Global Uniqueness and Stability for a Class of Multidimensional Inverse Hyperbolic Problems with Two Unknowns

In this paper we obtain the global uniqueness and stability estimate for a class of multidimensional inverse hyperbolic problems of determining a source term and an initial value from a single measurement of boundary values or interior values. By means of a suitable transformation, we reduce the problem to the observability inequalities for nonconservative hyperbolic equations with memory. Then, using a compactness/uniqueness argument, we can prove the uniqueness and the stability by a new kind of unique continuation property of a nonlocal hyperbolic equation.     

An Example of the Absence of a Global Solution to Some Inverse Problem for a Hyperbolic Equation

We give an example of an inverse problem for a hyperbolic equation which has a unique local solution but no global solutions.     

Iterative method for solving an inverse coefficient problem for a hyperbolic equation

For a hyperbolic equation, we consider an inverse coefficient problem in which the unknown coefficient occurs in both the equation and the initial condition. The solution values on a given curve serve as additional information for determining the unknown coefficient. We suggest an iterative method for solving the inverse problem based on reduction to a nonlinear operator equation for the unknown coefficient and prove the uniform convergence of the iterations to a function that is a solution of the inverse problem.     

A Riemannian variant of the Fletcher–Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata

In this paper, we focus on the stochastic inverse eigenvalue problem with partial eigendata of constructing a stochastic matrix from the prescribed partial eigendata. A Riemannian variant of the Fletcher–Reeves conjugate gradient method is proposed for solving a general unconstrained minimization problem on a Riemannian manifold, and the corresponding global convergence is established under some assumptions. Then, we reformulate the inverse problem as a nonlinear least squares problem over a matrix oblique manifold, and the application of the proposed geometric method to the nonlinear least squares problem is investigated. The proposed geometric method is also applied to the case of prescribed entries and the case of column stochastic matrix. Finally, some numerical tests are reported to illustrate that the proposed geometric method is effective for solving the inverse problem.     

A global in time existence and uniqueness result for an integrodifferential hyperbolic inverse problem with memory effect

We consider an inverse problem for a one-dimensional integrodifferential hyperbolic system, which comes from a simplified model of thermoelasticity. This inverse problem aims to identify the displacement u, the temperature η and the memory kernel k simultaneously from the weighted measurement data of temperature. By using the fixed point theorem in suitable Sobolev spaces, the global in time existence and uniqueness results of this inverse problem are obtained. Moreover, we prove that the solution to this inverse problem depends continuously on the noisy data in suitable Sobolev spaces. For this nonlinear inverse problem, our theoretical results guarantee the solvability for the proposed physical model and the well-posedness for small measurement time τ, which is quite different from general inverse problems.     

On global solvability of initial value problem for hyperbolic Monge–Ampère equations and systems

The communication concerns a theory of global solvability of initial value problem for nonlinear hyperbolic equations with two independent variables that is an immediate analog of a theory of global solvability of ordinary differential equations.     

Inverse Problem for A System of Integro-Differential Equations for SH Waves in A Visco-Elastic Porous Medium: Global Solvability

We consider a system of hyperbolic integro-differential equations for SH waves in a visco-elastic porous medium. The inverse problem is to recover a kernel (memory) in the integral term of this system. We reduce this problem to solving a system of integral equations for the unknown functions. We apply the principle of contraction mappings to this system in the space of continuous functions with a weight norm. We prove the global unique solvability of the inverse problem and obtain a stability estimate of a solution of the inverse problem.     

Stochastic functional differential equations modelling materials with selective recall

We study a problem in stochastic functional differential equations which, in addition to a standard one-one-parameter noise term involves a random perturbation of the memory. This problem can also be regarded as a first order hyperbolic system of stochastic partial differential equations with given initial data and nonlocal boundary data. Existence and uniqueness of a solution is established and the generator of the associated Markov process is analyzed. Thereafter, for two model problems arising from first- and second-order integro-differential equations suggested by physical applications we establish asymptotic stability in probability of the associated stochastic processes.     

Carleman estimates for second-order hyperbolic systems in anisotropic cases and applications. Part II: an inverse source problem

In this paper, we consider Carleman-type estimate and consider an inverse problem for second order hyperbolic systems in an anisotropic case. In the previous Part I paper, we established a Carleman-type estimate for hyperbolic systems in which the coefficient matrices satisfy suitable conditions. We apply a Carleman estimate in the previous Part I paper to an inverse source problem for second-order hyperbolic systems in an anisotropic case and prove an estimate of the Hölder type.     

Approximate global convergence and quasireversibility for a coefficient inverse problem with backscattering data

A numerical method possessing the approximate global convergence property is developed for a 3-D coefficient inverse problem for hyperbolic partial differential equations with backscattering data resulting from a single measurement. An important part of this technique is the quasireversibility method. An approximate global convergence theorem is proved. Results of two numerical experiments are presented. Bibliography: 46 titles. Illustrations: 2 figures.     

Stochastic utilities with subsistence and satiation: Optimal life insurance purchase,consumption and investment

We introduce stochastic utilities such that utility of any fixed amount of interest is a stochastic process or random variable. Also, there exist stochastic (or random) subsistence and satiation levels associated with stochastic utilities. Then, we consider optimal consumption, life insurance purchase and investment strategies to maximize the expected utility of consumption, bequest and pension with respect to stochastic utilities. We use the martingale approach to solve the optimization problem in two steps. First, we solve the optimization problem with an equality constraint which requires that the present value of consumption, bequest and pension is equal to the present value of initial wealth and income stream. Second, if the optimization problem is feasible, we obtain the explicit representations of the replicating life insurance purchase and portfolio strategies. As an application of our general results, we consider a family of stochastic utilities which have hyperbolic absolute risk aversion (HARA).     

Nonlinear waves in friedman-robertson-walker space-times

In this paper we consider the initial value problem for the nonlinear wave equation □u = F(u, u′) in Friedman-Robertson-Walker space-time, □ being the D'Alambertian in local coordinates of space-time. We obtain decay estimates and show that the equation has global solutions for small initial data. We do it by reducing the problem to an initial value problem for the wave equation over hyperbolic space. As byproduct we derive decay and global existence for solutions of the wave equation over the hyperbolic space with small initial data. The same technique with some auxiliary lemmas similar to the ones proved in [6], [7] can be used to generalize the result to the case when F depends also on second derivatives of u in a certain way.     

Global convergence for a 1-D inverse problem with application to imaging of land mines

A new globally convergent numerical method is developed for a 1-D coefficient inverse problem for a hyperbolic partial differential equation (PDE). The back reflected data are used. A version of the quasi-reversibility method is proposed. A global convergence theorem is proven via a Carleman estimate. The results of numerical experiments are presented.     

Inverse coefficient problem for a quasilinear hyperbolic equation with final overdetermination

The inverse problem of recovering a solution-dependent coefficient multiplying the lowest derivative in a hyperbolic equation is investigated. As overdetermination is required in the inverse problem, an additional condition is imposed on the solution to the equation with a fixed value of the timelike variable. Global uniqueness and local existence theorems are proved for the solution to the inverse problem. An iterative method is proposed for solving the inverse problem.     

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.     

Initial boundary and inverse problems for the inhomogeneous equation of a mixed parabolic-hyperbolic equation

A problem with inhomogeneous boundary and initial conditions is studied for an inhomogeneous equation of mixed parabolic-hyperbolic type in a rectangular domain. The solution is constructed as the sum of an orthogonal series. A criterion for the uniqueness of the solution is established. It is shown that the uniqueness of the solution and the convergence of the series depend on the ratio of the sides of the rectangle from the hyperbolic part of the mixed domain. On the basis of this problem, inverse problems for finding the factors of the time-dependent right-hand sides of the original equation of mixed type are stated and studied for the first time. The corresponding uniqueness theorems and the existence of solutions are proved using the theory of integral equations for inverse problems.     

GLOBAL CLASSICAL SOLUTIONS WITH SMALL INITIAL TOTAL VARIATION FOR QUASILINEAR HYPERBOLIC SYSTEMS

By means of the continuous Glimm functional,a proof is given on the global existence ofclassical solutions to Cauchy problem for general first order quasilinear hyperbolic systems withsmall initial total rariation.     

初值的导数具有紧支集的对角形双曲组Cauchy问题经典解的整体存在唯一性

本文研究了初值导数具有紧支集的对角形严格双曲组Cauchy问题在t>0上的经典解的整体存在唯一性,以及在最大特征的决定区域内的较一般的非严格双曲组的初值是在x≥0半轴上给定的,并且初值具有紧支集的Cauchy问题的经典解的整体存在唯一性.文中主要使用了特征线方法和解的一致先验估计方法.     

On convexity of the functional for inverse problems of hyperbolic equations

In this paper, a strategy to design a functional for inverse problems of hyperbolic equations is proposed. For an inverse source problem, it is shown that the designed functional is globally strictly convex. For an inverse coefficient problem, we can only prove that it is strictly convex near true solution. This strategy can be generalized to other inverse problems, as long as Lipschitz stability is given.     

Numerical Leak Detection in a Pipeline Network of Complex Structure with Unsteady Flow

An inverse problem for a pipeline network of complex loopback structure is solved numerically. The problem is to determine the locations and amounts of leaks from unsteady flow characteristics measured at some pipeline points. The features of the problem include impulse functions involved in a system of hyperbolic differential equations, the absence of classical initial conditions, and boundary conditions specified as nonseparated relations between the states at the endpoints of adjacent pipeline segments. The problem is reduced to a parametric optimal control problem without initial conditions, but with nonseparated boundary conditions. The latter problem is solved by applying first-order optimization methods. Results of numerical experiments are presented.