热传导(对流-扩散)方程源项识别的粒子群优化算法

提出了利用粒子群优化(PSO)算法反演热传导方程与对流-扩散方程源项的一种新方法,在已有文献方法的基础上,求解出这两类方程正问题的解析解,再把源项识别问题转化为最优化问题,结合粒子群优化算法寻优求解.通过数值模拟与统计检验,结果表明,此方法可快速有效地实现热传导方程与对流-扩散方程源项的识别,并可推广应用到其它数学物理方程的源项或参数的反演识别.     

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.     

Inverse problem for a quasilinear hyperbolic equation with a nonlocal boundary condition containing a delay argument

We consider a problem for a quasilinear hyperbolic equation with a nonlocal condition that contains a retarded argument. By reducing this problem to a nonlinear integrofunctional equation, we prove the existence and uniqueness theorem for its solution. We pose an inverse problem of finding a solution-dependent coefficient of the equation on the basis of additional information on the solution; the information is given at a fixed point in space and is a function of time. We prove the uniqueness theorem for the solution of the inverse problem. The proof is based on the derivation and analysis of an integro-functional equation for the difference of two solutions of the inverse problem.     

On determining the source function in heat and mass transfer problems under integral overdetermination conditions

We examine an inverse problem of determining the right-hand side (the source function) in a parabolic equation from integral overdetermination data. By a solution to a parabolic equation we mean a weak solution, and the right-hand side in this equation can be a distribution of a certain class. Under some conditions on the data of the problem, we demonstrate that this inverse problem is well posed and, in particular, some stability estimates hold.     

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.     

一类偏积分-微分方程中的反问题

对一类偏积分-微分方程中参数校准的反问题进行研究.在弱解的框架下,原问题可转化为含具体正则化项的最优化问题.文中证明了该最优化问题的解的存在性和稳定性,并考察了最优解存在的一阶必要条件.另外,证明了当正则化参数足够大时,该最优化问题关于参数a的凸性性质.基于偏积分-微分方程反问题的研究对于金融市场中的模型校准问题具有重要的意义.     

Dirichlet problem for a third-order equation of mixed type in a rectangular domain

For a third-order differential equation of parabolic-hyperbolic type, we suggest a method for studying the first boundary value problem by solving an inverse problem for a second-order equation of mixed type with unknown right-hand side. We obtain a uniqueness criterion for the solution of the inverse problem. The solution of the inverse problem and the Dirichlet problem for the original equation is constructed in the form of the sum of a Fourier series.     

波动方程系数反问题的求解方法

讨论了一维波动方程系数反演的一种求解方法,将解进行一阶渐进展开,得到相应的反问题,将其转化为第二类Volttera型积分方程组,证明了反问题解的存在唯一性.     

Solving an Inverse Problem for an Elliptic Equation by d.c. Programming

An inverse problem of determination of a coefficient in an elliptic equation is considered. This problem is ill-posed in the sense of Hadamard and Tikhonov's regularization method is used for solving it in a stable way. This method requires globally solving nonconvex optimization problems, the solution methods for which have been very little studied in the inverse problems community. It is proved that the objective function of the corresponding optimization problem for our inverse problem can be represented as the difference of two convex functions (d.c. functions), and the difference of convex functions algorithm (DCA) in combination with a branch-and-bound technique can be used to globally solve it. Numerical examples are presented which show the efficiency of the method.     

Inverse problem for Navier-Stokes systems with finite-dimensional overdetermination

We consider an inverse problem for an evolution equation with a quadratic nonlinearity. In this problem, one should find the right-hand side belonging at each time to a finitedimensional subspace on the basis of the given projection of the solution onto that subspace. We prove the time-nonlocal solvability of the inverse problem. Under the condition of additional regularity of the original data and a sufficiently large dimension of the observation subspace, we show that the solution of the inverse problem is unique and more smooth. By way of application, we consider the inverse problem for the three-dimensional Navier-Stokes equations describing the dynamics of a viscous incompressible fluid.     

The Complexity Analysis of the Inverse Center Location Problem

Given a feasible solution, the inverse optimization problem is to modify some parameters of the original problem as little as possible, and sometimes also with bound restrictions on these adjustments, to make the feasible solution become an optimal solution under the new parameter values. So far it is unknown that for a problem which is solvable in polynomial time, whether its inverse problem is also solvable in polynomial time. In this note we answer this question by considering the inverse center location problem and show that even though the original problem is polynomially solvable, its inverse problem is NP–hard.     

THE QUASI-BOUNDARY VALUE METHOD FOR IDENTIFYING THE INITIAL VALUE OF THE SPACE-TIME FRACTIONAL DIFFUSION EQUATION

In this article, we consider to solve the inverse initial value problem for an inhomogeneous space-time fractional diffusion equation. This problem is ill-posed and the quasi-boundary value method is proposed to deal with this inverse problem and obtain the series expression of the regularized solution for the inverse initial value problem. We prove the error estimates between the regularization solution and the exact solution by using an a priori regularization parameter and an a posteriori regularization parameter choice rule. Some numerical results in one-dimensional case and two-dimensional case show that our method is effcient and stable.     

Inverse problem for an equation of parabolic-hyperbolic type with a nonlocal boundary condition

For an equation of the parabolic-hyperbolic type, we consider an inverse problem with a nonlocal condition relating solution derivatives that belong to different types of the equation in question. We justify a uniqueness criterion and prove the existence of a solution of the problem by the spectral analysis method. We prove the stability of the solution with respect to the nonlocal boundary condition.     

A method for the numerical solution of the one-dimensional inverse Stefan problem

Summary In this paper we suggest the use of complete families of solutions of the heat equation for the numerical solution of the inverse Stefan problem. Our approach leads to linear optimization problems which can be established and solved easily. Convergence results are proved. In a final section the method is applied to some examples.     

On the coefficient inverse problem of heat conduction in a degenerating domain

ABSTRACT

In the paper, we consider a coefficient inverse problem for the heat equation in a degenerating angular domain. It has been shown that the inverse problem for the homogeneous heat equation with homogeneous boundary conditions has a nontrivial solution up to a constant factor consistent with the integral condition. Moreover, the solution of the considered inverse problem is found in explicit form. In conclusion, statements of possible generalizations and the results of numerical calculations are given.     

Inverse Scattering for the Problem with Impedance-type Boundary

This paper deals with the inverse scattering problems for the Helmholtz equation with impedance boundary condition. It aims at reconstructing the unknown impedance coefficient from the knowledge of scattered wave fields. We generalize the concept of classic solution (CS) to optimal solution (OS) by a nonlinear optimization problem. Then, based on potential theory, we establish an inversion procedure to get the approximation of OS which is defined as the regularized solution (RS) in this paper. The convergence result for RS is proven from which one can get OS and CS stably and efficiently.     

A modified quasi-boundary value method for an inverse source problem of the time-fractional diffusion equation

In this paper, we consider an inverse source problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain. That is to determine a space-dependent source term in the time-fractional diffusion equation from a noisy final data. Based on a series expression of the solution, we can transform the original inverse problem into a first kind integral equation. The uniqueness and a conditional stability for the space-dependent source term can be obtained. Further, we propose a modified quasi-boundary value regularization method to deal with the inverse source problem and obtain two kinds of convergence rates by using an a priori and an a posteriori regularization parameter choice rule, respectively. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed method.     

Global existence and stability for an inverse coefficient problem for a semilinear parabolic equation

We establish the global existence, the uniqueness and the stability for an inverse coefficient problem for a semilinear parabolic equation. This problem is motivated by an application related to laser material treatments, and our result is a continuation of the previous work by Hömberg and Yamamoto (Inverse Problems 22:1855–1867, 2006). We transform our inverse problem into a nonlinear integral equation of second kind, which is solved locally by the contraction mapping principle. Next we prove that the maximal solution of the integral equation is a global solution.     

Stability estimates of solutions to extremal problems for a nonlinear convection-diffusion-reaction equation

We consider an identification problem for a stationary nonlinear convection–diffusion–reaction equation in which the reaction coefficient depends nonlinearly on the concentration of the substance. This problem is reduced to an inverse extremal problem by an optimization method. The solvability of the boundary value problem and the extremal problem is proved. In the case that the reaction coefficient is quadratic, when the equation acquires cubic nonlinearity, we deduce an optimality system. Analyzing it, we establish some estimates of the local stability of solutions to the extremal problem under small perturbations both of the quality functional and the given velocity vector which occurs multiplicatively in the convection–diffusion–reaction equation.     

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.