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Ill-posed problems

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Introduction to the theory, numerical methods and applications of ill-<strong>posed</strong><br />

<strong>problems</strong><br />

Short description<br />

Anatoly Yagola<br />

Professor, Dr. Sc. (Phys.-Math)<br />

Department of Mathematics, Faculty of Physics,<br />

Lomonosov Moscow State University,<br />

Moscow, Russia<br />

yagola@physics.msu.ru<br />

The first part of this course gives a basic introduction to the theory and numerical methods for<br />

solving ill-<strong>posed</strong> <strong>problems</strong>. The second part deals with applications to inverse <strong>problems</strong> in<br />

electronic microscopy, acoustics, astrophysics, geophysics.<br />

.<br />

Location and dates<br />

Department of Mathematical Sciences, fall semester 2013.<br />

November 4 – November 12, 2013.<br />

Introductory lecture:<br />

Should be fixed later.<br />

Aim of the course<br />

After a successful completion of the course the students will be able to apply mathematical<br />

methods for solving inverse and ill-<strong>posed</strong> <strong>problems</strong>.<br />

Target group<br />

Graduate students in mathematics and physics.


Entry requirements<br />

Basic undergraduate mathematics courses in linear algebra, calculus, integral equations.<br />

Course organizers<br />

Anatoly Yagola (yagola@physics.msu.ru ) and Larisa Beilina (larisa.beilina@chalmers.se )<br />

Teachers<br />

Anatoly Yagola (yagola@physics.msu.ru )<br />

Course program<br />

1)Elements of the theory of ill-<strong>posed</strong> <strong>problems</strong> . <strong>Ill</strong>-<strong>posed</strong> <strong>problems</strong> in physical sciences.<br />

Definitions. Functional spaces and linear operators. Regularizing algorithms. Fundamental<br />

properties of ill-<strong>posed</strong> <strong>problems</strong>. <strong>Ill</strong>-<strong>posed</strong> <strong>problems</strong> on compact sets. Sourcewise representation<br />

and a posteriori error estimation. Tikhonov’s variational approach for constructing regularizing<br />

algorithms. Choice of a regularization parameter.<br />

2)Numerical methods for solving ill-<strong>posed</strong> <strong>problems</strong> with different constraints. <strong>Ill</strong>-<strong>posed</strong><br />

<strong>problems</strong> on compact sets of a special structure. Methods for minimization of<br />

Tikhonov’s functional and the discrepancy. Conjugate gradients method and others.<br />

3)Applications to inverse <strong>problems</strong> of astrophysics, electronic microscopy, acoustics,<br />

astrophysics, geophysics.<br />

Lectures<br />

7 double hours.<br />

Exam<br />

Project work with a written report.


Registration<br />

Please contact the course organizers for information.<br />

Literature<br />

1. A.N.Tikhonov, A.V.Goncharsky, V.V.Stepanov, A.G.Yagola. Numerical methods for the<br />

solution of ill-<strong>posed</strong> <strong>problems</strong>. - Kluwer Academic Publishers, Dordrecht, 1995.<br />

2. A.N.Tikhonov, A.S.Leonov, A.G.Yagola. Nonlinear ill-<strong>posed</strong> <strong>problems</strong>. V.1, 2. -<br />

Chapman and Hall, London, 1998.

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