PHÉP CHỈNH HÓA TIKHONOV CHO MỘT SỐ BÀI TOÁN NGƯỢC
LÊ NGÔ HỮU LẠC THIÊN
Trang nhan đề
Mở đầu
Mục lục
Chương1: Toán tử Compact trên không gian Hilbert.
Chương2: Bài toán ngược, tính không chỉnh và phép chỉnh hóa.
Chương3: Phép chỉnh hóa Tikhonov.
Chương4: Chỉnh hóa một bàn toán Cauchy cho phương trình Laplace
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CHuaNG 2:
IAI 'fOANMGU'~e,'filtHHHONGCHiNNVA PHi, cHiNNMOA&
201HaitO1inguQevaeaevi d\}o
Haibili loandu\1cgQila nguQcnhaune'unhugiathie'tcuabai loannayl~iHl
ke'tlu?ncuabaitoankiavangu'Qcl~i.ChungtasegQimQtronghaibaitoannay
la bai loanthu~nth1bai Loanconl~isc gQila bai loanngu'<1c,Tuy nhienthong
thu'ongc6 IDQtbai LoanduQCnghienCUlltrudcnen n6 duQcxem nhuHi b~dloan
thu?n.
Vi du1(Bai loannhi~lnglt<;lcthaigian)
Xet b~dtoanthu?n1abai toaDCauchy<.:hophU'ongtdnhnhi9t:
[
au a2u
81=a;/
u(x,O)= vex)
(XEIR,t>O)
(xelR)
Trangd6vex)HimQthamlient\lcvabi ch~ntrenIR.Ta bierdingnghi9mlien
l\lcvabi ch~nu(x,t)cuabaiLoannayla t6nt<;\ivaduynhfft(xem[3]trang115)cho
bdi:
1 -
[
. 2
}u(x,t)= I. Jv(q)exp- (x- q) II;2"m-<0 4t
Bai LoanngU'Qc:
[
au a2u
-=~ (x EIR,( >0)at ax
u(x,l)=lex) (xelR)
TIm u(x,O)=vex).
Vi9Cgiai bai LoannaydiindenVi9Cgiiii m(,lphuongtdnhtichphanthuQcd~ng
tich <.:h~p:
1 7
[
(x- q)2
}2;;~v(~exp- 4 1;=lex)
Chlidng2: Sai toan ngt(q'c... f3
V{du 2 (Bai todnngu<Jctrongvi~cthCimdOdiGchat)
X6tbiii tmlnthu?nIii Hmthiinhph~nth~ngdung/vCliahiehapd~nlsinhfabCli
mQtmi~nCJdQsituh phladudim~tdilt bitt Svthayd6i elmm~tdQv~tcha't(mass
density) Iii p =p(x) 0 ~x ~1(Bai roan mQtchi~u).
m~tda'tx
h f fv
0 1
Thea dinhlu~tha'pdancuaNewtontaco:
f
m
( 1
, h"" ,=r 2"" r a angsolr9ngtrLfong).r
Trangtruongh<jpdu<jcxct:
. m=p(x')L1x'Iakh6iIu<jngcuamQtddnvi thericht~ix'.
. r =~(x- X')2+h2 IakhoangeachgiUahaidi~mx vax'.
Taco:
4.fv(x)=4.f(x)cosB= rP(X')L1x'cosB= yhp(x')tu'
(X-X')2 +h2 3
[(X - X')2+h2F
Suyfa:
I
.f,,(x)=yhJ p(x')dx'
0
[(
3
X-X')2 +h2]i
Bai roanngu<jctrangvi~cthamdodiachiitIab~ngdl,lllgC1,ldod~cngu'oitaeo
thexacd1nhdu<jcIvvatli'dotimfa p.
ChU'O'I1g2- 8ai toanngU'q'c... 14
2.2TinhkhOngchlnh.
HadamardchodingmQtmohlnhtoaDhQceilamQtbili toaDV?t19'Iii chlnh
(well-posed)n6unhunothaaman3tinhchillsauday:
1. T6nt<;linghi~mcilabailoan.(Existence)
2. Bai loancokhongquatnQtnghi~m.(Uniqueness)
3. Nghi~mcilabili loanph\)thuQclientl)evaodit'ki~n.(Stability)
v~phuongdi~nloanhQe,slft6nt<;linghi~mcoth~d<;ltdU<;1cb~ngeachmbrQng
khonggiannghi~m.N6ubai loancoquamOtnghi~mdi~udoeilngconghlala ta
thi6uthongtin v~nghi~m.Trong trUongh<;1pnayb~ngeachchothemthongtin v~
nghi~mta co th~d<;ltdU<;1cHnhduy nhiltcila nghi~m.Nhu v~ytrongba Hnhchill
trentinh6nc1)nhIii quantrQngb~cnhilt.N6limQtbailoanthi6utinh6ndjnhthlv~
m~thlfct6bili toandokhonggi?1idu<;1cVItabi6tr~ngbiltkymOtphepdod<;lcnao
dingconhG'ngsais6d~nc16ndG'ki~neilabaitOaDloonbj nhieu.Chodilsais6tren
dit'ki~ncilabili tOaDconhad6ndauthldotinhkhong6ndtnhcoth~dftnd6nsais6
rilt Wngiit'anghi~mtinhtOaDdU<;1evC1inghi~mthlfe8lfeilabai loan.
Ta co th~phatbi~utinhehinhduC1id<;lngtoanhQcgall:
Dink nghia2.2.1
Cho X va Y la hai khonggiandjnhehuiin.F Iii mQtanhX<;ltUX vao Y. Phuong
trlnh Fx=y QU<;1egQiIii chinhn6uthaacacdi~uki~ngall:
1.T6n t<;li: \ly EY,3xEX:Fx =y
2.Duy nhilt: \Ix],X2EX,Fx] =Fx2=>Xl =x2
3.Ondjnh: \lex,,)c X,Fx" ~ Fx=>x"~x
Nhungphuc1ngtrlnhkhongthaamQttrongbaHnhchilltrenduQegQiIii khong
chinh(ill-posed).
Vidu
MQtvi dl,le6di~nv~tinhkhongehinhdl1<;1Cdl1afa b('1iehfnhHadamard:bai'
toanCauchychophl1c1ngtrlnhLaplace.
Chl1linq1'~B~iJoan "9U"11;... 15
TIm hams5u(x,y)thoa:
I:!.u=82u+(iu =0
8X2 8y2
u(x,O)-:;:lex)
8u
-(x,D) -:;:g(x)
8y
(x,y) EIRx (0,+00)
XEIR
XEIR
Nghi9mlingvoitrtfC1ngh<Jplex) -:;:0,g(x) =!sinnx du<Jchob<'1icongiliac:n
u(x,y)=~-sinnxsinhnyn
Ta co:
1
sup(jf(x)I+lg(x)1)=- ~ 0
oyeR n
Nhting:
suplu(x,y)l=~SinhllY~ 00xeR n
DoV?yHnh6ndinhbi vi ph<;lm.
Do eachd?t va'nd~cuaHadamardHentru'ocday ngtiC1itaChIxetcaebai loan
cMnh.Caeb~tiloannayVIdu<Jcxettru'C1cneng9i Iii bai loanthu?ndftnde'ncaebai
toanngu<JcthuNngIakh6ngch1nh.
Nhi~ubili loanngU'<Jcdftnde'nvi(;cgiaimQtphU'dngtTlnhrichphiloIo<;1imQt.
Cac toaDtli'tichphiin nay thuNngcompactvoi nhungdi~uki(;nn~lOd6 cua nhan.
cacm9nhd~sanchungtophuongtr'inhF.x=y voiF Iii loantii'tuye'ntlnhcompact
thuongIii kh6ngch1nh.
M?nhd~2.2.2
ChoX, Y Iii cackh6nggiandjnhchuffnvaF Iii toantU'tuye'nHnhcompactthoa
dime¥KerF)=00.Tc}nt~iday(x,,)c X saochoFx"~ 0 nhltngx"-40. Honnaa
taco th~ch9ncho IlxlIll~00.
ChlfO'ng2: Biii toaongu'q'c... 16
Changminh
Tadabittkhonggianthudng'lKerFHiffi9tkhonggiandinhc{1U~nvdi chufin:
II[x]II:=inf{llx+zll:zEKerF}
Xet loanta F t1t"YKerF vaoY dinhngh~abdi:
F([x]):==F(x)
Toantanayxacdinh,1-1vacompact.Th~tv~y:
D~t:
\
B=={xEX:llxll<l}, B={[x]E'lKerF:II[x]lI<l}
Taco:
F(B) =={Fx:ll[x]lI< I} c {Fx:IIxII<I} ==F(B).
Do F 13.compactliensuyfa f,(B) Hi.compactu'dngd6i.
Toan ta f,-l:F(X)-'t'lKerF la khonglien Wc VI neu tnli l~i t011ntit
J ==](-1](:X Iv }~ -'t X IK F se ]a tichcuamottoanfitcompactvamottoanrifIAer' Ii,er '..' .
lien t\lcliennocompact.Di~unaydh de'n13 la compacttu'dngQ6ilien ~erF
ph:?ticochi~uhuuh~n.
p-I kh6nglientvcchota:
3([zIIDc 'lKerF: FzlI -'t 0 valI[zll]II~E> 0 ,Vn
ChQn v" EKerF th6a I/z"+v,,11~ va d~tXII ==Z"+V" thl:
. Fx"==Fz,,-'tOvallxlIll~;
Ta co th~giii si'tFxII"*0 '\InErNva d~t:
XII
x,,:==Jlx"II~11Fx,,11
Khi do:
Iln"I!= IIFxlIlI <~IIFx]
IIxlIll~IIFxlIll- E -'to
Chuang2: B1HtoanngU)fc... 17
1 --)-00
!lx"ll=~"Fxnll
0
.. M?nll d~2.2.3
Cho F: X --)-Y la loantit tuyentinhcompactgiil'ahaikhonggianHilbertv(Ji
dimX =00va {x,,}la mQtdaytnfcchu§'n.Khi do:
Jim }00
Changminh
Tnf(Jc tieRtaco Fx" ~ 0VI:
(Fx",y)=(x",F*y) -) 0 vy EY
00
«x"' F*y)Iah~s6cuamQtchu6ihQitv2)F* y,x")x,,(M~nhde1.1.4»,,=1
Neu Fx"~ 0 thlsecodaycon{u,.}cuaday{x,,}saocho:
!lFu"ll~s>oVnEftJ (*)
DoF compactnentu{Fu,,}nencoth~rutradaycon{Fv,,}hQitv.Taco:
Fv"--)-V
}
0=>v=
Fv"->.0 (theotren)
Dieunaymatithu~nvoi(*). 0
Trongtnfongh<JpF khongcompactneutabuQcthemdieuki~nchoRangeFta
clingsecophu'dngtrlnhFx=y lakhongchlnh.
Mfllhdi 2.2.4
ChoX, Y lahaikhong ianBanach.F:X --)-Y la mQtloantli'tuyentinhlien
tQc,1-1vai RangeF"*Y vaRangeF=Y .Khido F-1khonglientvc.
ChltO'ng2: Baitoannglt9'o... 18
Changminh
Dogiathie'tveRangeFlH~nt6nt?i:
y ~RangeF,Y" ERangeF:Y"~ Y
Titd6:
3ex,,)c X:y" =Fx"~ Y ~RangeF
N'" F -1 I ' A h1eu' lcntlJct :
Ilx"II=IIF-1Y"II~MJIY"II
{YJI}hQiW Denla dayCauchydlinde'n{XJl}la dayCauchytrongkhonggian
Banachnen x" ~ x , Luc d6 Fx" ~ Fx=Y ERangel"mallthulin. 0
Trongtru'(jnghejpF phituye'ntac6m<%nhdesau:
M?Il11dl 2.2.5
x, Y la hai khongglaDHilbert, F: X ~ Y Ja toaDtitcompact,lientvcvadong
ye'u(nghlala xJI-" x,Fx"-" Y =>Y=Fx) vaX c6s6chieuvoh'.\n.Khi d6t6nt?i
day {x,,}c X saocho FxlI-> FxonIningXII-fi Xo'
Changminh
Do dimX =r:I)Den qua du d6ng ddn vi B' la khong compact tu'dng06i, nghla
la t6ntalday {z,,}c B' khongc6 dayconnaohOitlJ.Nhungqua,du B' trong
khonggianHilbertl<;ticompactye'uBen{z,,}c6 dayconhQiWyell.Nhuv~yset6n
t<;liday {VJI}sao cho:
VII ~ X nhung VIIh x
Ta kh~ngdl0h Fv"~ Fx, Th~tv~y,nc'u FvJIA-Fx nghiaIii co day con
{ulI}cua{v,,}saocho:
35>O:IIFu" -Fxll? 5
{UJl}hQ1tlJyc'uDenbi ch?nvadoF compacttarutraduejcdaycon{x,,}thoa
Fx"~ Y , To' (16:
ChuO'ng2:Bai foal!nglitfc... 19
Fx" ~ Y
}
::::>y =}x (dongye'u)
x,,-"'x
M~tkhac:
IIFx,,-Fxllz5::::>lly-Fxllzs,mauthuiin. 0
MQtdieudangquailHim1aHnh6ndinhph\!thuQcvaokhonggiannghic;:m,ne'u
tathuh(fpkh6nggiannghic;:mthlco th€ d<;ltdli<JcHnh6ndinh.Mc;:nhd~sailcho
tha'ydieudo.
M?nhdi 2.2.6
ChoX, Y 1ahaikhonggiandinhchuffnvaU 1akhonggianconcompactcuaX.
F:U ~ Y 1amQtloanti'tlienhJc,1-1.Khido F-1lienl\lc.
Chzingminh
X6t ph~nta WERangeF va day {w,,}c RangeF.rheaw"~ W. f)~t:
U'= F -1wva U '=F-1w, "',,
Ta kh~ngdinhu"~ u. Th?tv~yne'ukhongcodi~unaytIll set6nt<,lidaycon
{u,,*} rhea:
Ilu" -ullz &>0 '\InErNk
VI U1acompactDent6nt<,lidaycon {u"*r}hQit1,lve phftntii'ZEU.. Til'dnhlien
!:\lCci'IaF ta nhi;lndu'<Jc:
w =Fu ~ Fz ::::>Fz=w::::>z =u
"Xl "Iq
M~Hkhac:
Ilu" -ullz &::::>O=llu-uliz&,mallthuiin.xl 0
ChUb'ng2: Biiitoanngu'lle... 20
2.3Saisa tru'onghQpxa'unha't(Worst-caseerror).
MOtcall hc)idu'<jcd~tra la: VOlsai s6cuadil ki~nbe h<1n8 thl sai s6cua
nghi~mIOnnh1tlabaonhi6u(nghIala trongtru'ongh<jpx1unh1t).M~nhd~2.2.2
chotacall tra1OjtrongtHrongh<jptoaDtU'tuyentinhcompact:sai s6co th~vo clIng
lOll.
Tuy nhi6nnnhhlnhnayco th~khacdi nelltachothemthongtinthuhypve
nghi~mchinhxac.Cl;)th~tacodinhnghlasan:
Dill" nghla2.3.1
Cho F:X ~ Y la loan t11'tuyentinh li6n t\lCgiila hai khongglaDBanach.
XI eX la m0tkhongglaDconvOichuffnII'. 111m~nhh<1nchuffntrenX. Khi do ta
dtnhnghlasai SO'ln((Jngh(/px([unhatcho sai s6 8 trendil ki(;n va thongtin cho
tru'acvenghi~mIlxll!::;E la:
,~(5,E,II,lll ):=sup{llxll:xEX"IIFxlls:o,lIxll,S:E}
Diell chungtamongmu6nla sais6tru'ongh<jp'xa'unha'tnaykhongnhu'ngchi
h0itl,lv~0khi 0 ~ 0 manoconlamOtvoclIngbetheomOtb(icnaodocua8.Neu
F-1 lien tl)cthl dieunayla hi~nnhienvlllxllS:IIF-111.IIFxll.Tuynhien trongtru'ong
h<;1ptoaDtii'tuyen tinh compact va II . 111=II . II thl sais6 tru'ongh<jpxa'unha'tkhong
hOitvnhu'm~nhd~sandaychIfa.Di~unayd~ndenvi~ctaphllidungmOtchuffn
m~nhh<1n.
Mfnh d~2.3.2
F: X ~ Y la mOtloantittoyeDtlnhcompactgiilahaikhongglaDdinhchuffn
trongdodjm('lKerF)=00. Khi do:
VE >0,3c>0,00>o:/Ifi(E,o,II.II) ~c '110E(O,Oo)
(Xem [7] trang15)
Trong phepchlnhhoa Tikhol1oVmata nghienCUll(j chu'<1ngsanta se xet hai
tru'ong h<jp thong tin thu hyp ve nghi~m chinh xac (j d?ng
XERangeF* vax ERangeF*F trongd6F* la toant11'tuyenHnhlienh<jpcuatoaD
ChUb'ng2: Bai JoanngliC}'c... 21
tit tuye'ntlnhF giuahai khonggianHilbert.Dinh1ysauchotadaubgiasai s6
tru'ongh<Jpxa'unha't.
Din" lj 2.3.3
ChoF la loantittuye'ntlnhcompact,1-1gifi'ahaikhonggianHilbertX, Y vdi
RangeFtmm~trongtmm~trongY.
(a)D~tX,:=F*(Y) vaIIxl!!:=IIF*-'xiivdix EX,. Khid6:
g;(o,E,II.II,)s.J8E
Hdn nuavdim6iE >0 t6nt~imQtday 0/1~ 0 saochog;(on,E,II.II,) ==~o"E .
(b) D~tX2:=F* F(X) vaIIxl12:=II(F* Fr' xii vdi x EX2- Khi d6:
2 ,
g;(0,E,II.lb)s03E3
2 1
Hdn nuavdi m6iE >0 t6nt~imQtday 0/1~ 0 saocho g;(on,E,II.lb) ==0~E3-
ChUngminh
ChufinII . IIIva II . 112hoanroanxacdinhVIF* vaF*F 1a1-1.Th~tv~y:
F*y=O~(F*y,x)=O,\tx EX
~(y,Fx)=O,\tx EX
~ (y,z) =0,\tz ERangeF
~ (y,z)==0,\tzERangeF(doRangeF==Y)
~y=O
F* F la 1-1du'<Jcchungminhtu'dngtV-
(a)'D~t x =F*v vdi IIFxlls 0 vallxlils E nghIa1a:
IIFF*vlls0 va IIvllsE
Khi d6:
IlxW=(x,x)::::(F*v,x) =(v,Fx)sllvll.IIFxlls5E
Dande'n:
g;(o,E,II.Jb)s.J8E
X6t (/111'x"'y,J lasingularsystemciiaF (xemdinhnghIa1.3.9).Ta c6 :
Chltdng2: BiHtoilnngU'q'c... 22
. fi" >0,fill ---+0
. Fx"=fi"y",F*Y"=fi"X"
Ch~m.~,,:=£.1'* y" va (),,:=p~£---+O.Khi <16:
Ilx,,111=11Ey"ll= E
IIFx"II=IIE.F1'* y"l\= Efi~IIY"II=8"
Ilx"II=IIEfi"x"II= Ep" = .j8"E
Suy fa:
$(8",E,I) .111)=.j8"E
(b)D~tx=F*FwvdiIIFxll:::;8vallxlb:::;EnghlalaIlwll:::;E.Khid6:
IIxl12=(x,x)=(1'*Fw,x)=(Fw,F."'()sllFwll.IIFxll
Ma:
II Fxl12 = (Fw,Fw) = (w,F* Fw) =(w,x) :::;11wll.IIxll
Suyfa:
IIxl14sllFxl12.IIFwI12sllFxW .IIwll.llxll:::;82Ellxll
Hay
2 I
Ilxlls 83£3
V~y
2 I
$(8,E,II.lb):::;o3EJ
Chon x .=E' F* Fx va 5,.'.= P 3E~ _\. 0 Khi <16:. ".. " UV. 11 -, .
Ilx"lb=IIEx"ll=E
IIFx"II=IIE/1~y"ll=Efi~=0"
2 I
Ilx"'I=IIE.F*CJl"y,Jll=EjJ~llx"ll=Ep~=8~E3
V~y
2 J
{¥(o",E,II.Ib)=O~E3 0
Chu~ng2: BiHtoanngilt/coo. 23
2.4Phepcmnhboa.
Trongph~naytagiasitF:X ~ Y lamQtmintit lient\lcgiuahaikhongian
HilbertvaphuongtrinhFx=y comQtnghi~mlax*.
Trenthlfcte',takhongbaagiC1bie'tduqcchinhxacy machIbie'tvoimQtsai86
8>0 tUGla co )i:llyO- yllso.
PhU(1ngtrlnhFx==yOcoth~khonggiaiduqcVI yOkhongthuQcRangeF.Dod6
chungtadn xacdinhm(>txa'pXl XOEX chonghi~mx* saochosai s6da nghi~m
khong"xauh(/n"sai s6 truC1nghqpxa'unha't.Them vaod6 ta yell cfiunghi~mxa'p
Xl phaiph\!thuQclien tl,lcV8.0dil'ki~nyo.
Din" nghia2.4.1
MQts(/dJ chlnhh6a(regularizationstrategy)la mQthQcaetOaDtittuye'ndnh
lient\lcRa:Y~ X,a >0 saocho:
limRaFx=x,'ifxEX
a~O .
ChQnx;:=RaYc5nhul8.mQtxa'pXlcuanghi~mchinhxac.Khi do:
Ilx;-x*lIs/iRayO- RaY/l+IIRay-x*/i
sllRall.IlYo- YlI+IIRaFx*-x*1I
Dfinde'n:
IIx; -x*lIs bllRall+11RaFx*-x*1I (2.1)
56h"mgthlihaitrongve'phaicua(2.1)d~nv~0khia ~ O.dodinhnghia2.3.1
cons6hc;lllgfulinha'ttrongtru'C1nghqpt6ngquatkhongd~nv~o.C\l th~tac6m~nh
d~sau(xem[7] trang25).
M?nhdi 2.4.2
ChoRa18.mQtsod6chlnhhoacuatoaDtittuye'nHnhcompactvadimX=00
thl:
3(a j ): 1.imllRa 11=00
J~ro j
Chu'O'I1g2: BaifoBng~c... 24
sais6
II RaFx *-x*1I
IRailo
a. .
Tadn ch<;ma =a(5)phVthuQcvao0d~gillchot6ngsais6(Jrml'cnhenha'tco
thedu<1c.Cv th&tacodinhnghIasan:
Dink ngkia2.4.3
MQtsod6chlnhoavOia =a(5)du<1cg<;il \"admissable"n{§unothoaman:
. a(5) ~ 0 khi 5 ---)0
sup{lIx~(o)-xll:IIFx- yll~5}---)0 khi 5 ~ 0,'t;JxeX.
ChU'O'ng2: Bai toBnng«'9'c... 25