Numerical Methods for Solving Inverse Problems of Mathematical Physics
, by Samarskii, Alexander A.- ISBN: 9783110196665 | 3110196662
- Cover: Hardcover
- Copyright: 12/14/2007
Preface | p. v |
Main definitions and notations | p. vii |
Inverse mathematical physics problems | p. 1 |
Boundary value problems | p. 1 |
Stationary mathematical physics problems | p. 1 |
Nonstationary mathematical physics problems | p. 2 |
Well-posed problems for partial differential equations | p. 4 |
The notion of well-posedness | p. 4 |
Boundary value problem for the parabolic equation | p. 4 |
Boundary value problem for the elliptic equation | p. 8 |
Ill-posed problems | p. 9 |
Example of an ill-posed problem | p. 10 |
The notion of conditionally well-posed problems | p. 11 |
Condition for well-posedness of the inverted-time problem | p. 11 |
Classification of inverse mathematical physics problems | p. 13 |
Direct and inverse problems | p. 13 |
Coefficient inverse problems | p. 14 |
Boundary value inverse problems | p. 15 |
Evolutionary inverse problems | p. 16 |
Exercises | p. 16 |
Boundary value problems for ordinary differential equations | p. 19 |
Finite-difference problem | p. 19 |
Model differential problem | p. 19 |
Difference scheme | p. 20 |
Finite element method schemes | p. 23 |
Balance method | p. 25 |
Convergence of difference schemes | p. 26 |
Difference identities | p. 27 |
Properties of the operator A | p. 28 |
Accuracy of difference schemes | p. 30 |
Solution of the difference problem | p. 31 |
The sweep method | p. 32 |
Correctness of the sweep algorithm | p. 33 |
The Gauss method | p. 34 |
Program realization and computational examples | p. 35 |
Problem statement | p. 35 |
Difference schemes | p. 37 |
Program | p. 39 |
Computational experiments | p. 43 |
Exercises | p. 45 |
Boundary value problems for elliptic equations | p. 49 |
The difference elliptic problem | p. 49 |
Boundary value problems | p. 49 |
Difference problem | p. 50 |
Problems in irregular domains | p. 52 |
Approximate-solution inaccuracy | p. 54 |
Elliptic difference operators | p. 54 |
Convergence of difference solution | p. 56 |
Maximum principle | p. 57 |
Iteration solution methods for difference problems | p. 59 |
Direct solution methods for difference problems | p. 59 |
Iteration methods | p. 60 |
Examples of simplest iteration methods | p. 62 |
Variation-type iteration methods | p. 64 |
Iteration methods with diagonal reconditioner | p. 66 |
Alternate-triangular iteration methods | p. 67 |
Program realization and numerical examples | p. 70 |
Statement of the problem and the difference scheme | p. 70 |
A subroutine for solving difference equations | p. 71 |
Program | p. 79 |
Computational experiments | p. 83 |
Exercises | p. 85 |
Boundary value problems for parabolic equations | p. 90 |
Difference schemes | p. 90 |
Boundary value problems | p. 90 |
Approximation over space | p. 92 |
Approximation over time | p. 93 |
Stability of two-layer difference schemes | p. 95 |
Basic notions | p. 95 |
Stability with respect to initial data | p. 97 |
Stability with respect to right-hand side | p. 100 |
Three-layer operator-difference schemes | p. 102 |
Stability with respect to initial data | p. 102 |
Passage to an equivalent two-layer scheme | p. 104 |
[phi]-stability of three-layer schemes | p. 106 |
Estimates in simpler norms | p. 108 |
Stability with respect to right-hand side | p. 110 |
Consideration of difference schemes for a model problem | p. 110 |
Stability condition for a two-layer scheme | p. 111 |
Convergence of difference schemes | p. 112 |
Stability of weighted three-layer schemes | p. 113 |
Program realization and computation examples | p. 114 |
Problem statement | p. 114 |
Linearized difference schemes | p. 115 |
Program | p. 118 |
Computational experiments | p. 121 |
Exercises | p. 124 |
Solution methods for ill-posed problems | p. 127 |
Tikhonov regularization method | p. 127 |
Problem statement | p. 127 |
Variational method | p. 128 |
Convergence of the regularization method | p. 129 |
The rate of convergence in the regularization method | p. 131 |
Euler equation for the smoothing functional | p. 131 |
Classes of a priori constraints imposed on the solution | p. 132 |
Estimates of the rate of convergence | p. 133 |
Choice of regularization parameter | p. 134 |
The choice in the class of a priori constraints on the solution | p. 135 |
Discrepancy method | p. 136 |
Other methods for choosing the regularization parameter | p. 137 |
Iterative solution methods for ill-posed problems | p. 138 |
Specific features in the application of iteration methods | p. 138 |
Iterative solution of ill-posed problems | p. 139 |
Estimate of the convergence rate | p. 141 |
Generalizations | p. 143 |
Program implementation and computational experiments | p. 144 |
Continuation of a potential | p. 144 |
Integral equation | p. 146 |
Computational realization | p. 147 |
Program | p. 148 |
Computational experiments | p. 152 |
Exercises | p. 154 |
Right-hand side identification | p. 157 |
Right-hand side reconstruction from known solution: stationary problems | p. 157 |
Problem statement | p. 157 |
Difference algorithms | p. 158 |
Tikhonov regularization | p. 161 |
Other algorithms | p. 163 |
Computational and program realization | p. 164 |
Examples | p. 172 |
Right-hand side identification in the case of parabolic equation | p. 175 |
Model problem | p. 175 |
Global regularization | p. 176 |
Local regularization | p. 178 |
Iterative solution of the identification problem | p. 180 |
Computational experiments | p. 189 |
Reconstruction of the time-dependent right-hand side | p. 191 |
Inverse problem | p. 192 |
Boundary value problem for the loaded equation | p. 192 |
Difference scheme | p. 194 |
Non-local difference problem and program realization | p. 194 |
Computational experiments | p. 199 |
Identification of time-independent right-hand side: parabolic equations | p. 201 |
Statement of the problem | p. 201 |
Estimate of stability | p. 202 |
Difference problem | p. 204 |
Solution of the difference problem | p. 207 |
Computational experiments | p. 215 |
Right-hand side reconstruction from boundary data: elliptic equations | p. 218 |
Statement of the inverse problem | p. 218 |
Uniqueness of the inverse-problem solution | p. 219 |
Difference problem | p. 220 |
Solution of the difference problem | p. 224 |
Program | p. 226 |
Computational experiments | p. 234 |
Exercises | p. 237 |
Evolutionary inverse problems | p. 240 |
Non-local perturbation of initial conditions | p. 240 |
Problem statement | p. 240 |
General methods for solving ill-posed evolutionary problems | p. 241 |
Perturbed initial conditions | p. 243 |
Convergence of approximate solution to the exact solution | p. 246 |
Equivalence between the non-local problem and the optimal control problem | p. 250 |
Non-local difference problems | p. 252 |
Program realization | p. 256 |
Computational experiments | p. 260 |
Regularized difference schemes | p. 263 |
Regularization principle for difference schemes | p. 263 |
Inverted-time problem | p. 267 |
Generalized inverse method | p. 269 |
Regularized additive schemes | p. 277 |
Program | p. 281 |
Computational experiments | p. 288 |
Iterative solution of retrospective problems | p. 291 |
Statement of the problem | p. 291 |
Difference problem | p. 292 |
Iterative refinement of the initial condition | p. 292 |
Program | p. 295 |
Computational experiments | p. 302 |
Second-order evolution equation | p. 305 |
Model problem | p. 305 |
Equivalent first-order equation | p. 307 |
Perturbed initial conditions | p. 308 |
Perturbed equation | p. 311 |
Regularized difference schemes | p. 314 |
Program | p. 319 |
Computational experiments | p. 324 |
Continuation of non-stationary fields from point observation data | p. 326 |
Statement of the problem | p. 326 |
Variational problem | p. 327 |
Difference problem | p. 329 |
Numerical solution of the difference problem | p. 331 |
Program | p. 333 |
Computational experiments | p. 340 |
Exercises | p. 343 |
Other problems | p. 345 |
Continuation over spatial variable in boundary value inverse problems | p. 345 |
Statement of the problem | p. 346 |
Generalized inverse method | p. 347 |
Difference schemes for the generalized inverse method | p. 350 |
Program | p. 354 |
Examples | p. 359 |
Non-local distribution of boundary conditions | p. 362 |
Model problem | p. 362 |
Non-local boundary value problem | p. 362 |
Local regularization | p. 363 |
Difference non-local problem | p. 365 |
Program | p. 367 |
Computational experiments | p. 372 |
Identification of the boundary condition in two-dimensional problems | p. 374 |
Statement of the problem | p. 374 |
Iteration method | p. 376 |
Difference problem | p. 378 |
Iterative refinement of the boundary condition | p. 380 |
Program realization | p. 383 |
Computational experiments | p. 390 |
Coefficient inverse problem for the nonlinear parabolic equation | p. 394 |
Statement of the problem | p. 395 |
Functional optimization | p. 396 |
Parametric optimization | p. 399 |
Difference problem | p. 402 |
Program | p. 405 |
Computational experiments | p. 411 |
Coefficient inverse problem for elliptic equation | p. 414 |
Statement of the problem | p. 414 |
Solution uniqueness for the inverse problem | p. 415 |
Difference inverse problem | p. 417 |
Iterative solution of the inverse problem | p. 419 |
Program | p. 421 |
Computational experiments | p. 427 |
Exercises | p. 430 |
Bibliography | p. 435 |
Index | p. 437 |
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