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We analyze the regular oblique boundary problem for the Poisson equation on a C^1-domain with stochastic inhomogeneities. At first we investigate the deterministic problem. Since our assumptions on the inhomogeneities and coefficients are very weak, already in order to formulate the problem we have to work out properties of functions from Sobolev spaces on submanifolds. An further analysis of Sobolev spaces on submanifolds together with the Lax-Milgram lemma enables us to prove an existence and uniqueness result for weak solution to the oblique boundary problem under very weak assumptions on coefficients and inhomogeneities. Then we define the spaces of stochastic functions with help of the tensor product. These spaces enable us to extend the deterministic formulation to the stochastic setting. Under as weak assumptions as in the deterministic case we are able to prove the existence and uniqueness of a stochastic weak solution to the regular oblique boundary problem for the Poisson equation. Our studies are motivated by problems from geodesy and through concrete examples we show the applicability of our results. Finally a Ritz-Galerkin approximation is provided. This can be used to compute the stochastic weak solution numerically.
Consider a cooling process described by a nonlinear heat equation. We are interested to recover the initial temperature from temperature measurements which are available on a part of the boundary for some time. Up to now even for the linear heat equation such a problem has been usually studied as a nonlinear ill-posed operator equation, and regularization methods involving Frechet derivatives have been applied. We propose a fast derivative-free iterative method. Numerical results are presented for the glass cooling process, where nonlinearity appears due to radiation.
In this paper we introduce a derivative-free, iterative method for solving nonlinear ill-posed problems \(Fx=y\), where instead of \(y\) noisy data \(y_\delta\) with \(|| y-y_\delta ||\leq \delta\) are given and \(F:D(F)\subseteq X \rightarrow Y\) is a nonlinear operator between Hilbert spaces \(X\) and \(Y\). This method is defined by splitting the operator \(F\) into a linear part \(A\) and a nonlinear part \(G\), such that \(F=A+G\). Then iterations are organized as \(A u_{k+1}=y_\delta-Gu_k\). In the context of ill-posed problems we consider the situation when \(A\) does not have a bounded inverse, thus each iteration needs to be regularized. Under some conditions on the operators \(A\) and \(G\) we study the behavior of the iteration error. We obtain its stability with respect to the iteration number \(k\) as well as the optimal convergence rate with respect to the noise level \(\delta\), provided that the solution satisfies a generalized source condition. As an example, we consider an inverse problem of initial temperature reconstruction for a nonlinear heat equation, where the nonlinearity appears due to radiation effects. The obtained iteration error in the numerical results has the theoretically expected behavior. The theoretical assumptions are illustrated by a computational experiment.
In this paper, theory and algorithms for solving the multiple objective minimum cost flow problem are reviewed. For both the continuous and integer case exact and approximation algorithms are presented. In addition, a section on compromise solutions summarizes corresponding results. The reference list consists of all papers known to the autheors which deal with the multiple objective minimum cost flow problem.
In modern geoscience, understanding the climate depends on the information about the oceans. Covering two thirds of the Earth, oceans play an important role. Oceanic phenomena are, for example, oceanic circulation, water exchanges between atmosphere, land and ocean or temporal changes of the total water volume. All these features require new methods in constructive approximation, since they are regionally bounded and not globally observable. This article deals with methods of handling data with locally supported basis functions, modeling them in a multiscale scheme involving a wavelet approximation and presenting the main results for the dynamic topography and the geostrophic flow, e.g., in the Northern Atlantic. Further, it is demonstrated that compressional rates of the occurring wavelet transforms can be achieved by use of locally supported wavelets.
By means of the limit and jump relations of classical potential theory with respect to the vectorial Helmholtz equation a wavelet approach is established on a regular surface. The multiscale procedure is constructed in such a way that the emerging scalar, vectorial and tensorial potential kernels act as scaling functions. Corresponding wavelets are defined via a canonical refinement equation. A tree algorithm for fast decomposition of a complex-valued vector field given on a regular surface is developed based on numerical integration rules. By virtue of this tree algorithm, an effcient numerical method for the solution of vectorial Fredholm integral equations on regular surfaces is discussed in more detail. The resulting multiscale formulation is used to solve boundary-value problems for the time harmonic Maxwell's equations corresponding to regular surfaces.
We introduce splines for the approximation of harmonic functions on a 3-dimensional ball. Those splines are combined with a multiresolution concept. More precisely, at each step of improving the approximation we add more data and, at the same time, reduce the hat-width of the used spline basis functions. Finally, a convergence theorem is proved. One possible application, that is discussed in detail, is the reconstruction of the Earth´s density distribution from gravitational data obtained at a satellite orbit. This is an exponentially ill-posed problem where only the harmonic part of the density can be recovered since its orthogonal complement has the potential 0. Whereas classical approaches use a truncated singular value decomposition (TSVD) with the well-known disadvantages like the non-localizing character of the used spherical harmonics and the bandlimitedness of the solution, modern regularization techniques use wavelets allowing a localized reconstruction via convolutions with kernels that are only essentially large in the region of interest. The essential remaining drawback of a TSVD and the wavelet approaches is that the integrals (i.e. the inner product in case of a TSVD and the convolution in case of wavelets) are calculated on a spherical orbit, which is not given in reality. Thus, simplifying modelling assumptions, that certainly include a modelling error, have to be made. The splines introduced here have the important advantage, that the given data need not be located on a sphere but may be (almost) arbitrarily distributed in the outer space of the Earth. This includes, in particular, the possibility to mix data from different satellite missions (different orbits, different derivatives of the gravitational potential) in the calculation of the Earth´s density distribution. Moreover, the approximating splines can be calculated at varying resolution scales, where the differences for increasing the resolution can be computed with the introduced spline-wavelet technique.
This work is dedicated to the wavelet modelling of regional and temporal variations of the Earth's gravitational potential observed by GRACE. In the first part, all required mathematical tools and methods involving spherical wavelets are introduced. Then we apply our method to monthly GRACE gravity fields. A strong seasonal signal can be identified, which is restricted to areas, where large-scale redistributions of continental water mass are expected. This assumption is analyzed and verified by comparing the time series of regionally obtained wavelet coefficients of the gravitational signal originated from hydrology models and the gravitational potential observed by GRACE. The results are in good agreement to previous studies and illustrate that wavelets are an appropriate tool to investigate regional time-variable effects in the gravitational field.
In this work we introduce a new bandlimited spherical wavelet: The Bernstein wavelet. It possesses a couple of interesting properties. To be specific, we are able to construct bandlimited wavelets free of oscillations. The scaling function of this wavelet is investigated with regard to the spherical uncertainty principle, i.e., its localization in the space domain as well as in the momentum domain is calculated and compared to the well-known Shannon scaling function. Surprisingly, they possess the same localization in space although one is highly oscillating whereas the other one shows no oscillatory behavior. Moreover, the Bernstein scaling function turns out to be the first bandlimited scaling function known to the literature whose uncertainty product tends to the minimal value 1.