Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients

In this paper, we consider an inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients. This problem is studied using an explicit formula for the relevant spectral measures and an asymptotic expansion of the solution of the diffusion equations. A numerical method that reduces the inverse problem to a sequence of nonlinear least-square problems is proposed and tested on synthetic data.     

低渗透非均质油藏油水两相渗流敏感系数理论模型

本文研究了低渗透油藏低速非达西油水两相渗流的反问题，建立了基于动态信息的油藏敏感系数计算模型，给出了井底压力和水油比关于渗透率和孔隙度的敏感系数的有效算法，为油藏数值模自动拟合和油藏精细描述算法提供了理论基础。     

Numerical methods for some inverse problems of heart electrophysiology

We consider numerical methods for solving inverse problems that arise in heart electrophysiology. The first inverse problem is the Cauchy problem for the Laplace equation. Its solution algorithm is based on the Tikhonov regularization method and the method of boundary integral equations. The second inverse problem is the problem of finding the discontinuity surface of the coefficient of conductivity of a medium on the basis of the potential and its normal derivative given on the exterior surface. For its numerical solution, we suggest a method based on the method of boundary integral equations and the assumption on a special representation of the unknown surface.     

Inverse spectral problem for differential operator pencils on noncompact spatial networks

We study boundary value problems on noncompact cycle-free graphs (i.e., trees) for second-order ordinary differential equations with a nonlinear dependence on the spectral parameter. We establish properties of the spectrum and analyze the inverse problem of reconstructing the coefficients of a differential equation on the basis of the so-called Weyl functions. For this inverse problem, we prove a uniqueness theorem and obtain a procedure for constructing the solution by the method of spectral mapping.     

Recovering differential pencils on compact graphs

We study boundary value problems on compact graphs without circles (i.e. on trees) for second-order ordinary differential equations with nonlinear dependence on the spectral parameter. We establish properties of the spectral characteristics and investigate the inverse spectral problem of recovering the coefficients of the differential equation from the so-called Weyl vector which is a generalization of the Weyl function (m-function) for the classical Sturm-Liouville operator. For this inverse problem we prove the uniqueness theorem and obtain a procedure for constructing the solution by the method of spectral mappings.     

二维椭圆型方程反问题中优化算法的比较

近年来，决定椭圆型方程系数反问题在地磁、地球物理、冶金和生物等实际问题上有着广泛的应用．本文讨论了二维的决定椭圆型方程系数反问题的数值求解方法．由误差平方和最小原则，这个反问题可化为一个变分问题，并进一步离散化为一个最优化问题，其目标函数依赖于要决定的方程系数．本文着重考察非线性共轭梯度法在此最优化问题数值计算中的表现，并与拟牛顿法作为对比．为了提高算法的效率我们适当选择加快收敛速度的预处理矩阵．同时还考察了线搜索方法的不同对优化算法的影响．数值实验的结果表明，非线性共轭梯度法在这类大规模优化问题中相对于拟牛顿法更有效．     

On convex modified output least-squares for elliptic inverse problems: stability,regularization, applications,and numerics

Abstract

Inverse problems of identifying parameters in partial differential equations constitute an important class of problems with diverse real-world applications. These identification problems are commonly explored in an optimization framework and there are many optimization formulations having their own advantages and disadvantages. Although a non-convex output least-squares (OLS) objective is commonly used, a convex-modified output least-squares (MOLS) has shown encouraging results in recent years. In this work, we focus on various aspects of the MOLS approach. We devise a rigorous (quadratic and non-quadratic) regularization framework for the identification of smooth as well as discontinuous coefficients. This framework subsumes the total variation regularization that has attracted a great deal of attention in identifying sharply varying coefficients and also in image processing. We give new existence results for the regularized optimization problems for OLS and MOLS. Restricting to the Tikhonov (quadratic) regularization, we carry out a detailed study of various stability aspects of the inverse problem under data perturbation and give new stability estimates for general inverse problems using OLS and MOLS formulations. We give a discretization scheme for the continuous inverse problem and prove the convergence of the discrete inverse problem to the continuous one. We collect discrete formulas for OLS and MOLS and compute their gradients and Hessians. We present applications of our theoretical results. To show the feasibility of the MOLS framework, we also provide computational results for the inverse problem of identifying parameters in three different classes of partial differential equations .     

Inverse problem for differential pencils on a hedgehog graph

We study boundary value problems on a hedgehog graph for second-order ordinary differential equations with a nonlinear dependence on the spectral parameter. We establish properties of spectral characteristics and consider the inverse spectral problem of reconstructing the coefficients of a differential pencil on the basis of spectral data. For this inverse problem, we prove a uniqueness theorem and obtain a procedure for constructing its solution.     

Determination of an unknown function in a parabolic equation with an overspecified condition

In this paper we consider the inverse problems of identifying some space-dependent unknown coefficients in parabolic equations subject to initial boundary value conditions along with an overspecified condition at the final time t = T. We use the overspecified information to transform the problems into non-linear parabolic equations involving a functional of the solution with respect to the time variable. This transformation allows us to establish existence theorems for these inverse problems by employing the Schauder fixed-point theorem.     

Exponential function method for solving nonlinear ordinary differential equations with constant coefficients on a semi-infinite domain

A new approach, named the exponential function method (EFM) is used to obtain solutions to nonlinear ordinary differential equations with constant coefficients in a semi-infinite domain. The form of the solutions of these problems is considered to be an expansion of exponential functions with unknown coefficients. The derivative and product operational matrices arising from substituting in the proposed functions convert the solutions of these problems into an iterative method for finding the unknown coefficients. The method is applied to two problems: viscous flow due to a stretching sheet with surface slip and suction; and mageto hydrodynamic (MHD) flow of an incompressible viscous fluid over a stretching sheet. The two resulting solutions are compared against some standard methods which demonstrates the validity and applicability of the new approach.     

Constructive methods of studying the inverse problems for evolution equations

The article is devoted to constructive methods of studying the multidimensional inverse problems for evolution equations. The formulas and relations are given for solutions and coefficients of evolution equations and some inverse problems.     

The Direct Method of Lines for Forward and Inverse Linear Elasticity Problems of Composite Materials in Star-Shaped Domains

In this paper, we generalize the direct method of lines for linear elasticity problems of composite materials in star-shaped domains and consider its application to inverse elasticity problems. We assume that the boundary of the star-shaped domain can be described by an explicit $C^1$ parametric curve in the polar coordinate. We introduce the curvilinear coordinate, in which the irregular star-shaped domain is converted to a regular semi-infinite strip. The equations of linear elasticity are discretized with respect to the angular variable and we solve the resulting semi-discrete approximation analytically using a direct method. The eigenvalues of the semi-discrete approximation converge quickly to the true eigenvalues of the elliptic operator, which helps capture the singularities naturally. Moreover, an optimal error estimate of our method is given. For the inverse elasticity problems, we determine the Lamé coefficients from measurement data by minimizing a regularized energy functional. We apply the direct method of lines as the forward solver in order to cope with the irregularity of the domain and possible singularities in the forward solutions. Several numerical examples are presented to show the effectiveness and accuracy of our method for both forward and inverse elasticity problems of composite materials.     

A fast direct algorithm for implementing a high-order finite element method on rectangles as applied to boundary value problems for the Poisson equation

Fast direct and inverse algorithms for expansion in terms of eigenvectors of one-dimensional eigenvalue problems for a high-order finite element method (FEM) are proposed based on the fast discrete Fourier transform. They generalize logarithmically optimal Fourier algorithms for solving boundary value problems for Poisson-type equations on rectangular meshes to high-order FEM. The algorithms can be extended to the multidimensional case and can be applied to nonstationary problems.     

Estimates for the solutions of systems of linear algebraic equations and their application to the investigation of the convergence of the method of finite differences

One proves theorems regarding the estimates of the solutions of systems of linear algebraic equations and inequalities. On the basis of these theorems one suggests a method for estimating the norm of the inverse matrix of a system of difference equations which approximates a boundary-value problem for an integrodifferential equation. The method allows us to eliminate the restrictions which are usually imposed on the coefficients of the integrodifferential equation in order to ensure the diagonal dominance in the system of the difference equations. One considers an application to nonlinear problems.     

Gevrey properties of the asymptotic critical wave speed in a family of scalar reaction–diffusion equations

We consider front propagation in a family of scalar reaction–diffusion equations in the asymptotic limit where the polynomial degree of the potential function tends to infinity. We investigate the Gevrey properties of the corresponding critical propagation speed, proving that the formal series expansion for that speed is Gevrey-1 with respect to the inverse of the degree. Moreover, we discuss the question of optimal truncation. Finally, we present a reliable numerical algorithm for evaluating the coefficients in the expansion with arbitrary precision and to any desired order, and we illustrate that algorithm by calculating explicitly the first ten coefficients. Our analysis builds on results obtained previously in [F. Dumortier, N. Popovi?, T.J. Kaper, The asymptotic critical wave speed in a family of scalar reaction–diffusion equations, J. Math. Anal. Appl. 326 (2) (2007) 1007–1023], and makes use of the blow-up technique in combination with geometric singular perturbation theory and complex analysis, while the numerical evaluation of the coefficients in the expansion for the critical speed is based on rigorous interval arithmetic.     

Well-posedness of initial value problems for singular parabolic equations

We study well-posedness of initial value problems for a class of singular quasilinear parabolic equations in one space dimension. Simple conditions for well-posedness in the space of bounded nonnegative solutions are given, which involve boundedness of solutions of some related linear stationary problems. By a suitable change of unknown, the above results can be applied to classical initial-boundary value problems for parabolic equations with singular coefficients, as the heat equation with inverse square potential.     

Inverse spectral problems for differential systems on a finite interval

Inverse spectral problems are studied for non-selfadjoint systems of ordinary differential equations on a finite interval. We establish properties of the spectral characteristics, and provide a procedure for constructing the solution of the inverse problem of recovering the coefficients of differential systems from the given spectral characteristics.     

The general Jacobi matrix method for solving some nonlinear ordinary differential equations

In this paper, we obtain the approximate solutions for some nonlinear ordinary differential equations by using the general Jacobi matrix method. Explicit formulae which express the Jacobi expansion coefficients for the powers of derivatives and moments of any differentiable function in terms of the original expansion coefficients of the function itself are given in the matrix form. Three test problems are discussed to illustrate the efficiency of the proposed method.     

Optimal and Approximate Solutions of Singular Integral Equations by Means of Reproducing Kernels

A reproducing kernel method is proposed to obtain the optimal and approximate solutions of Carleman singular integral equations. Therefore, we will be mostly interested in singular integral equations with a Cauchy type kernel and whose coefficients are real or complex valued functions. The new method and corresponding concepts allow the analysis of associated discrete singular integral equations and corresponding inverse source problems in appropriate frameworks.     

Solving evolutionary-type differential equations and physical problems using the operator method

We present a general operator method based on the advanced technique of the inverse derivative operator for solving a wide range of problems described by some classes of differential equations. We construct and use inverse differential operators to solve several differential equations. We obtain operator identities involving an inverse derivative operator, integral transformations, and generalized forms of orthogonal polynomials and special functions. We present examples of using the operator method to construct solutions of equations containing linear and quadratic forms of a pair of operators satisfying Heisenberg-type relations and solutions of various modifications of partial differential equations of the Fourier heat conduction type, Fokker–Planck type, Black–Scholes type, etc. We demonstrate using the operator technique to solve several physical problems related to the charge motion in quantum mechanics, heat propagation, and the dynamics of the beams in accelerators.