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INVERSE AND ILL-POSED PROBLEMS SERIES

Inverse Problems for

Partial Differential Equations
Also available in the Inverse and Ill-Posed Problems Series:

Method of Spectral Mappings in the Inverse Regularization, Uniqueness and Existence of

Problem Theory Volterra Equations of the First Kind
V.Yurko A. Asanov
Theory of Linear Optimization Methods for Solution of Nonlinear Operator
I.I. Eremin Equations
Integral Geometry and Inverse Problems for V.P.Tanana
Kinetic Equations Inverse and Ill-Posed Sources Problems
A.Kh.Amirov Yu.EAnikonov, BA. Bubnov and G.N. Erokhin
Computer Modelling in Tomography and Methods for Solving Operator Equations
Ill-Posed Problems V.P.Tanana
MM. Lavrent'ev, S.M. Zerkal and O.ETrofimov Nondassical and Inverse Problems for
A n Introduction to Identification Problems Pseudoparabolic Equations
via Functional Analysis A.Asanov and ER.Atamanov
A. Lorenzi Formulas in Inverse and Ill-Posed Problems
Coefficient Inverse Problems for Parabolic Type Yu.EAnikonov
Equations and Their Application Inverse Logarithmic Potential Problem
P.G. Danilaev V.G. Cherednichenko
Inverse Problems for Kinetic and Other Multidimensional Inverse and Ill-Posed
Evolution Equations Problems for Differential Equations
Yu.E Anikonov Yu.EAnikonov
Inverse Problems ofWave Processes Ill-Posed Problems with A Priori Information
A.S. Blagoveshchenskii V.V.Vasin andA.LAgeev
Uniqueness Problems for Degenerating Integral Geometry ofTensor Fields
Equations and Nondassical Problems VA. Sharafutdinov
S.P. Shishatskii, A. Asanov and ER. Atamanov Inverse Problems for Maxwell's Equations
Uniqueness Questions in Reconstruction of V.G. Romanov and S.I. Kabanikhin
Multidimensional Tomography-Type
Projection Data
V.P. Golubyatnikov
Monte Carlo Method for Solving Inverse
Problems of Radiation Transfer
V.S.Antyufeev
Introduction to theTheory of Inverse Problems
A.L Bukhgeim
Identification Problems ofWave Phenomena -
Theory and Numerics
S.I. Kabanikhin and A. Lorenzi
Inverse Problems of Electromagnetic
Geophysical Fields
P.S. Martyshko
Composite Type Equations and Inverse Problems
A.I. Kozhanov
Inverse Problems of Vibrational Spectroscopy
A.G.Yagola, I.V. Kochikov, G.M. Kuramshina andYuA
Pentin
Elements of theTheory of Inverse Problems
A.M. Denisw
Volterra Equations and Inverse Problems
A.L Bughgeim
Small Parameter Method in Multidimensional
Inverse Problems
A.S. Barashkov
INVERSE AND ILL-POSED PROBLEMS SERIES

Inverse Problems
for
Partial Differential
Equations

Yu.Ya. Belov

IIIVSPIII
UTRECHT · BOSTON · KÖLN · TOKYO
2002
VSP Tel: +31 30 692 5790
P.O. Box 346 Fax: +31 30 693 2081
3700 AH Zeist [email protected]
The Netherlands www.vsppub.com

© V S P 2002

First published in 2002

ISBN 90-6764-358-0

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system,
or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or
otherwise, without the prior permission of the copyright owner.

Printed in The Netherlands by Ridderprint bv, Ridderkerk.

Preface

Included under the subject heading of inverse problems for differential

equations we would consider problems of the determination of the input data
for differential equations (coefficients), and also the determination problems
of boundary and initial conditions by using the additional information about
the solutions of these equations. Many important questions concerning elas-
tic shift, electromagnetic oscillations, and diffusion processes lead to inverse
problems. The area of basic research into such problems is constantly grow-
ing: Alifanov et al., 1988; Anikonov, 1995, 1997; Bukhgeim, 1988; Denisov,
1994; Lavrent'ev et al., 1980, 1986; Prilepko, 1991; Romanov, 1972, 1987,
1990, 1992, 1993; Romanov and Kabanikhin, 1991, 1994; Yakhno, 1990.
This monograph is devoted to identification problems of coefficients in
equations of mathematical physics. We investigate the existence and unique-
ness of the solutions for identification coefficient problems in parabolic and
hyperbolic equations and equation systems of composite type. We study the
problems with the Cauchy data and equations in which the Fourier trans-
form with respect to the chosen variable is supposed to occur. On the basis
of the Fourier transform and overdetermination conditions the original in-
verse problems are reduced to direct integro-differential problems, that is
as a rule, to nonlinear equations. We prove the solvability of such direct
problems. The solutions of the original inverse problems are presented in
the explicit form through the corresponding solutions of the direct problem.
Differential properties of the solutions for the original direct problems
and their behavior under great values of time are studied on the basis of
solution properties for direct problems.
The identification problems with one or two unknown coefficients are
also investigated.
In the case of the identification problem for a source function we ana-
lyze the convergence of the splitting method under the spli iAir ·^ of many-
dimensional inverse problems into inverse problems of lower dimension.
 Yu. Ya. Belov. Inverse problems for partial differential equations

For initial boundary value conditions we study linear and nonlinear

parabolic equations. We investigate the identification problem of a source
function for the hyperbolic equation having a small parameter under the
higher derivative with respect to time.
The material of the book was used for delivering special lecture courses
at the faculty of mathematics of Krasnoyarsk State University.
The author would like to express his gratitude to Professor Yu.E.
Anikonov the team-work who promoted the publication of this book, and
to Professor V.S. Belonosov and Professor V.N. Shelukhin for consultations
on special questions.
Great appreciation is expressed to Doctor T.N. Shipina for her help in
preparation of the book manuscript for publication.
This work was supported by the Russian Foundation for Fundamental
Research, grant number 99-01-00993.
Contents

Chapter 1. Auxiliary information from functional analysis and

theory of differential equations 1
1.1. The basic notions and notations 1
1.2. Inequalities 2
1.3. Some concepts and theorems of functional analysis 3
1.4. Linear partial differential equation of the first order 5
1.5. The maximum principle for parabolic equations of second order . 5

Chapter 2. The weak approximation method 11

2.1. Examples reducing to the concept of the weak approximation
method 11
2.2. General formulation of the weak approximation method 18
2.3. Two theorems 21
2.4. An example. The linear partial differential equation 27

Chapter 3. Identification problems for parabolic equations with

Cauchy data 33
3.1. The unknown source function 33
3.2. The unknown lowest coefficient 49
3.3. The unknown coefficient to the first order derivative 57
3.4. An unknown coefficient to the time derivative 66
3.5. Inverse problem for a semilinear parabolic equation 77
3.6. Equations of Burgers type 85
3.7. The splitting of one many-dimensional inverse problem into prob-
lems of lower dimension 96
viii Yu. Ya. Belov. Inverse problems for partial differential equations

Chapter 4. The identification of the source function for

a system of composite type and parabolic equation.
The behavior of the problem's solution under t ->• +00 103
4.1. The statement of the problem 104
4.2. Theorems of existence and uniqueness "on the whole" 107
4.3. The behavior of solution by t ->· +00 115
4.4. Stationary problem 127
4.5. Convergence to the stationary problem solution 130
4.6. Unique solvability of the problem of identifying the source function
for a parabolic equation 133
4.7. The stabilization of the solution to the inverse problem 136

Chapter 5. The problem of determining the coefficient in

a parabolic equation and some properties of its solution 139
5.1. Statement of the problem 139
5.2. Theorems of existence and uniqueness "on the whole" 141
5.3. Properties of solution under t +00 146

Chapter 6. Two unknown coefficients of a parabolic type

equation 159
6.1. Uniform boundary conditions 160
6.2. Inhomogeneous conditions of over-determination 171
6.3. Input data of the special form 175

Chapter 7. Some inverse boundary value problems 183

7.1. Unknown source function 183
7.2. Nonlinear heat equation 185
7.3. Hyperbolic equation with small parameter 193

Bibliography 201
Chapter 1.
Auxiliary information from
functional analysis and theory of
differential equations

1.1. THE BASIC NOTIONS A N D NOTATIONS

Let Ω be a bounded domain in Euclidean space En, and π > 1. By χ =

(si, •••,xn) we denote a point in En. Symbol dü denotes the boundary of
a domain Ω. By Qt we denote a cylinder (0,Τ) χ Ω. Let a = (αϊ,..., a n )
be a multi - index, ati, where i = l , n , are nonnegative integers and |a| =
αϊ + ... + an. Let = d^/dx?, D« = .
k k
Below we denote by C (ü) (C (Ω)) the space of functions that in Ω
(Ω) have all continuous derivatives up to order k including: Ck (Ω) (Ck (Ω))
= {/|£>°/are continuous ίηΩ(Ω),|α| < k}. If we introduce in Ck (Ω) the
norm
11/11= ^ max \Daf(x)\
0 < | α | < Α :

then the space Ck (Ω) is a Banach space. If k = 0 instead of C? (Ω) we shall

use €(Ω).
L p (Ω) where 1 < ρ < oo is a Banach space which consists of the classes
of functions defined in Ω and integrating with the p-th degree according to
the Lebesque definition. The functions which are equal everywhere belong
2 Yu. Ya. Belov. Inverse problems for partial differential equations

to one and the same class. The norm in this space is defined by the formula
11/11 = ( / n \f(x)\p dx) 1 ^, ρ < oo. The norm in Ζ-οο(Ω) is defined by the
formula ||/||oo = esssup|/(x)|.
xen

(
Further W p (ü) = { / | u 6l V ϋ ρ (Ω),|α| < 1} is the Sobolev space
\' °
with the norm I ^ ^ Ι , ρ > 1 - const. is the closure
\N<* " /
D(ü) in the norm Here D{9) is the function space of class €°°(Ω)
possessing the compact support in Ω (Vladimirov, 1976).
C 1,2 (Qt) (C1'2 {QT)) is the space of the continuous functions / in QT
(QT) that have continuous in QT (QT) derivatives df/dt, D%f, |a| < 2. See
(Ladyzenskaja et al., 1967; Lions, 1969; Trenogin, 1980).
Let Π[(ΐι(2] = {(ί,χ) I <i < t < t2,x Ε En} be a strip in En+U G[tljt2]
= {{t,x,z) I (t,x) e Π [ t l f y ] , z e El} be a strip in En+2, Ga = {(χ,ζ) \
χ&Εη,ζ Ε [ - α , a]}, G^^ = {{t,x,z)\(t,x) e Π [ίιΑι ],ζ 6 [ - a , a ] } ,
m
and α = const > 0, and let C& (G[tl,ta]), = { / | cPf/dP € C(G [tlit2] ),
j= 1 tiD;/6C(GM]),H<m}.

1.2. INEQUALITIES

Further we often use the well-known inequalities of Young, Cauchy, Holder,

Schwarz and Gronwall.
Young inequality: for all α > 0, b > 0

ab < ρ-εραρ + q-e~qaq, ε > 0, ρ > 1, q > 1, ρ- + q- = 1. (2.1)

Cauchy inequality (Young inequality as ρ = q = 2): for all α > 0, b > 0

ab < \{εα2 + -b2), ε > 0. (2.2)

Δ €
Holder inequality:

™ ^ 11-11, foJl«llr P>1>I>1' L+ - = L

(2·3)
L ι(Ω) LP(U) Lg(ii) P q
Schwarz inequality: for all elements ω, ν of Hilbert space Η
|(«,t>)i/l<NltflMltf, (2.4)
where (it, v) is a scalar product of elements it, υ from space Η and ||it|| is
the norm of element it in Η.
 Chapter 1. Auxiliary information from functional analysis ... 3

Lemma 1.1 (Gronwall inequality). Suppose a nonnegative measur-

able and bounded in segment [0, i*] function χ(ί) satisfies the inequality

x(t)<C+ [\Α + Β Χ ( Θ ) ] Μ ,
Jo
where constants A,B,C> 0. Then the estimate

X(t) < Cem + ^(eBt - 1), <6[0,t*], (2.5)

holds for Β > 0.

If Β = 0 then

X{t)<C + At, t € [0, £*]. (2.6)

The proof of inequality (2.5) repeats the proof of Lemma 1,

Chapter I in (Rozdestvenskii and Yanenko, 1983).
ο
Poincare - Fridrichs inequality: For functions u(x) 6 W^Q), where Q
is a bounded domain, the following inequality holds:

J u2 dx <C J |gradit| 2 dx,

Ω Ω

where the constant C depends only on the domain Q (Ladyzenskya, 1973;

Mikhailov, 1976).

1.3. SOME C O N C E P T S A N D THEOREMS OF

F U N C T I O N A L ANALYSIS
In this section we formulate some concepts and theorems of functional anal-
ysis to which we shall refer further. We expect the reader to be famil-
iar with such concepts as normed space, Banach space and Hilbert space
(Ladyzenskaja et al., 1967; Lions, 1969; Trenogin, 1980).
Consider a bounded set Ω in En and space C(O) of continuous function
in the domain Ω with the norm ||/||irvn\M
= max|/(x)|. Let Μ be some
' χ£Ω_ _
infinite set of continuous functions in the domain Ω (Μ C €(Ω)).

Definition. Set Μ of a normed space is called compact if from every

sequence {x n } C Μ one can extract the Cauchy sequence.
4 Yu. Ya. Belov. Inverse problems for partial differential equations

We are interested in the question of compactness of set Μ in €(Ω).

For this we introduce the notion of uniform boundedness and the notion of
equicontinuity of functions and then we formulate the compactness theorem
of Arzelä.
Definition. Functions of set Μ are said to be uniformly bounded in
€(Ω) if there exists constant Κ such as H/Hq^) — Κ f° r all / € M.

Definition. Functions of set Μ are said to be equicontinuous in C(Q)

if for each ε > 0 there exists δ — δ(ε) > 0 such that for any x',x",e Ω
satisfying inequality \x' — x"\ < δ there holds inequality | f(x') — f{x") | < ε
which is true for all / G Μ at once.

Theorem 1.1 (Arzelä). In order that set Μ C €(Ω) could be compact

in Ο(Ω) it is necessary and sufficient that functions of Μ were uniformly
bounded in Ο(Ω) and equicontinuous in Ω.

For our purpose we introduce the formulation of the embedding the-

orem for the Sobolev space.
Let us consider in the rectangle Q = {χ | a* < X{ < bi, i = 1 , . . . , n} the
space

Wp (Q) = {η\Ό%η G L2(Q), kj = 0,1,..., j = 1,..., n}

with ρ > 1 and the vector index I = (Ιχ,... ,ln), lj > 0.

η
Let α = ( α ι , . . . , α η ) , |α| = ^ aj and aij = 1 /lj. Then the following
j=ι
theorem holds.

Theorem 1.2. Let function u(x) e Wp(Q), 1 < ρ < oo, β = (βι,
..., βη), where ßj > 0 are integers, j = 1 , . . . , η. Ιίθ = \ — βα — \a\/p > 0
then the generalized derivative Dxu(x) may be changed on the set of the
zero measure in such a way that Dxu(x) € CA (Q), λ = ( λ χ , . . . , λ η ), Xj = IjO
under Xj = lj9 < 1 and Xj < 1 under Xj = lj9 > 1; besides \\Dxu(x)\\ A _
c (Q)
< cllull , where constant c > 0 does not depend on u(x). K
- %{Q) '

For more general domains see Theorem 8.6 in (Demidenko and Uspensky,
1998).
 Chapter 1. Auxiliary information from functional analysis ... 5

1.4. L I N E A R PARTIAL D I F F E R E N T I A L EQUATION OF

THE FIRST ORDER
Consider the linear partial differential equation of the first order
η
zt + ^2fi(t,x,\)zXi+ f0(t,x,X)z = /(ί,χ,λ), (4.1)
t=l
where χ = (®χ,..., xn), and λ = ( λ ι , . . . , Am) is a parameter.
Condition 4.1. We make the assumption that in the domain Π[ίο t l j =
{(t,x) I ίο < t < t\,x € En} the functions fc, i ^ 1, are bounded for
every fixed λ. The functions /j, / are continuous and partial derivatives
fixp fi\r) i = 0 , 1 , . . . , n, and fXj, f\r exist, they axe continuous and k — 1
times continuously differentiable with respect to all τι + m + 1 arguments
(k ^ 1). The function ω(χ, λ) is k times continuously differentiable according
to all η + m arguments in the domain —oo < x\, ..., xn < +oo, — oo <
X i , . . . , X m < +oo.
Theorem 1.3 (Kamke, 1959). If the condition 4.1 for all τ, λ from
the intervals α < τ ^ b, —oo < λ χ , . . . , Xm < +oo is satisfied then the equa-
tion (4.1) has in Π[ίο ίι] the unique integral ζ — ψ(ί, χ; r, λ) with initial value
ψ(τ,χ;τ,Χ) = ω (χ, λ). This integral is k times continuously differentiable
along aJJm + n + 2 arguments.
If Xi = <pi(t, τ,ηι,...ηη,Χ) are characteristic functions of the system

x'i(t) = fi(t,x,X), i = 1 , . . . ,n, (4.2)

(i.e. integral curves of the system (4.2) which go through the point
(τ, 771,..., ηη)), then the parametric representation of the integral takes the
following form

Xi = <Pi(t,r, tji,. • ·ηη, λ), i = Ι,.,.,η,

z = e~F°{u;{ ηι,...ηη,Χ) (4-3)
+ /τ/(ί, Ψΐ, ...,<?„,A)e F °dt},

where F0 = F0{t, τ, ηι,... ηη, Χ) = fQ(t, φι,...,φη,Χ) dt.

1.5. THE MAXIMUM PRINCIPLE FOR

P A R A B O L I C EQUATIONS OF SECOND O R D E R
Let Τ > 0 be a constant, ST = [0, Τ] χ dü, Γτ = ST U Ω, QT = (0, Τ) χ Ω,
and Ω be a bounded domain in En with piecewise smooth boundary 9Ω.
6 Yu. Ya. Belov. Inverse problems for partial differential equations

Consider in QT the linear equation

L(u) = f , (5.1)

where

, , d2u du du
i ( u )
" Σ + Σ < +
' » - Μ (5
·2)
t,j=l J 1=1

is a differential operator, and coefficients a^·, b{, c and function / are real-
valued functions.
We assume that 0»xj (ί) X) = aji(t,x), i,j = 1, ...,n, and the condition
η
0 < Σ αφ, V (t, χ) € Qt\TT (5.3)
ij=1 .
be satisfied for all ξ = (ft,...,£„) e En, φ 0.
Note it follows from (5.3) that the equation is parabolic in Qt\TT (see,
for example, Mikhailov, 1976).

Definition 5.1. A function u is considered to be a classical solution

of the equation (5.1) in QT if its derivatives du/dxi, d2u/dxidxj, du/dt,
i,j = l,...,n, are continuous in Qt\TT, the function u(t,X) is continuous
in QT, and it satisfies identity L(u(t, x)) = f(t,x) in Qt\TT.

Theorem 1.4. Let function u(t,x) be continuous in QT and all its

derivatives incoming in operator L be continuous in QT\TT, and inequalities

L(u(t,x)) < 0 in QT\TT,

u(t, x) > 0 on Γτ
be satisßed. Let the coefficient c(i, x) to operator L be bounded from above
by a constant M: c(t,x) < Μ V (t,x) Ε QT. Then u(t,x) > 0 in QT.

Theorem 1.5. Suppose the classical solution u(t,x) to equation (5.1)

satisfies inequality

|it(£, χ) I < q under (t,x) G Γχ.

Let function f be bounded, and the coefficient c(t,x) be bounded from

above:

\f(t,x)\ < N, c(t,x) < Μ V(t,x)eQT·, q,N,M = const > 0.

 Chapter 1. Auxiliary information from functional analysis . 7

Then everywhere in QT the inequality

\u{t,x)\<em{Nt + q) (5.4)

is fulfflled.

Below we consider the equation (5.1) in the strip Π[0ιτ] = {(ί, x) | 0 <
ί < Τ, ζ e En}.

Theorem 1.6. Let function u(t,x) be continuous and lower bounded:

—d < u(t,x), d = const > 0, (t,x) G Πμ,τ]»

and in Π[0)η it has all continuous derivatives incoming in operator L and

satisßes the inequality L(u) < 0. Let coefficients αij, b{, c satisfy relations

Mt,x)I < M(\x\2 + 1), \bi(t,x)\ < M(\x\2 + 1)V2,

c(i, χ) < Μ, Μ = const > 0.

Then u(t, x) > 0 everywhere in Π[0 η ifu>0ast = 0.

Let us consider a Cauchy problem for an equation (5.1): the problem

is to find a continuous function u(t, x) in Π[0,τ] which satisfies the equation
(5.1) in Π(0)τ] and coincides with a given function φ on En as t = 0:

u(0,a:) = φ{χ), χ Ε En. (5.5)

Theorem 1.7. Let u(t, x) be a classical bounded solution of the Cauchy

problem (5.1), (5.5), and let coefficients αψ, bi of operator L be subjected
to conditions of the Theorem 1.6, and the following inequalities be satisfied:

lv(z)l <q, χ e En,

\f(t,x)\< N, c(t,χ) < M, (t,χ) Ε Π[οιΤ]; q,N,M = const > 0.
Then everywhere in Π[0ιχ]

\u{t,x)\<em{Nt + q). (5.6)

Theorems 1.4-1.7 may be referred to as the maximum principle theorems.

The proofs of Theorems 1.4-1.7 are given in Il'in et al., (1962). Other
important theorems of maximum principle see, for example in (Krilov, 1985;
Ladyzenskaja, 1967; Friedman, 1964).
8 Yu. Ya. Belov. Inverse problems for partial differential equations

Let S be a phase space of variables v\, and Sr = {υ| |υ| < R} be

a ball in S by radius R with the center in point Θ = (0, ...,0).
We consider the Cauchy problem in Π[ίο ^ for the reducing system of
parabolic equations:
L(V) = 0,

n = t 0 = Vi(\ 0<io<T. (5.7)

Here V = V(t,x) = (ν^,χ), ...,Vd(t,x)), Vto = V^(x) = (Vftx), ...,

Vj°(x)), L(V) = (L(Vi),..., L{Vd)) are real-valued vector-functions of di-
mension d and d > 1 is an integer.
Notice that the component-wise writing of the problem (5.7) is as follows:

L{Vj)= 0, Vj|t-o = Vj°, j = l,...,d.

Theorem 1.8. Let coefficient c(t,x) of the operator L(·) ( see (5.2))
be equal identically zero and the other coefficients be bounded in Π[ίθ)η
and let V(t,x) = (Vi(t,x), ...,Vd(t,x)) be a bounded classical solution of
the problem (5.7) in Π[ίθ)Τ]. Then ifVt0(x) G Sr for all χ G En then
V(t,x) G SR for all (t,x) G Π [ίο>τ] .

Proof. Assume that the statement of the Theorem 1.8 is not true. Then
there exists a point ( t ^ , a^1)) G Π[ίο Τ ] such that V ( t ^ \ x^1)) does not belong
to SR and, hence, | , a;^1^)| > R. Tangent plane to the boundary of the
ball Sr in point V = Ä F ^ 1 ) , ^ 1 ) ) / ! ^ 1 ) , ^ 1 ) ) ! is given by the equation
(n, w) = cx\wι + ... -I- a^Wd = R, where a*, i = 1,..., d, axe direction cosines
of the identity vector η = V i t ^ x W j / l V i t W . a j W ) ! · It is obvious that in
point V ^ 1 ) , : ^ 1 ) ) of phase space S
d
( n , ^ * , ^ * ) ) = Σ α ί ν Λ * { 1 ) , χ { 1 ) ) > R-
1 1
(5.8)
3=1

Since Vto(x) G SR for all χ G En, then ( n , V t o ( x ) ) < R, that is g°(x)

= αχVi° + ... + adV*° - R < 0 for all χ G En.
d
Function g(t,x) = X) aijVj(t,x) — R is a solution in Π[ίο Τ ] of the equa-
i=ι
tion L(g) = 0 with the initial data g(to,x) = go{x) < 0. According to
Theorem 1.6 the function g(t,x) < 0 for all (t,x) G Π[ίθ)χ] and, in particu-
lar, in the point (ί^,α^ 1 )). It contradicts inequality (5.8). Theorem 1.8 is
proved.
 Chapter 1. Auxiliary information from functional analysis . 9

In the case when instead of a ball SR we consider a convex domain the

result is the same. See Lemma 1 in Belov (1973) and Lemma 4.5.1 in Belov
and Kantor (1999).
Yu. Ya. Belov. Inverse problems for partial differential equations
Chapter 2.
The weak approximation method

In this chapter we present some examples reducing to the concept of the

weak approximation method and give the definition of weak approximation
of some given function by some parametric family of functions (Yanenko,
1967, 1971; Belov and Cantor, 1999). In the case of the Cauchy problem
for the sufficiently general systems of partial differential equations we could
prove the theorem of the convergence of the solutions for the split problem
to the solution of the initial problem when the split parameter tends to zero.

2.1. EXAMPLES REDUCING TO THE CONCEPT OF

THE WEAK APPROXIMATION METHOD
Let us consider some examples illustrating the notion of the weak approxi-
mation method. In all our examples parameter τ is small and positive.
Example 1.1. To solve the Cauchy problem

^ = /(<) = 0, x(0) = 0, (1.1)

for the interval [0, T] we apply the difference scheme of fractional steps

x x
=1, — = -1, = 0, (1.2)
τ τ
where xn is the value of the approximate solution in point tn = nr; xn+1/2
is the value of the approximate solution
in point tn.1-1/2 — + 1/2)τ; τι — 0,
1, . . . , Ν - 1; Ν τ = Τ; JV > 1 is an integer.
12 Yu. Ya. Belov. Inverse problems for partial differential equations

If we eliminate from the expressions (1.2) xn+1/2, then we obtain the

scheme in whole steps
χη+1 _ χη

-0, χ = 0. (1.3)

From here it folows that xn = 0 which means that it coincides with the
exact solution of the problem (1.1) in points tn.
The scheme (1.2) may be treated as follows: 1) on the first fractional
steps equation 1/2 · dx/dt = 1 is solved; 2) on the second fractional steps
equation 1/2 · dx/dt = — 1 is solved. On the whole, the following Caunchy
problem is solved
dx(t, t)
= f(r,t), i(T,0) =0, (1.4)
dt
where
2, n r < t ^ (η + \)r,
f(r,t) =
—2, (n + i ) r < i < ( n + l)r, η = 0,1,... , N - 1.

Figures 1, 2 below represent the comparative graphs of the functions f(t),

f(r,t) and the solutions x(t), χ(τ, t) of the problems (1.1), (1.4) respectively.
/ X

Τ --

1-
2 Τ' | Τ 2Τ TT Τ § r 2τ
- 2 - -

— - f(t) — - x(t)
— - /(τ,ί) — - x(r,t)
Figure 1. Figure 2.
It is easy to notice that the functions / ( r , t) approximate the function
f ( t ) in such a way that for any ί ι , ^ from [0,T]
rt2

/
Ju
(f(T,s)-f(s))ds^0 if T-»0. (1.5)

At the same time, max|x(r, t) — x(t)\ = τ/2. That is, x(r,t) uniformly
[o,n
converges to x(t) on the compact [0,T].
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