Application of the finite integral transform method to solving a mixed problem with integro-differential conditions for a nonclassical equation

We consider a mixed problem with integro-differential boundary conditions for a nonclassical equation. Under certain conditions, we apply a finite integral transform to this problem and obtain a parametric problem. We introduce the notion of proper boundary conditions of the parametric problem, which is wider than the notion of regularity. By applying the inverse integral transform to the solution of the parametric problem, we obtain an analytic representation of the solution of the original mixed problem.     

Exactly solvable models and dynamic quantum systems

Complicated dynamic systems with several degrees of freedom are investigated with the inverse scattering method using an adiabatic approach based on a consistent statement of two adiabatic problems. An algebraic technique based on the parametric inverse problem in an adiabatic representation is developed for reconstructing two-dimensional (time-dependent and time-independent) potentials and the corresponding solutions. The calculated elements of the exchange interaction matrix determine the system of corresponding gauge equations. The main characteristics of the exchange interaction essentially depend on the statement of the parametric inverse problem. Namely, if the parametric problem is specified on the entire axis, then the constraint matrix elements are regular at degeneration points of two levels. The opposite occurs in the case of the radial parametric problem or the parametric problem specified on the semiaxis. The influence of the parametric spectral characteristics of the fast subsystem on the behavior of the slow subsystem is studied. In particular, it is shown that state transitions of a two-level system vanish for a special choice of the normalization functions. Translated from Teoreticheskaya i Matematicheskaya Fizika. Vol. 115, No. 1, pp. 106–131. April, 1998.     

A Method for Solving the Inverse Problem in Soft Acoustic Scattering

The inverse problem considered is to determine the shape ofan acoustically soft obstacle in R³ from a knowledge of thetime-harmonic incident plane wave and the far-field patternof the scattered wave. To solve this inverse Dirichlet problemin acoustic scattering without requiring the solution of integralequations, a parametric representation is introduced in whichthe parameters are determined by a method of optimization. Directscattering can also be handled by this technique. Comparisonsreveal that results are obtained more easily than, and justas accurately as, in other methods.     

Quasi-one-dimensional method for the two-dimensional inverse problem of magnetotelluric sounding

The article presents a quasi-one-dimensional method for solving the inverse problem of electromagnetic sounding. The quasi-one-dimensional method is an iteration process that in each iteration solves a parametric one-dimensional inverse problem and a two-dimensional direct problem. The solution results of these problems are applied to update the input values for the parametric one-dimensional inverse problem in the next iteration. The method has been implemented for a two-dimensional inverse problem of magnetotelluric sounding in a quasi-layered medium.     

Canonical and Grand Canonical Partition Functions of Dyson Gases as Tau-Functions of Integrable Hierarchies and Their Fermionic Realization

The partition function for a canonical ensemble of 2D Coulomb charges in a background potential (the Dyson gas) is realized as a vacuum expectation value of a group-like element constructed in terms of free fermionic operators. This representation provides an explicit identification of the partition function with a tau-function of the 2D Toda lattice hierarchy. Its dispersionless (quasiclassical) limit yields the tau-function for analytic curves encoding the integrable structure of the inverse potential problem and parametric conformal maps. A similar fermionic realization of partition functions for grand canonical ensembles of 2D Coulomb charges in the presence of an ideal conductor is also suggested. Their representation as Fredholm determinants is given and their relation to integrable hierarchies, growth problems and conformal maps is discussed.     

Iterative methods for solving inverse problems for nonlinear partial differential equations

Inverse coefficient problems are considered for the mathematical models of sorption dynamics and heat conduction. Iterative methods proposed for solving these inverse problems transform a supplementary condition into an integral relationship containing the unknown coefficient. Combined with the original boundary-value problem, this integral relationship makes it possible to construct an iterative process. A priori representation of the unknown nonlinear coefficients in parametric form is not required. Results of computational experiments are reported.Translated from Matematicheskie Modeli Estestvoznaniya, Published by Moscow University, Moscow, 1995, pp. 142–149.     

Regularization of a two-dimensional strongly damped wave equation with statistical discrete data

In this paper, we consider an inverse problem for a strongly damped wave equation in two dimensional with statistical discrete data. Firstly, we give a representation for the solution and then present a discretization form of the Fourier coefficients. Secondly, we show that the solution does not depend continuously on the data by stating a concrete example, which makes the solution be not stable and thus the present problem is ill-posed in the sense of Hadamard. Next, we use the trigonometric least squares method associated with the Fourier truncation method to regularize the instable solution of the problem. Finally, the convergence rate of the error between the regularized solution and the sought solution is estimated and also investigated numerically.     

Construction of invariants of the coadjoint representation of Lie groups using linear algebra methods

We offer a method for constructing invariants of the coadjoint representation of Lie groups that reduces this problem to known problems of linear algebra. This method is based on passing to symplectic coordinates on the coadjoint representation orbits, which play the role of local coordinates on those orbits. The corresponding transition functions are their parametric equations. Eliminating the symplectic coordinates from the transition functions, we can obtain the complete set of invariants. The proposed method allows solving the problem of constructing invariants of the coadjoint representation for Lie groups with an arbitrary dimension and structure.     

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.     

Numerical solution of the linear inverse problem for the Euler-Darboux equation

An inverse problem of the reconstruction of the right-hand side of the Euler-Darboux equation is studied. This problem is equivalent to the Volterra integral equation of the third kind with the operator of multiplication by a smooth nonincreasing function. Numerical solution of this problem is constructed using an integral representation of the solution of the inverse problem, the regularization method, and the method of quadratures. The convergence and stability of the numerical method is proved.     

A new regularized stochastic approximation framework for stochastic inverse problems

We study the nonlinear inverse problem of estimating stochastic parameters in the fourth-order partial differential equation with random data. The primary focus is on developing a novel stochastic approximation framework for inverse problems consisting of three key components. As a first step, we reformulate the inverse problem into a stochastic convex optimization problem. The second step includes developing a new regularized stochastic extragradient framework for a nonlinear variational inequality, which subsumes the optimality conditions for the optimization formulation of the inverse problem. The third step involves modeling random variables by a Karhunen–Loève type finite-dimensional noise representation, allowing the direct and the inverse problems to be conveniently discretized. We show that the regularized extragradient methods are strongly convergent in a Hilbert space setting, and we also provide several auxiliary results for the inverse problem, including Lipschitz continuity and a derivative characterization of the solution map. We provide the outcome of computational experiments to estimate stochastic and deterministic parameters. The numerical results demonstrate the feasibility and effectiveness of the developed framework and validate stochastic approximation as an effective method for stochastic inverse problems.     

An inverse problem for the quasistatic thermoelastic system on the unit Disk

An inverse problem for a quasistatic, linearized, thermoelastic system on the unit disk is formulated as a minimization problem, by use of function theoretic methods and a potential representation.     

Uniqueness of finding the coefficient of the derivative in a first order nonlinear equation

The problem of using an additional boundary condition to find a coefficient that depends on the spatial variable is considered. The existence and uniqueness of the solution to the direct problem is studied. The solution to the direct problem is proved to be stable with respect to the sought coefficient. Uniqueness conditions for the solution to the coefficient inverse problem are described.     

Inverse problem for Sturm-Liouville and hill equations

Summary We discuss the inverse Sturm-Liouville problem on a finite interval by the method of transformation kernel. The -function, the Fredholm determinant of the transformation kernel, is explicitly written down in terms of the spectral data, from which a very explicit representation formula for the potential is deduced, and well-posedness of the inverse problem is established. The above method is also applicated to the inverse problem for Hill equations, in particular to the isospectral problem. We obtain an analog of FIT formula and a regularity theorem.     

State-constrained optimization for identification of small inclusions

The inverse problem of identification of small geometric objects (defects, inclusions) of unknown topological properties is under the investigation. This problem is treated within the state-constrained optimization framework. Using topological sensitivity analysis and methods of singular perturbations, a proper approximation by the asymptotic model is justified rigorously. The underlying parametric optimization problem is solved semi-analytically by a variational calculus. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A projection method of estimation for a subfamily of exponential families

Summary This paper is concerned with estimation for a subfamily of exponential-type, which is a parametric model with sufficient statistics. The family is associated with a surface in the domain of a sufficient statistic. A new estimator, termed a projection estimator, is introduced. The key idea of its derivation is to look for a one-to-one transformation of the sufficient statistic so that the subfamily can be associated with a flat subset in the transformed domain. The estimator is defined by the orthogonal projection of the transformed statistic onto the flat surface. Here the orthogonality is introduced by the inverse of the estimated variance matrix of the statistic on the analogy of Mahalanobis's notion (1936,Proc. Nat. Inst. Sci. Ind.,2, 49–55). Thus the projection estimator has an explicit representation with no iterations. On the other hand, the MLE and classical estimators have to be sought as numerical solutions by some algorithm with a choice of an initial value and a stopping rule. It is shown that the projection estimator is first-order efficient. The second-order property is also discussed. Some examples are presented to show the utility of the estimator.     

驻定Harry—Dym方程解的参数表示

本文推导出相联于ＨＤ（Ｈａｒｒｙ－Ｄｙｍ）族的Ｌｅｎａｒｄ递归方程的多项式解，并证明了任一驻定ＨＤ方程的解都可由非线性比的ＨＤ特征值问题的解表示。     

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．     

Linear estimates of accuracy for approximate solutions of inverse problems

In this paper, we explore the question of which non-linear inverse problems, which are solved by a selected regularization method, may have so-called linear a priori accuracy estimates – that is, the accuracy of corresponding approximate solutions linearly depends on the error level of the data. In particular, we prove that if such a linear estimate exists, then the inverse problem under consideration is well posed, according to Tikhonov. For linear inverse problems, we find that the existence of linear estimates lead to, under some assumptions, the well-posedness (according to Tikhonov) on the whole space of solutions. Moreover, we consider a method for solving inverse problems with guaranteed linear estimates, called the residual method on the correctness set (RMCS). The linear a priori estimates of absolute and relative accuracy for the RMCS are presented, as well as analogous a posteriori estimates. A numerical illustration of obtaining linear a priori estimates for appropriate parametric sets of solutions using RMCS is given in comparison with Tikhonov regularization. The a posteriori estimates are calculated on these parametric sets as well.     

一类带积分边界条件的迁移方程的逆问题

迁移理论中出现的一类积-微分方程逆问题的讨论起源于70年代,至今已取得了较大的进展.在零边界条件下,对于具非均匀介质板几何迁移模型中的逆问题,L(?)utho-ser 和龚东赓分别从物理和数学的角度作了较为系统的研究.然而,实际问题中除零边界外,还大量存在着种种非零边界的情形.因此,对非零边界条件下的这类方程逆问题