This was a course for beginning graduate students in mathematics and related subjects. It started on March 3 and ended on June 3.

The notion of a well-posed problem, * un problème bien posé, *
goes back to a famous paper by Jacques Hadamard published in 1902. In
an earlier paper in 1901 he mentioned * questions mal posées.* He
argued that the problems that are physically important are both
*possible* and *déterminé,* i.e., solvable and uniquely
solvable. He gave examples of problems that are not well posed; they
are also, he claimed, *dépourvu de signification physique.*
However, I shall show that important problems in technology, medicine,
and the natural sciences that are ill-posed abound. In fact, any
measurement, except for the most trivial ones, gives rise to an
inverse problem that is ill-posed.

Today one defines a well-posed problem as a problem that is uniquely solvable and is such that the solution depends in a continuous way on the data. If the solution depends in a discontinuous way on the data, then small errors, whether rounding off errors, measurement errors, or perturbations caused by noise, can create large deviations. Therefore the numerical treatment of ill-posed problems is a challenge.

In this course I presented examples of well-posed and ill-posed problems. I discussed mathematical methods to treat them. I took the material from the book Lavrent'ev & Savel'ev (1999), and started with its third part, that on ill-posed problems. I explained results from functional analysis and partial differential equations as needed when we went along.

*Prerequisites: * A general acquaintance with analysis. A
basic course on Fourier analysis and differential equations sufficed
to follow the course successfully.

** Exercises. ** Seven
excercises related to ill-posed problems were handed out. The
last two are about the Mumford--Shah energy and a discrete variant of
it.

**1. March 3: ** Definitions of well-posed and ill-posed
problems. Hadamard's 1902 paper with his definition of an ill-posed
problem and his two examples: the Cauchy problem for the Lapacian and
the Cauchy problem for the wave equation with data on a timelike
manifold. Examples of ill-posed problems: the backward heat equation;
the Cauchy problem for the heat equation with data on a timelike
manifold. Example from medicine and the geosciences.

**2. March 10: ** From the categories well-posed, ill-posed,
interesting, not interesting we can form four kinds of problems. Are
the problems Hadamard mentioned really not interesting? Should
certain problems be promoted from not interesting to interesting?
Why? Some physical problems giving rise to well-posed
problems. Ill-posed problems in complex analysis. Strongly and weakly
ill-posed problems. Integral equations arising from some ill-posed
problems.

**3. March 11: ** More problems in physics that lead to
ill-posed problems. Looking for minerals, or gravimetrical
measurements showing that the Cauchy problem for the Laplace equation
is interesting. Temperature measurements. Analysis of the sideways
heat equation. (Eldén, Berntsson & Reginska 2000.)

**4. March 24: ** More on the sideways heat equation. More
precise notions of wellposedness.

**5. March 25: ** Well-posedness in the sense of Tihonov
relative to a subset of the space of solutions. Regularizing
operators. Variational principle for regularizations. Stabilizing
functionals. Minimizing sequences. Construction of a stabilizing
functional on the infinite-dimensional Hilbert space
*l*^{2}, where an ellipsoid is compact if and only if the
axes tend to zero.

**6. April 1: ** How the stabilizing functional steers the
approximate solutions towards the desired solution. Regularizing
families for linear operators in Hilbert spaces. The adjoint of an
operator in Hilbert space. Construction of a regularizing family for
an injective, self-adjoint, positive, compact linear operator:
*R _{c}* = (

** 7. April 7. ** Other constructions of regularizing families.
Iterative solutions. Fredholm integral equations of the first and
second kind. Reduction of some special equations of the first kind to
the second kind. Volterra integral equations of the first and second
kind. Reduction of some special equations of the first kind to the
second kind. Construction of approximate solutions to Volterra
equations.

** 8. April 8. ** Presentation of the Greenland problem
(Exercise 5). Operator Volterra equations. Evolution equations
(beginning).

** 9. April 15. ** Fredholm integral equations of the first
kind with convex constraints: an equation * Au * = *g*,
where *A* is compact, injective and linear. We are looking for a
solution *u* in a given, boundedly compact subset of a Hilbert
space. (Brynielsson 1974.)

** 10. April 28. ** Evolution equations (cont'd). Inverse
problems in image processing. The Mumford--Shah energy (definition).

**11. April 29. ** The Mumford--Shah energy and the weak
Mumford--Shah energy. Functions of bounded variation. Existence of
an *L*^{2} function with minimal total variation in two
dimensions (the Rudin--Osher approach).

**12. May 12. ** More on functions of bounded variations.
Special functions of bounded variation. Existence of a minimizer for
the Mumford--Shah energy in one variable; in several variables.

**13. June 2. ** The Radon transformation.

**14. June 3. ** Discussion of the exercises.

*Christer*

Lennart Brynielsson (1974): On Fredholm integral equations of the
first kind with convex constraints. * SIAM J. Math. Anal. * **
5**, No. 6, 955--962.

A. Chambolle (2000): * Inverse problems in image processing and
image separation: some mathematical and numerical aspects.* Lecture
given at the School on Mathematical Problems in Image Processing,
Trieste 2000-09-4--22. 65 pp.

D. Dahl-Jensen; K. Mosegaard; N. Gundestrup; G. D. Clow;
S. J. Johnsen; A. W. Hansen; N. Balling (1998): Past temperatures
directly from the Greeenland ice sheet. * Science* **282**,
268--271.

Lars Eldén; Fredrik Berntsson; Teresa Reginska (2000): Wavelet and
Fourier mathods for solving the sideways heat equation. * SIAM
J. Sci. Computing *** 21 **, No. 6, 2187--2205.

Jaques Hadamard (1902): Sur les problèmes aux dérivées partielles
et leur signification physique. * Princeton University Bulletin,
* 49--52.

M. M. Lavrent'ev; L. Ja. Savel'ev (1999): *Teorija operatorov i
nekorrektnye zada^ci. * Novosibirsk: Izdatel'stvo Rossijskoj Akademii
Nauk, Sibirskoe Otdelenie, Institut Matematiki im. S. L. Soboleva.
702 pp. ISBN 5-86134-077-3.

M. M. Lavrent'ev; S. M. Zerkal; O. E. Trofimov (2001): *
Computer modelling in tomography and ill-posed problems. *
Utrecht, Boston, Köln, Tokyo: VSP. ISBN 90-6764-350-5.

Valdimir Maz'ya; Tatyana Shaposhnikova (1998): * Jacques
Hadamard, a universal mathematician.* American Mathematical
Society; London Mathematical Society. ISBN 0-8218-0841-9.

David Mumford; Jayant Shah (1989): Optimal approximations by
piecewise smooth functions and associated variational problems. *
Communications on Pure and Applied Mathematics *** 42**, 577--685.

A. N. Tikhonov; A. V. Goncharsky (Eds.) (1987): * Ill-posed
problems in the natural sciences.* Moscow: MIR Publishers.

A. N. Tikhonov; A. S. Leonov; A. G. Yagola (1998): * Non-linear
ill-posed problems.* Vol 1 & 2. London, Weinheim, New York, Tokyo,
Melbourne, Madras: Chapman & Hall. ISBN 0-412-78660-5.

Other books and articles of interest:

V. P. Goluyatnikov (2000): * Uniqueness questions in
reconstruction of multidimensional objects from tomography-type
projection data.* Utrecht, Boston, Köln, Tokyo: VSP. ISBN
90-6764-332-7.

Gabor T. Herman (1980): * Image reconstruction from projections:
the fundamentals of computerized tomography.* New York, London,
Toronto, Sydney, San Francisco: Academic Press. ISBN 0-12-342050-4.

Henrik Kalisch; Jerry L. Bona (2000): Models for internal waves in
deep water. * Discrete and Continuous Dynamical Systems* **
6**, No. 1, 1--20.

Charles Crosby Lyon (1984): * The solution of ill-posed systems
of linear equations in the presence of noise, with applications in
geotomography. * Master Thesis, The University of Arizona.

Last update 2003-06-03. E-mail: kiselman@math.uu.se. URL: http://www.math.uu.se/~kiselman.