(4)
11 Inverse coefficient problems for parabolic and elliptic equations
319(12)
11.1 Formulation of inverse coefficient problems for parabolic equations. Association with those for hyperbolic equations
319(2)
11.2 Reducing to spectral inverse problems
321(2)
11.3 Uniqueness theorems
323(4)
11.4 An overdetermined inverse coefficient problem for the elliptic equation. Uniqueness theorem
327(1)
11.5 An inverse problem in a semi-infinite cylinder
328(3)
Appendix A
331(80)
A.1 Spaces
331(19)
A.2 Operators
350(21)
A.3 Dual space and adjoint operator
371(11)
A.4 Elements of differential calculus in Banach spaces
382(3)
A.5 Functional spaces
385(15)
A.6 Equations of mathematical physics
400(11)
Appendix B
411(20)
B.1 Supplementary exercises and control questions
411(2)
B.2 Supplementary references
413(18)
Epilogue 431(2)
Bibliography 433(24)
Index 457
Sergey I. Kabanikhin, Sobolev Institute of Mathematics, Novosibirsk, Russia.