Kazufumi Ito

Inverse problems arise in practical applications whenever one needs to deduce unknowns from observables. This monograph is a valuable contribution to the highly topical field of computational inverse problems. Both mathematical theory and numerical algorithms for model-based inverse problems are discussed in detail. The mathematical theory focuses on nonsmooth Tikhonov regularization for linear and nonlinear inverse problems. The computational methods include nonsmooth optimization algorithms, direct inversion methods and uncertainty quantification via Bayesian inference.The book offers a comprehensive treatment of modern techniques, and seamlessly blends regularization theory with computational methods, which is essential for developing accurate and efficient inversion algorithms for many practical inverse problems.It demonstrates many current developments in the field of computational inversion, such as value function calculus, augmented Tikhonov regularization, multi-parameter Tikhonov regularization, semismooth Newton method, direct sampling method, uncertainty quantification and approximate Bayesian inference. It is written for graduate students and researchers in mathematics, natural science and engineering.

Lagrange multiplier theory provides a tool for the analysis of a general class of nonlinear variational problems and is the basis for developing efficient and powerful iterative methods for solving these problems. This comprehensive monograph analyzes Lagrange multiplier theory and shows its impact on the development of numerical algorithms for problems posed in a function space setting. The book is motivated by the idea that a full treatment of a variational problem in function spaces would not be complete without a discussion of in?nite-dimensional analysis, proper discretization, and the relationship between the two. The authors develop and analyze efficient algorithms for constrained optimization and convex optimization problems based on the augumented Lagrangian concept and cover such topics as sensitivity analysis, convex optimization, second order methods, and shape sensitivity calculus. General theory is applied to challenging problems in optimal control of partial differential equations, image analysis, mechanical contact and friction problems, and American options for the Black-Scholes model.

Interface problems arise when there are two different materials, such as water and oil, or the same material at different states, such as water and ice. If partial or ordinary differential equations are used to model these applications, the parameters in the governing equations are typically discontinuous across the interface separating the two materials or states, and the source terms are often singular to re?ect source/sink distributions along codimensional interfaces. Because of these irregularities, the solutions to the differential equations are typically nonsmooth or even discontinuous. As a result, many standard numerical methods based on the assumption of smoothness of solutions do not work or work poorly for interface problems. The Immersed Interface Method provides an introduction to the immersed interface method (IIM), a powerful numerical method for solving interface problems and problems defined on irregular domains for which analytic solutions are rarely available. This book gives a complete description of the IIM, discusses recent progress in the area, and describes numerical methods for a number of classic interface problems.It also contains many numerical examples that can be used as benchmark problems for numerical methods designed for interface problems on irregular domains. The IIM is a sharp interface method that has been coupled with evolution schemes such as the level set and front tracking methods and has been used in both finite difference and finite element formulations to solve several moving interface and free boundary problems. In particular, the authors discuss the IIM's applications to Stefan problems and unstable crystal growth, incompressible Stokes and Navier-Stokes flows with moving interfaces, an inverse problem identifying unknown shapes in a region, a nonlinear interface problem of magnetorheological ?uids containing iron particles, and other problems. The book also contains several applications of free boundary and moving interface problems, including examples from physics, computational fluid mechanics, mathematical biology, material science, and other fields.The IIM, which is based on uniform or adaptive Cartesian/polar/spherical grids or triangulations, is simple enough to be implemented by researchers and graduate students with a reasonable background in differential equations and numerical analysis yet powerful enough to solve complicated problems with high-order accuracy. Since interfaces or irregular boundaries are one dimension lower than solution domains, the extra costs in dealing with interfaces or irregular boundaries are generally insigni?cant, and many software packages based on uniform Cartesian/polar/spherical grids, such as the FFT and fast Poisson solvers, can be applied easily with the IIM. The most recent IIM computer codes and packages are available online.

This book presents an approximation theory for a general class of nonlinear evolution equations in Banach spaces and the semigroup theory, including the linear (Hille-Yosida), nonlinear (Crandall-Liggett) and time-dependent (Crandall-Pazy) theorems.The implicit finite difference method of Euler is shown to generate a sequence convergent to the unique integral solution of evolution equations of the maximal monotone type. Moreover, the Chernoff theory provides a sufficient condition for consistent and stable time integration of time-dependent nonlinear equations. The Trotter-Kato theorem and the Lie-Trotter type product formula give a mathematical framework for the convergence analysis of numerical approximations of solutions to a general class of partial differential equations. This book contains examples demonstrating the applicability of the generation as well as the approximation theory.In addition, the Kobayashi-Oharu approach of locally quasi-dissipative operators is discussed for homogeneous as well as nonhomogeneous equations. Applications to the delay differential equations, Navier-Stokes equation and scalar conservation equation are given.