Approximate source conditions in Tikhonov–Phillips regularization and consequences for inverse problems with multiplication operators

The object of this paper is threefold. First, we investigate in a Hilbert space setting the utility of approximate source conditions in the method of Tikhonov–Phillips regularization for linear ill‐posed operator equations. We introduce distance functions measuring the violation of canonical source conditions and derive convergence rates for regularized solutions based on those functions. Moreover, such distance functions are verified for simple multiplication operators in L²(0, 1). The second aim of this paper is to emphasize that multiplication operators play some interesting role in inverse problem theory. In this context, we give examples of non‐linear inverse problems in natural sciences and stochastic finance that can be written as non‐linear operator equations in L²(0, 1), for which the forward operator is a composition of a linear integration operator and a non‐linear superposition operator. The Fréchet derivative of such a forward operator is a composition of a compact integration and a non‐compact multiplication operator. If the multiplier function defining the multiplication operator has zeros, then for the linearization an additional ill‐posedness factor arises. By considering the structure of canonical source conditions for the linearized problem it could be expected that different decay rates of multiplier functions near a zero, for example the decay as a power or as an exponential function, would lead to completely different ill‐posedness situations. As third we apply the results on approximate source conditions to such composite linear problems in L²(0, 1) and indicate that only integrals of multiplier functions and not the specific character of the decay of multiplier functions in a neighbourhood of a zero determine the convergence behaviour of regularized solutions. Copyright © 2005 John Wiley & Sons, Ltd.     

Joint additive Kullback–Leibler residual minimization and regularization for linear inverse problems

For the approximate solution of ill‐posed inverse problems, the formulation of a regularization functional involves two separate decisions: the choice of the residual minimizer and the choice of the regularizor. In this paper, the Kullback–Leibler functional is used for both. The resulting regularization method can solve problems for which the operator and the observational data are positive along with the solution, as occur in many inverse problem applications. Here, existence, uniqueness, convergence and stability for the regularization approximations are established under quite natural regularity conditions. Convergence rates are obtained by using an a priori strategy. Copyright © 2007 John Wiley & Sons, Ltd.     

Asymptotic behavior of a differential operator with discontinuities at two points

In this paper, we study a Sturm–Liouville operator with eigenparameter‐dependent boundary conditions and transmission conditions at two interior points. By establishing a new operator A associated with the problem, we prove that the operator A is self‐adjoint in an appropriate space H, discuss completeness of its eigenfunctions in H, and obtain its Green function. Copyright © 2010 John Wiley & Sons, Ltd.     

Ambarzumyan‐type theorem with polynomially dependent eigenparameter

In this paper, we are concerned with the inverse Sturm–Liouville problem with polynomially dependent eigenparameter in discontinuity and boundary conditions. By using a self‐adjoint operator‐theoretic interpretation for this sort of problem, Ambarzumyan theorem is provided for the mentioned Sturm–Liouville operator. Copyright © 2014 John Wiley & Sons, Ltd.     

On the existence of incompressible current–vortex sheets: study of a linearized free boundary value problem

We study the initial boundary value problem resulting from the linearization of the equations of ideal incompressible magnetohydrodynamics and the jump conditions on the hypersurface of tangential discontinuity (current–vortex sheet) about an unsteady piecewise smooth solution. Under some assumptions on the unperturbed flow, we prove an energy a priori estimate for the linearized problem. Since the so‐called loss of derivatives in the normal direction to the boundary takes place even for the constant coefficients linearized problem, for the variable coefficients problem and non‐planar current–vortex sheets the natural functional setting is provided by the anisotropic weighted Sobolev space W₂^1,σ. The result of this paper is a necessary step to prove the local in time existence of solutions of the original non‐linear free boundary value problem. The uniqueness of the regular solution of this problem follows already from the a priori estimate we obtain for the linearized problem. Copyright © 2005 John Wiley & Sons, Ltd.     

Modulational Instability in the Whitham Equation for Water Waves

We show that periodic traveling waves with sufficiently small amplitudes of the Whitham equation, which incorporates the dispersion relation of surface water waves and the nonlinearity of the shallow water equations, are spectrally unstable to long‐wavelengths perturbations if the wave number is greater than a critical value, bearing out the Benjamin–Feir instability of Stokes waves; they are spectrally stable to square integrable perturbations otherwise. The proof involves a spectral perturbation of the associated linearized operator with respect to the Floquet exponent and the small‐amplitude parameter. We extend the result to related, nonlinear dispersive equations.     

A numerical study of electromagnetic waves in periodic waveguides

Here are considered time‐harmonic electromagnetic waves in a quadratic waveguide consisting of a periodic dielectric core enclosed by conducting walls. The permittivity function may be smooth or have jumps. The electromagnetic field is given by a magnetic vector potential in Lorenz gauge, and defined on a Floquet cell. The Helmholtz operator is approximated by a Chebyshev collocation, Fourier–Galerkin method. Laurent's rule and the inverse rule are employed for the representation of Fourier coefficients of products of functions. The computations yield, for known wavenumbers, values of the first few eigenfrequencies of the field. In general, the dispersion curves exhibit band gaps. Field patterns are identified as transverse electric, TE, transverse magnetic, TM, or hybrid modes. Maxwell's equations are fulfilled. A few trivial solutions appear when the permittivity varies in the guiding direction and across it. The results of the present method are consistent with exact results and with those obtained by a low‐order finite element software. The present method is more efficient than the low‐order finite element method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 490–513, 2014     

Spectrum created by line defects in periodic structures

We study a Helmholtz‐type spectral problem related to the propagation of electromagnetic waves in photonic crystal waveguides. The waveguide is created by introducing a linear defect into a three‐dimensional periodic medium; the defect is infinitely extended in one direction, but compactly supported in the remaining two. This perturbation introduces guided mode spectrum inside the band gaps of the fully periodic, unperturbed spectral problem. We will show that even small perturbations lead to additional spectrum in the spectral gaps of the unperturbed operator and investigate some properties of the spectrum that is created.     

Zero‐viscosity‐capillarity limit to rarefaction waves for the 1D compressible Navier–Stokes–Korteweg equations

In this paper, we study the zero viscosity and capillarity limit problem for the one‐dimensional compressible isentropic Navier–Stokes–Korteweg equations when the corresponding Euler equations have rarefaction wave solutions. In the case that either the effects of initial layer are ignored or the rarefaction waves are smooth, we prove that the solutions of the Navier–Stokes–Korteweg equation with centered rarefaction wave data exist for all time and converge to the centered rarefaction waves as the viscosity and capillarity number vanish, and we also obtain a rate of convergence, which is valid uniformly for all time. These results are showed by a scaling argument and elementary energy analysis. Copyright © 2016 John Wiley & Sons, Ltd.     

One‐level Newton–Krylov–Schwarz algorithm for unsteady non‐linear radiation diffusion problem

In this paper, we present a parallel Newton–Krylov–Schwarz (NKS)‐based non‐linearly implicit algorithm for the numerical solution of the unsteady non‐linear multimaterial radiation diffusion problem in two‐dimensional space. A robust solver technology is required for handling the high non‐linearity and large jumps in material coefficients typically associated with simulations of radiation diffusion phenomena. We show numerically that NKS converges well even with rather large inflow flux boundary conditions. We observe that the approach is non‐linearly scalable, but not linearly scalable in terms of iteration numbers. However, CPU time is more important than the iteration numbers, and our numerical experiments show that the algorithm is CPU‐time‐scalable even without a coarse space given that the mesh is fine enough. This makes the algorithm potentially more attractive than multilevel methods, especially on unstructured grids, where course grids are often not easy to construct. Copyright © 2004 John Wiley & Sons, Ltd.     

Dissipative Elliptic Problems in Domains with Cylindrical Ends, Scattering Matrices, and Radiation Conditions

In a domain with cylindrical ends at infinity, we consider a general elliptic dissipative boundary value problem. The coefficients of the imaginary part of the operator of the problem vanish as The asymptotic behavior of the solutions is expressed in terms of incoming and outgoing waves (the amplitudes of such waves can grow at infinity). We introduce an (augmented) scattering matrix and, in terms of this matrix, we compute the number of linearly independent solutions to the homogeneous problem vanishing at infinity with a given rate. We discuss the statement of a problem with the so-called radiation conditions. The natural radiation conditions (only outgoing waves occur in asymptotic formulas for solutions) can be applied in any case. Other admissible radiation conditions for the problem under consideration are connected with the natural ones via scattering matrices. Bibliography: 12 titles.     

Numerical solution of the Rosenau–KdV–RLW equation by operator splitting techniques based on B‐spline collocation method

In the present study, the operator splitting techniques based on the quintic B‐spline collocation finite element method are presented for calculating the numerical solutions of the Rosenau–KdV–RLW equation. Two test problems having exact solutions have been considered. To demonstrate the efficiency and accuracy of the present methods, the error norms L₂ and L_∞ with the discrete mass Q and energy E conservative properties have been calculated. The results obtained by the method have been compared with the exact solution of each problem and other numerical results in the literature, and also found to be in good agreement with each other. A Fourier stability analysis of each presented method is also investigated.     

An operator approach for an oblique derivative boundary‐transmission problem

We consider a boundary‐transmission problem for the Helmholtz equation, in a Bessel potential space setting, which arises within the context of wave diffraction theory. The boundary under consideration consists of a strip, and certain conditions are assumed on it in the form of oblique derivatives. Operator theoretical methods are used to deal with the problem and, as a consequence, several convolution type operators are constructed and associated to the problem. At the end, the well‐posedness of the problem is shown for a range of non‐critical regularity orders of the Bessel potential spaces, which include the finite energy norm space. In addition, an operator normalization method is applied to the critical orders case. Copyright © 2004 John Wiley & Sons, Ltd.     

A radiation condition arising from the limiting absorption principle for a closed full‐ or half‐waveguide problem

In this paper, we consider the propagation of waves in a closed full or half waveguide where the index of refraction is periodic along the axis of the waveguide. Motivated by the limiting absorption principle, proven in the Appendix by a functional analytic perturbation theorem, we formulate a radiation condition that assures uniqueness of a solution and allows the existence of propagating modes. Our approach is quite different to the known one as, eg, considered recently by Fliss and Joly and allows an extension to open wave guides. After application of the Floquet‐Bloch transform, we consider the Bloch variable α as a parameter in the resulting quasiperiodic boundary value problem and study the behaviour of the solution when α tends to an exceptional value by a singular perturbation result, which goes back to Colton and Kress.     

Interpolating minimal energy C1‐Surfaces on Powell–Sabin Triangulations: Application to the resolution of elliptic problems

In this article, we present a method to obtain a C¹‐surface, defined on a bounded polygonal domain Ω, which interpolates a specific dataset and minimizes a certain “energy functional.” The minimization space chosen is the one associated to the Powell–Sabin finite element, whose elements are C¹‐quadratic splines. We develop a general theoretical framework for that, and we consider two main applications of the theory. For both of them, we give convergence results, and we present some numerical and graphical examples. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 798–821, 2015     

Boundary value problems on manifolds with fibered boundary

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah–Patodi–Singer problems in subspaces (it contains both as special cases). The boundary conditions in this theory are taken as elements of the C *‐algebra generated by pseudodifferential operators and families of pseudodifferential operators in the fibers. We prove the Fredholm property for elliptic boundary value problems and compute a topological obstruction (similar to Atiyah–Bott obstruction) to the existence of elliptic boundary conditions for a given elliptic operator. Geometric operators with trivial and nontrivial obstruction are given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The heat equation under conditions on the moments in higher dimensions

We consider the heat equation on the N‐dimensional cube (0, 1)^N and impose different classes of integral conditions, instead of usual boundary ones. Well‐posedness results for the heat equation under the condition that the moments of order 0 and 1 are conserved had been known so far only in the case of , for which such conditions can be easily interpreted as conservation of mass and barycenter. In this paper we show that in the case of general N the heat equation with such integral conditions is still well‐posed, upon suitably relaxing the notion of solution. Existence of solutions with general initial data in a suitable space of distributions over (0, 1)^N are proved by introducing two appropriate realizations of the Laplacian and checking by form methods that they generate analytic semigroups. The solution thus obtained turns out to solve the heat equation only in a certain distributional sense. However, one of these realizations is tightly related to a well‐known object of operator theory, the Krein–von Neumann extension of the Laplacian. This connection also establishes well‐posedness in a classical sense, as long as the initial data are L²‐functions.     

Linearized quantum and relativistic Fokker–Planck–Landau equations

After a recent work on spectral properties and dispersion relations of the linearized classical Fokker–Planck–Landau operator [8], we establish in this paper analogous results for two more realistic collision operators: The first one is the Fokker–Planck–Landau collision operator obtained by relativistic calculations of binary interactions, and the second is a collision operator (of Fokker–Planck–Landau type) derived from the Boltzmann operator in which quantum effects have been taken into account. We apply Sobolev–Poincaré inequalities to establish the spectral gap of the linearized operators. Furthermore, the present study permits the precise knowledge of the behaviour of these linear Fokker–Planck–Landau operators including the transport part. Relations between the eigenvalues of these operators and the Fourier‐space variable in a neighbourhood of 0 are then investigated. This study is a first natural step when one looks for solutions near equilibrium and their hydrodynamic limit for the full non‐linear problem in all space in the spirit of several works [3, 6, 20, 2] on the non‐linear Boltzmann equation. Copyright © 2000 John Wiley & Sons, Ltd.     

Interior and boundary difference equations for hyperbolic differential equations

Interior and boundary difference equations are derived for several hyperbolic partial differential equations by means of an integral method. The method is applied to a simple transport equation, to waves in a compressible, isentropic fluid, and to surface waves in shallow water. Boundary conditions treated are (a) a perfectly reflecting boundary, (b) an open boundary with outgoing waves and a specified incoming wave, and (c) a partially reflecting boundary. For open boundaries, the major assumption for the algorithms to be valid is that outgoing waves can be defined, an assumption equivalent to the most general statement of Sommerfeld's radiation condition. The difference equations obtained are conservative, second-order accurate, two time-level, explicit, and stable (for one-dimensional, time-dependent problems) for cΔt/Δx ? 1 where c is the wave speed, Δt is the temporal grid size, and Δx is the spatial grid size. Numerical calculations demonstrate the excellent accuracy of the procedure.     

Numerical approximation of the generalized regularized long wave equation using Petrov–Galerkin finite element method

The generalized regularized long wave (GRLW) equation has been developed to model a variety of physical phenomena such as ion‐acoustic and magnetohydrodynamic waves in plasma, nonlinear transverse waves in shallow water and phonon packets in nonlinear crystals. This paper aims to develop and analyze a powerful numerical scheme for the nonlinear GRLW equation by Petrov–Galerkin method in which the element shape functions are cubic and weight functions are quadratic B‐splines. The proposed method is implemented to three reference problems involving propagation of the single solitary wave, interaction of two solitary waves and evolution of solitons with the Maxwellian initial condition. The variational formulation and semi‐discrete Galerkin scheme of the equation are firstly constituted. We estimate rate of convergence of such an approximation. Using Fourier stability analysis of the linearized scheme we show that the scheme is unconditionally stable. To verify practicality and robustness of the new scheme error norms L₂, L_∞ and three invariants I₁, I₂, and I₃ are calculated. The computed numerical results are compared with other published results and confirmed to be precise and effective.