Ill Posed Problems Theory And Applications

Recent years have been characterized by the increasing amountofpublications in the field ofso-called ill-posed problems. This is easilyunderstandable because we observe the rapid progress of a relatively young branch ofmathematics, ofwhich the first results date back to about 30 years ago. By now, impressive results have been achieved both in the theory ofsolving ill-posed problems and in the applicationsofalgorithms using modem computers. To mention just one field, one can name the computer tomography which could not possibly have been developed without modem tools for solving ill-posed problems. When writing this book, the authors tried to define the place and role of ill posed problems in modem mathematics. In a few words, we define the theory of ill-posed problems as the theory of approximating functions with approximately given arguments in functional spaces. The difference between well-posed and ill posed problems is concerned with the fact that the latter are associated with discontinuous functions. This approach is followed by the authors throughout the whole book. We hope that the theoretical results will be of interest to researchers working in approximation theory and functional analysis. As for particular algorithms for solving ill-posed problems, the authors paid general attention to the principles ofconstructing such algorithms as the methods for approximating discontinuous functions with approximately specified arguments. In this way it proved possible to define the limits of applicability of regularization techniques.

Recent years have been characterized by the increasing amountofpublications in the field ofso-called ill-posed problems. This is easilyunderstandable because we observe the rapid progress of a relatively young branch ofmathematics, ofwhich the first results date back to about 30 years ago. By now, impressive results have been achieved both in the theory ofsolving ill-posed problems and in the applicationsofalgorithms using modem computers. To mention just one field, one can name the computer tomography which could not possibly have been developed without modem tools for solving ill-posed problems. When writing this book, the authors tried to define the place and role of ill posed problems in modem mathematics. In a few words, we define the theory of ill-posed problems as the theory of approximating functions with approximately given arguments in functional spaces. The difference between well-posed and ill posed problems is concerned with the fact that the latter are associated with discontinuous functions. This approach is followed by the authors throughout the whole book. We hope that the theoretical results will be of interest to researchers working in approximation theory and functional analysis. As for particular algorithms for solving ill-posed problems, the authors paid general attention to the principles ofconstructing such algorithms as the methods for approximating discontinuous functions with approximately specified arguments. In this way it proved possible to define the limits of applicability of regularization techniques.

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.

This monograph is a revised and extended version of the Russian edition from 1978. It includes the general theory of linear ill-posed problems concerning e. g. the structure of sets of uniform regularization, the theory of error estimation, and the optimality method. As a distinguishing feature the book considers ill-posed problems not only in Hilbert but also in Banach spaces. It is natural that since the appearance of the first edition considerable progress has been made in the theory of inverse and ill-posed problems as wall as in ist applications. To reflect these accomplishments the authors included additional material e. g. comments to each chapter and a list of monographs with annotations.

This monograph is a valuable contribution to the highly topical and extremly productive field of regularisation methods for inverse and ill-posed problems. The author is an internationally outstanding and accepted mathematician in this field. In his book he offers a well-balanced mixture of basic and innovative aspects. He demonstrates new, differentiated viewpoints, and important examples for applications. The book demontrates the current developments in the field of regularization theory, such as multiparameter regularization and regularization in learning theory. The book is written for graduate and PhD students and researchers in mathematics, natural sciences, engeneering, and medicine.

This book deals with one of the key problems in applied mathematics, namely the investigation into and providing for solution stability in solving equations with due allowance for inaccuracies in set initial data, parameters and coefficients of a mathematical model for an object under study, instrumental function, initial conditions, etc., and also with allowance for miscalculations, including roundoff errors. Until recently, all problems in mathematics, physics and engineering were divided into two classes: well-posed problems and ill-posed problems. The authors introduce a third class of problems: intermediate ones, which are problems that change their property of being well- or ill-posed on equivalent transformations of governing equations, and also problems that display the property of being either well- or ill-posed depending on the type of the functional space used. The book is divided into two parts: Part one deals with general properties of all three classes of mathematical, physical and engineering problems with approaches to solve them; Part two deals with several stable models for solving inverse ill-posed problems, illustrated with numerical examples.

The overall goal of the book is to provide access to the regularized solution of inverse problems relevant in geophysics without requiring more mathematical knowledge than is taught in undergraduate math courses for scientists and engineers. From abstract analysis only the concept of functions as vectors is needed. Function spaces are introduced informally in the course of the text, when needed. Additionally, a more detailed, but still condensed introduction is given in Appendix B. A second goal is to elaborate the single steps to be taken when solving an inverse problem: discretization, regularization and practical solution of the regularized optimization problem. These steps are shown in detail for model problems from the fields of inverse gravimetry and seismic tomography. The intended audience is mathematicians, physicists and engineers having a good working knowledge of linear algebra and analysis at the upper undergraduate level.

Many problems in science, technology and engineering are posed in the form of operator equations of the first kind, with the operator and RHS approximately known. But such problems often turn out to be ill-posed, having no solution, or a non-unique solution, and/or an unstable solution. Non-existence and non-uniqueness can usually be overcome by settling for `generalised' solutions, leading to the need to develop regularising algorithms. The theory of ill-posed problems has advanced greatly since A. N. Tikhonov laid its foundations, the Russian original of this book (1990) rapidly becoming a classical monograph on the topic. The present edition has been completely updated to consider linear ill-posed problems with or without a priori constraints (non-negativity, monotonicity, convexity, etc.). Besides the theoretical material, the book also contains a FORTRAN program library. Audience: Postgraduate students of physics, mathematics, chemistry, economics, engineering. Engineers and scientists interested in data processing and the theory of ill-posed problems.