text:
# Methodology of Syntheses of Knowledge: Overcoming Incorrectness of the Problems of Mathematical Modeling

## Chapter 1 Introduction

At the beginning, we should explain the title of the work and, in the first place, the meaning of the employed notions. In this regard, we assume the availability of information allowing us to formulate a mathematical model of a certain phenomenon in a traditional way. Correspondingly, the determination of unknown functions using the data of the problem is implied. If the dependence of the solution to the problem on these data with respect to the norm of the chosen space is continuous, such a problem, as a rule, belongs to the domain of analysis or, in other words, its formulation is direct.

However, the investigation of a concrete phenomenon in a variety of the determining factors with the aim of obtaining, as a final result, of qualitatively new information (the synthesis of knowledge) also envisages the realization of problems in their inverse formulation,i.e., the restoration of data using the hypothetically known solution: In other words, the restoration of the cause using its consequence, which is usually identified with the necessity of solving incorrectly formulated problems.

The purpose of the present investigation consists in the justification of the illegitimacy of this statement and, on the contrary, in a constructive development of J. Hadamard’s ideas of the existence of correctly formulated problems, adequately describing real processes and phenomena. Note that the difference between these two notions in the context of the book is unessential. However, the term ”process” accentuates a time factor.

In the focus of the attention is a natural, to our mind, issue that, as an example, can be explained by the evaluation of the integral

$$\left(A\psi \right)\left(x\right)\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1],$$
(1.1)
which amounts to the determination of the function $`f\left(x\right)`$ using given $`k(x,\xi )`$ and $`\psi \left(x\right)`$. This procedure can be easily associated with a lot of physical, as well as other, interpretations. Its realization, at least in the case of the bounded integrand, does not pose any problem.

On the other hand, if the kernel $`k(x,\xi )`$ and the right-hand side $`f\left(x\right)`$, evaluated according to Eq. (1.1), are given, it is obvious that the corresponding function $`\psi \left(x\right)`$ is objectively existent. Thus, the problem is whether it is legitimate to restore this function by means of the solution of the Fredholm integral equation of the first kind (1.1), just renaming the known and unknown components, i.e., by assuming that the function $`f\left(x\right)`$ is given and $`\psi \left(x\right)`$ is to be determined. And, generally speaking, what is the basis to argue that mathematical formulations of the direct the inverse problems can be absolutely identical?

By the way, it is very difficult to imagine the way of the formulation of the inverse problem on physical grounds explicitly, without any relation to the direct one. The fact of primitive renaming of the known and the unknown function, without any additional corrections, itself causes a protest. Thus, we put forward a thesis that a constructive approach to the formulation of inverse problems should differ from the common one. This orientation caused the presence in the title of the work the notion of methodology.

As a matter of fact, we hope to find reserves of the synthesis of the whole complex of knowledge about the phenomenon by investigating it from different sides, using formulations whose mathematical definitions are not identical. Although the use of Eq. (1.1) for the determination of $`f\left(x\right)`$ is fully justified, the problem of the restoration of the function $`\psi \left(x\right)`$ does not need to coincide with it with regard to its representation and, correspondingly, does not need to be reducible to the Fredholm integral equation of the first kind, characterized by instability of algorithms of numerical realization.

However, if there exists an alternative to the formulation of the inverse problems by means of the above-mentioned renaming of known and unknown components, it is logical to assume that corresponding formulations may possess much more attractive properties in a computational sense. From this point of view, the arguments of J. Hadamard acquire a rather concrete meaning, stimulating a search of adequate, in the given situation, and, at the same time, correct formulations of problems of mathematical physics. A constructive realization of the outlined orientation turned out to be possible in the context of the following considerations.

The reasons for the difficulties related to the solution of incorrectly formulated and essentially mathematically senseless problems are, in principle, well understood. As regards the Fredholm integral equation of the first kind (1.1), the key role is played by the mismatch between the function $`f\left(x\right)`$ and a hypothetically exact solution of the corresponding direct problem (the result of integration) in the conditions of approximations and different rounding of significant digits.

Correspondingly, considerable attention is paid to the so-called phenomenon of smoothing of information in procedures of integration. At the same time, the data of the problem, i.e., the free term $`f\left(x\right)`$ and also the kernel $`k(x,\xi )`$, are usually determined experimentally, which inevitably incurs a considerable error in Eq. (1.1). In this regard, we should point out the dominance of the methodology of A. N. Tikhonov that is based on objective incorrectness of the formulation of most problems of mathematical simulation.

There appears a rather obvious, as it seems, question: Why not take into account in practice the above-mentioned errors in the formulation of problems, instead of merely bearing them in mind when identifying the reasons for computational discrepancies? One can assume that an adequate simulation of the error may contribute to a correct formulation of problems that are considered to be inverse.

The adequacy implies, in the first place, the structure of the representation of the error. In this regard, let us turn to the procedure of integration (1.1). On the basis of general considerations, it is logical to represent the loss of information about the function $`\psi \left(x\right)`$ in the evaluation of $`f\left(x\right)`$ in the form

$$\left(\delta f\right)\left(x\right)=\psi \left(x\right)\lambda \underset{1}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi ,x[0,1].$$
(1.2)
Here, the function $`\psi \left(x\right)`$, $`x[1,0)`$, the kernel $`h(x,\xi )`$ and the parameter $`\lambda `$ should satisfy the requirement of the realization of the condition of the type $`\left(\delta f\right)\left(x\right)=0`$ in $`L_2(0,1)`$ for $`\psi \left(x\right)`$, $`x[0,1]`$ from a rather representative class. As will be shown, this requirement does not pose a considerable problem.

Thus, the outlined structure embodies the difference between the function $`\psi \left(x\right)`$, subject to integration, and a close expression that, in turn, appears as a result of the execution of an analogous procedure. One should note the absence of any a priori premises of self-sufficiency of (1.2) in achieving the goal, namely, a correct formulation of the problem of the restoration of the function $`\psi \left(x\right)`$ on the basis of the data of (1.1). In other words, we rather put forward a hypothesis about priority importance of a qualitative side of the model of smoothing of information.

In light of the above, instead of the traditional incorrectly formulated problem (1.1) for the determination of the function $`\psi \left(x\right)`$, the following system of equations is employed:

$$\mu \left(A\psi \right)\left(x\right)=\mu f\left(x\right)+\left(\delta f\right)\left(x\right);\left(\delta f\right)\left(x\right)=0,x[0,1],$$

where $`\mu `$ is a parameter, analogous to $`\lambda `$.

As a result of comparatively simple transformations, we managed to reduce the considered problem to the solution of the Fredholm integral equation of the second kind with more favorable properties for numerical realization. We assume the absence of singularities as well as oscillations of the kernel, not caused by $`k(x,\xi )`$, i.e., those that are enforced by the employed algorithm.

Aside from explicit presence of the sought function and, in general, the structure of the representation of the error (1.2), a necessary condition turned out to be the completeness of the kernel

$$h(x,\xi )=\frac{1r^2}{12r\mathrm{cos}\left[2\pi \left(x\xi \right)+r^2\right]},0<\left|r\right|<1,$$

whereas the simplification of the evaluation proved to be possible due to its symmetry $`h\left(x\right)h\left(x\pm 1\right)`$ and dependence on the difference of the arguments.

However, a broad class of linear boundary-value and initial-boundary-value problems of mathematical physics can be rather elementarily reduced to the Fredholm integral equations of the first kind. As a result, the above-mentioned procedure can be considered as an efficient method of their numerical realization. This statement is illustrated by the following example:

$$_x^2u+_y^2u=1,u=0,x=y=0;x=y=1.$$
(1.3)
Form the notation $`_x^2u=\psi `$, in view of (1.3), it follows:

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{x}{}}\left(1\xi \right)\right]\psi (\xi ,y)d\xi ;$$
(1.4)
$$u(x,y)=\frac{1}{2}y\left(1y\right)\left[\underset{0}{\overset{y}{}}\left(y\eta \right)y\underset{0}{\overset{y}{}}\left(1\eta \right)\right]\psi (x,\eta )d\eta .$$
(1.5)
The elimination of the function $`u(x,y)`$ leads to a two-dimensional Fredholm integral equation of the first kind. In the case of conditions on the contour of a more general type, one can use, for example the following relation: $`_x^2u+u=\psi `$. The outlined scheme is practically indifferent to the type and order of differential operators, the presence of variable coefficients, the configuration of the boundary of the domain of the function and some other factors that usually complicate the realization of numerical algorithms.

It should be noted that the dimensionality of the boundary-value problem, regarding its further reduction to the Fredholm integral equation of the first kind, is of no principal importance, because this procedure is, in fact, performed with respect to one variable while the rest play the role of particular parameters. By the way, in this context, the conventional division of problems of mathematical simulation into direct and inverse becomes rather conditional.

Nonlinear boundary-value and initial-boundary-value problems are, in general, analogously reduced to nonlinear integral equations of the second kind that are specially adopted for an effective realization of iterative algorithms.

Perhaps, the motivation of the proposed investigation could be of certain interest. At the beginning, the author was confused by the absence in the specialized literature of a clear statement of the universality of the presented method of the reduction of problems of mathematical physics to the Fredholm integral equations of the first kind. Given the complexity of the solution of incorrect problems, the factor of the elimination of boundary and initial conditions as well as a placement of the whole lot of initial data in the kernels of derived equations seems to be rather attractive. Indeed, a conventional classification of problems according to the complexity of their numerical realization, in fact, vanishes, and the construction of an effective algorithm of the solution of the Fredholm integral equation of the first kind appears in the foreground.

At the same time, a specific degeneracy of the relations for the new unknown function $`\psi `$, generating the representation (1.4), (1.5), is worth noting. There appears a natural question: Is there a possibility to reduce boundary-value problems to equations with more acceptable properties (in the sense of a numerical realization) by means of relations between the functions $`u`$ and $`\psi `$ of a more general type. For example, setting

$$u(x,y)=\left[\underset{0}{\overset{x}{}}K(x,y,\xi )x\underset{0}{\overset{x}{}}K(1,y,\xi )\right]\psi (\xi ,y)d\xi ,$$

where

$$K(x,y,x)0,x,y[0,1],$$

can one complete the definition of the kernel $`K(x,y,\xi )`$ to reduce the problem (1.3) to the Fredholm integral equation of the second kind with respect to the function $`\psi `$? However, an attempt to do something like this did not succeed.

Analogously, no results were yielded by attempts to reduce the considered problems to integral equations of the first kind $`B\psi =A\psi +f`$, with the operator $`B`$ having a suitable inversion form \[by analogy with (1.1), $`A`$ and $`f`$ characterize the data of a concrete problem\]. At the same time, this did not mean that one could not realize, in principle, the algorithm of a derivation by means of transformations of the Fredholm integral equation of the second kind.

The use of the model of smoothing of information by means of integration of the type (1.2) proved to be constructive. In this regard, a profound elaboration of methodological aspects of correct formulation of problems of mathematical physics proved to be necessary.

In section 2, we analyze J. Hadamard’s arguments concerning the issue of correct formulation of problems for partial differential equations. Both related and alternative positions on this issue of known specialists are also illuminated. Different interpretations of contextually close Banach’s inverse operator theorem, one of the three main principles of functional analysis, are given.

Section 3 contains a critical review of methods of the solution of incorrect problems, based, in the first place, on the concepts of A. N. Tikhonov and V. M. Fridman. We express considerations on the reasons for a crisis in the field of mathematical simulation, related to an orientation at the use of incorrect formulations that reduce to a numerical realization of ill-defined algebraic systems.

The material of section 4, in a sense refracts principle difficulties, accompanying the solution of incorrectly formulated problems, by the prism of fundamental concepts of J. Hadamard and S. Banach. In this context, we formulate general premises for correct formulation of problems of mathematical simulations, traditionally associated with the Fredholm integral equations of the first kind.

Section 5 is devoted to the presentation of an original approach to the solution of a canonical equation of the above-mentioned type and is basic constructively. Here we investigate issues related to the simulation of the error and to the transformation of the initial formulation. We give an algorithm of the reduction of the problem to the Fredholm integral equation of the second kind. and also consider corresponding aspects of methodological character.

In section 6, we concretely demonstrate the universality of the technique of the reduction of linear boundary-value and initial-boundary-value problems to Fredholm integral equations of the first kind with respect to one of high-order derivatives. We also demonstrate an extension to them of the algorithm of the previous section.

Section 7 develops the outlined orientation involving into the sphere of effective realization sufficiently nontrivial applications (including factors of nonlinearity, singular perturbations and some other). The presentation of the material has the form of sketches.

In section Conclusions, we summarize the main points of the proposed investigation from the position of priority importance of correct formulation of problems of mathematical physics for their numerical realization.

Mathematical techniques employed in the presentation of the material is comparatively simple: basics of the classical theory of integral equations; elements of functional analysis; general principles of formulations of problems of mathematical physics and methods of their solution.

The literature to each section is given in reference order. We refer mainly to original publications and those ones that treat the subject in most detail. Sections and subsections (chapters and paragraphs of the literature sources) are denoted, respectively, as section 1, section 1.1, sections 1.1, 1.2.

The author has published about 30 papers on the subject of this investigation in leading scientific journals and conference proceedings. All these publications are written by the author on his own. They clearly state the general orientation of the investigation and the means of its practical realization. However, only by turning to the methodology of correct formulation of problems of mathematical physics, the author managed to provide the justification of the developed approach.

The concepts, described below, were formed at different stages under the influence of well-known specialists, in particular: Profs. S. M. Belonosov, P. M. Varvak, E. S. Wentzel, N. A. Virchenko, Yu. V. Gandel, Yu. A. Danilov, V. A. Dobrushkin, M. D. Dolberg, N. T. Zhadrasinov, P. A. Zhilin, B. Y. Kantor, V. V. Kopasenko, K. A. Lurie, S. G. Mikhlin, N. F. Morozov, M. V. Paukshto, A. S. Sakharov, E. A. Simson, V. C. Ryabenkii, L. A. Filshtinskii, N. P. Fleishman, D. G. Khlebnikov, A. V. Cherkaev, I. Y. Chudinovich, I. D. Chueshov, V. A. Shterbina, as well as Corresponding Member of The Academy of Sciences of the USSR A. I. Lurie, Academician of the National Academy of Sciences of Ukraine V. L. Rvachev, Prof. E. B. Koreneva, and Senior Researcher I. Z. Reutfarb.

Prof. S. N. Kan stimulated the author’s interest in the development of approximate methods of the solution of problems of engineering mechanics. The author acknowledges the influence of Prof. L. P. Vinokurov, who supported the reorientation of the author’s interest beyond the framework of the outlined Dr. Sc. Thesis. Of great importance were discussions with Profs. B. G. Korenev and P. I. Perlin. For a long period, the author enjoyed discussions with Prof. G. I. Drinfeld, who gave valuable advices.

The author’s investigations were supported by his employers: The Department of Engineering Mechanics of Kharkov Civil-Engineering Institute (Prof. V. P. Sachko, Rector; Prof. A. V. Borisov, Head of the Department; A. S. Shevchenko, Head of ONIL; Profs. V. A. Voblykh, N. M. Grigoriants, V. I. Pustynnikov, N. V. Zinchenko); North-Eastern Research Center of the National Academy of Sciences of Ukraine (P. T. Bubenko, Ph.D., Director; Prof. V. A. Fedynskii, Scientific Secretary; A. L. Razumovskii. Head of the Department); Joint-Stock Company ”Research-Tecnological Institute for Transcription, Translation and Replication” (S. I. Chernyshov, President; V. M. Zamolotskii, Vice-Presedent; S. I. Dotsenko, Director); Joint-Stock Company ”Interregional Electric-Energetic Association” (A. L. Livshits, Ph.D., President; V. G. Katsman, General Director); Joint-Stock Company ”Ukrainian Information Systems” (Prof. E. A. Simson, President; V. B. Liubetskaya, Head of the Board); Joint-Stock Company ”AVEC” (A. B. Feldman, President; G. K. Bronshpak, President Adviser; S. V. Ingultsov, Head of the Analytical Department.

An important role in the development of the ideas of causal relations was played by applied studies of interdisciplinary problems carried out in close collaboration with the following specialists: Profs. N. N. Vnukova, V. M, Moskvin; I.G. Kiuila, Dr. Sc.; Profs. L. B. Gerjula, A. S. Gugel, E. A. Moldavskii, V. A. Filshtinskii,V. A. Frydynskii; V. E. Vasiliev, Ph.D.; S. I. Dotsenko, Ph.D.; V. M. Zamolotskii, Ph.D.; Director of Ecological Center ”Region” V. V. Ganichev; Vice-Director of PEO ”Kharkovenergo” S. T. Prishtepov.

Of great support were long-term friendly relations with A. V. Dolgarev, A. I. Korobov, A. Mangubi, A. L. Razumovskii, A. S. Shevchenko, I. G. Shepelenko, V. V. Shestakov, and K. Z. Yagudin.

The author thanks Sergey V. Kuplevakhsky for translating the manuscript into English and Ilya Stepanov for computer processing of the text.

While preparing the present version, we have corrected typographic errors noticed in www.pelbook.narod.ru, added four footnotes, two literature references in sections 2, 3 and Appendix.

## Chapter 2 The issue of the correct formulation of problems of mathematical physics

### 2.1 Hadamard’s definition of correctness

J. Hadamard has defined two conditions that should be satisfied by a correctly formulated boundary-value (initial-boundary-value) problem for partial differential equations: existence and uniqueness of the solution ( , p. 12).<sup>1</sup><sup>1</sup>1For the first time, the concept of correct formulation was put forward by J. Hadamard in his article of 1902. At the same time, the third condition of Hadamard’s definition of correctness is well-known that concerns continuous dependence on the data of the problem. Indeed, he paid serious attention to the investigation of this issue with regard to Cauchy-Kovalevskaya’s theorem concerned with the solution of the differential equation

$$_t^ku=f(t,x_1,x_2,\mathrm{},x_n,_tu,_{x_1}u,_{x_2}u,\mathrm{},_{x_n}^ku)$$
(2.1)
(a system of analogous equations), where $`f`$ is an analytical function of its arguments in the vicinity of the origin of coordinates, with initial conditions

$$u(0,x_1,x_2,\mathrm{},x_n)=\phi _0(x_1,x_2,\mathrm{},x_n);$$

$$\mathrm{}$$
(2.2)
$$_t^{k1}u(0,x_1,x_2,\mathrm{},x_n)=\phi _{k1}(x_1,x_2,\mathrm{},x_n).$$

As is pointed out by J. Hadamard, the consideration of the problem (2.1), (2.2), named after Cauchy, raises three questions (, p. 17):

1) Does it admit a solution?

2) Is the solution unique? (In general, is the problem correctly formulated?)

3) How the solution can be actually derived?

Cauchy-Kovalevskaya’s theorem (in its authors’ interpretation) states that, except for some special cases, the above-mentioned problem admits a unique solution that is analytical at the origin of coordinates. Moreover, the functions $`\phi _0`$,…, $`\phi _{k1}`$ can be not only analytical but regular, i.e., continuous together with their derivatives up to a certain order. A possibility of a uniform approximation of $`\phi _0`$,…, $`\phi _{k1}`$ by Taylor series expansions in powers of $`x_1`$, …, $`x_n`$ , retaining all operations on analytical functions (including differentiation up to a corresponding order), is implied.

However, such an approach was strongly criticized by J. Hadamard. In his opinion, the question is not how such an approximation affects the initial data, but rather what is an effect on the solution? He emphasized the non-equivalence of the notion of small perturbation for given Cauchy’s problem and of the solution to this problem (, p. 39). In this regard, J. Hadamard presented his prominent example of a solution of the differential equation

$$_t^2u+_x^2u=0,$$
(2.3)
subject to the conditions

$$u(x,0)=0;_tu(0,x)=\alpha _n\mathrm{sin}\left(nx\right),$$
(2.4)
where $`\alpha _n`$ is a rapidly decreasing function of $`n`$.

The expression on the right-hand side of (2.4) can be arbitrarily small. Nevertheless, the problem admits the solution

$$u(x,t)=\frac{\alpha _n}{n}\mathrm{sin}\left(nx\right)\mathrm{sinh}\left(nt\right).$$
(2.5)
For $`\alpha _n=1/n`$ or $`1/n^\mu `$, or $`e^\sqrt{n}`$, this solution is rather large for any nonzero $`t`$, because of the prevailing growth of $`e^{nt}`$ and, correspondingly, of $`\mathrm{sinh}\left(nt\right)`$. Thus, the function (2.5) does not depend continuously on the initial data and, as a result, the problem (2.3), (2.4) is incorrect.

Concerning the regularity of the right-hand side of (2.2), J. Hadamard remarked: ”…actually, one of the most curious facts of the theory is that equations, seemingly very close to each other, behave in a completely different way” (, p. 29).

A large number of investigations devoted to the issue of the correct formulation of Cauchy’s problems. The authors of these investigations concerned themselves with specification of corresponding classes of differential equations and with minimization of requirements imposed on the initial data (see ). However, we are mostly interested in the actual character of the dependence of the solution on the data of the problem and, in this regard, the classic J. Hadamard’s statement that ”an analytical problem is always correctly formulated in the above-mentioned sense, when there exists a mechanical or physical interpretation of the question” (, p. 38).

As was pointed out by V. Y. Arsenin and A. N. Tikhonov , the latter questioned the legitimacy of studies of incorrect problems, specified by the authors as the following: the solution of integral equations of the first kind; differentiation of approximately known functions; numerical summation of Fourier series whose coefficients are approximately known in the metric $`l_2`$; analytical continuation of functions; the solution of inverse problems of gravimetry and of ill-defined systems of linear algebraic equations; minimization of functionals for divergent sequences of coordinate elements; some problems of linear programming and of optimal control; the design of optimal systems and, in particular, the synthesis of aerials. It is emphasized that this list is by no means complete, because incorrect problems appear in investigations of a broad spectrum of problems of physics and engineering.

In his talk at the meeting of the Moscow Mathematical Society devoted to J. Hadamard’s memory, G. E. Shilov said the following : ”Our time has brought about corrections in Hadamard’s instructions, because it turned out that incorrect, according to Hadamard, problems could have meaning (as, e.g., the problem of restoration of a potential from scattering data). However, the studies of correct problems, proclaimed by Hadamard, was a cementing means for the formation of the whole theory” (functional analysis is implied). This quotation is borrowed from a biographical sketch by E. M. Polishtuk and T. O. Shaposhnikova , where it is also pointed out that in the course of time J. Hadamard’s opinion about the importance for practice of exclusively correct problems was understood in a less absolute sense.

At the same time, rather sharp statements were made:

” And what is more, Hadamard put forward a statement that incorrect problems had no sense at all. Since (as can be seen from a modern point of view) most applied problems, represented by equations of the first kind, are incorrect, this statement of the outstanding scientist, apparently, strongly slowed down in 1920-1950’s the development of the theory, methods and practice of the solution of problems of this class” (, p. 12).

”Until quite recently, it was thought that incorrect problems had no physical sense and that it was unreasonable to solve them. However, there are many important applied problems of physics, engineering, geology, astronomy, mechanics, etc., whose mathematical description is adequate although they are incorrect, which poses an actual problem of the development of efficient methods of their solution” (, p. 225).<sup>2</sup><sup>2</sup>2In the context of what follows, we draw attention to the ”adequate description”.

”From the results of this work \[of A. N. Tikhonov\] followed a limitation of the well-known notion of J. Hadamard  of a correctly formulated problem of mathematical physics, which was of indisputable methodological interest, and inconsistency of Hadamard’s thesis, wide-spread among investigators, that any incorrectly formulated problem of mathematical physics was unphysical.” (, p. 3).

”For a long time, activities related to the analysis and solution of problems called incorrect used to be relegated (by famous mathematicians too) to the domain of metaphysics” (, p. 126). ”A prevailing number of mathematicians (including Hadamard) expressed.their attitude towards this problem in the following way: If a certain problem does not meet the requirements of correctness, it is of no practical interest and, hence, does not need to be solved” (, p.127) (I. G. Preobrazhenskii, the author of the section ”Incorrect problems of mathematical physics”).

Note that the latter paper most distinctively reveals the style that causes a principal objection. Thus, A. Poincaré is accused of inconsistency of methodological views on the nature of causal relationship () (”The Last Thoughts”). Indeed, the text does not contain any evidence that he makes a fetish of the problem of restoration of the cause from the effect. On this basis, a conclusion is made about the great scientist’s misunderstanding of the essence of instability of computation procedures inherent to incorrect problems and, in particular, to integral equations of the first kind.<sup>3</sup><sup>3</sup>3In particular, the exact statement reads: ”However, one must remember that vagueness of philosophical positions of some scientists in the West, even rather renown, results in the fact that, based on correct starting points, they draw rather inaccurate conclusions, repeating old mistakes of, for example, A. Poincaré, who writes: ’If two organisms are identical, or simply similar, this similarity could not occur by chance, and we can assert that they lived under the same conditions…’ In other words, the fact of possible incorrectness of the inverse problem is completely ignored.” However, one would hardly mention Poincaré’s mistakes… if modern ”spontaneous supporters of the principle of determinism did not repeat them” ( , p. 134).

The adequacy of employed models to considered concrete processes is not even touched on. Thus, a quite legitimate question arises: How does one know that A. Poincaré, if necessary, could not find a way of a mathematically correct formulation of the same physical problems? Anyway, is there any contradiction in general arguments for the existence of such a possibility, including the aspects of its constructive realization?

By the way, exactly A. Poincaré repeatedly mention J. Hadamard while establishing a relationship between the correct formulation of problems and a practical realization of employed models. We draw attention to an expressive thesis: ”If a physical problem reduces to an analytical one, such as (2.3), (2.4), it will seem to us that it is governed by a pure occasion (according to Poincaré, it means that determinism is violated) and it does not obey any law” (, p. 43).

In light of the above, the arguments of I. Prigogine and I. Stengers  are of interest: ”…one can speak of a ’physical law’ of some phenomenon only in the case when this phenomenon is ’coarse’ with respect to a limiting transition from a description with a finite accuracy to that with an infinite accuracy and thus inaccessible to any observer, whoever he may be” (p. 9). ”Scientist in a hundred different ways expressed their astonishment that a correct formulation of the question allows them to solve any puzzle suggested by nature” (p. 44).

Thus, underlined are: first, methodological importance of correct formulation of problems of mathematical physics; second, a leading role of the employed procedures and, finally, substantial influence of the quality of their realization on the degree of complexity of obtaining the final result. In other words, one and the same problem can be better or worse formulated. The above-mentioned statement, which is, essentially, the same hypothesis of J. Hadamard, as a matter of fact, implies a possibility of a ”good” (correct) formulation of any meaningful problem and, consequently, can be interpreted as having a global orientation.

In this regard, one can establish an obvious relationship to D. Hilbert’s comments on his 20th problems that suggested a possibility of correct formulation of arbitrary boundary-value problems of mathematical physics by means of special requirements on boundary values of corresponding functions (a type of continuity or piecewise differentiability up to a certain order) and, by necessity, by giving an extended interpretation to the notion of the solution (, pp. 54-55).

For the first time, the three conditions of the correctness of problems of mathematical physics were clearly pointed out by D. Hilbert and R. Courant ( , pp. 199-200): existence, uniqueness and continuous dependence of the solution on the data of the problem. Concerning the last, they say: ”…it has crucial importance and is by no means trivial… A mathematical problem can be considered adequate to the description of real phenomena only in the case when a change of given data in sufficiently narrow limits is matched by an alike small, i.e. restricted by predetermined limits, change of the solution”.

V. A. Steklov’s position is quite analogous (, p. 62): ”…if differential equations with the above-mentioned initial and boundary conditions are not constructed on erroneous grounds, are not in direct contradiction to the reality, they must yield for each problem a unique and completely definite solution…”. Along the same lines, I. G. Petrovskii writes (, p. 87): ’The above-mentioned arguments for the correct formulation of Cauchy’s problem show that other boundary-value problems for partial differential equations are of interest for natural science only in the case when there is, in a sense, continuous dependence of the solution on boundary conditions”.

S. L. Sobolev is less categorical (, p. 38): ”The solution to an incorrectly formulated problem in most cases has no practical value”.

Of considerable interest is the opinion of V. S, Vladimirov (, p. 69): ”The issue of finding correct formulations of problems of mathematical physics and methods of their solution (exact or approximate) is the main content of the subject of equations of mathematical physics”.

V. V. Novozhilov, in fact, drew attention to the potential of variation of the formulation of the considered problem with the aim of the simplification of the procedure of its numerical realization (, p. 352): ”The absence in the term ”a mathematical model” of the indication of its inevitable approximate character leaves way for a formal mathematical approach to models, disregarding those concrete problems for whose solution they were intended, which is, unfortunately, wide-spread at present”.

### 2.2 J. Hadamard’s hypothesis and incorrectness of ”real” problems

Thus, J. Hadamard and other outstanding scientists thought that any physically interpretable problem could be correctly formulated. However, a quite opposite point of view dominates in modern publications. Indeed, a visibly larger part of practically important problems considered therein are incorrect. However, is the actual methodology of mathematical formulation of these problems and, correspondingly, the results of its refraction with respect to realities adequate?

Here we will not elaborate on something like general principles of the construction of differential equations, and, generally speaking, it is reasonable at the beginning to restrict the question to the following: What arguments allow one to conclude that an incorrectly formulated problem adequately describes an observable phenomenon or a potentially real process? In this regard, let us turn to the procedure of the solution of the Fredholm integral equation of the first kind

$$\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1],$$
(2.6)
which is a classical incorrect problem: the kernel $`k(x,\xi )`$and the free term $`f\left(x\right)`$ are given; the function $`\psi \left(x\right)`$ is to be restored.

For definitiveness, let the kernel $`k`$ be symmetric and closed, i.e. $`k(x,\xi )k(\xi ,x)`$ and its eigenfunctions $`\overline{\psi }_n\left(x\right)`$, being nontrivial solutions of the integral equation

$$\psi \left(x\right)=\lambda \underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1]$$

with characteristic numbers $`\lambda =\lambda _n`$, $`n=1,2,\mathrm{}`$, form a complete in $`L_2(0,1)`$orthogonal system of elements. Besides, the function $`f\left(x\right)L_2(0,1)`$. In this case, according to Picard’s theorem, the solution to Eq. (2.6) exists and is unique under the condition (see, e.g., )

$$\underset{n=1}{\overset{\mathrm{}}{}}\alpha _n^2\lambda _n^2<\mathrm{},\alpha _n=\underset{0}{\overset{1}{}}f\left(x\right)\overline{\psi }_n\left(x\right)𝑑x.$$
(2.7)
If we assume that all the above-mentioned conditions are fulfilled, there is still the third condition of correctness that, as is known (, p. 69), is not satisfied by Eq. (2.6). Numerous literature references clearly illustrate an inadequately strong influence on the solution of small perturbations of the data of the problem, in the first place of $`f\left(x\right)`$. As a rule, this function is determined experimentally and mismatch the kernel $`k(x,\xi )`$ with respect to smoothness. Thus, Eq. (2.6), strictly speaking, looses sense. At the same time, a possibility of an equivalent description of realistic problems by means of integral equations of the first kind is indisputably admitted at present, which is confirmed by their colossal list .

Let us specify Eq. (2.6):

$$k(x,\xi )=\{\begin{array}{c}\left(1x\right)\xi ,0\xi x;\\ x\left(1\xi \right),x\xi 1;\end{array}f\left(x\right)=\frac{1}{\left(m\pi \right)^2}\mathrm{sin}\left(m\pi x\right),$$
(2.8)
where $`m`$ is an integer.

For this choice, $`\overline{\psi }_n\left(x\right)=\mathrm{sin}\left(n\pi x\right)`$; $`\lambda `$$`{}_{n}{}^{}=\left(n\pi \right)^2`$, $`n=1,2,\mathrm{}`$ . The use of Mercer’s theorem , according to which

$$k(x,\xi )=\underset{n=1}{\overset{\mathrm{}}{}}\frac{\overline{\psi }_n\left(x\right)\overline{\psi }_n\left(\xi \right)}{\lambda _n},$$

and a representation of $`\psi \left(x\right)`$ as a series expansion in terms of $`\overline{\psi }_n\left(x\right)`$ with undetermined coefficients allows one to find the solution to Eq. (2.6):

$$\psi \left(x\right)=\mathrm{sin}\left(m\pi x\right).$$
(2.9)
However, the procedure of calculations turned out to be so simple owing to a special choice of the data of the problem. If this is not the case or in the case of the solution of Eq. (2.6) with the kernel and the free term (2.8) by means of one of numerical methods, the complexity of the realization of a an approximation of sufficiently high order is practically identical to the most general situation, characterized by an error in the determination of $`f\left(x\right)`$ and $`k(x,\xi )`$.<sup>4</sup><sup>4</sup>4This complexity implies an ill definition of systems of linear algebraic equations obtained as a result of some sort of discretization. The methods allowing one to overcome this difficulty are discussed in section 3. As a matter of fact, even if the data are objectively compatible, the incorrectness of Eq. (2.6) is incurred by an error in the approximation of $`f`$ and $`k`$ and also by rounding off the digits by the computer.

The key factor of the incorrectness of Eq. (2.6) follows from a comparison of the free term (2.8) with the solution (2.9). Indeed, by increasing $`m`$, the function $`f\left(x\right)`$ can be made arbitrarily small without any change of the amplitude value of $`\psi \left(x\right)`$. Correspondingly, any error in the calculations with $`f\left(x\right)`$ is projected onto $`\psi \left(x\right)`$ with the factor $`m^2`$. The mechanism of this effect related to the smoothing of information about the sought function by the procedure of integration will be repeatedly discussed in what follows.

However, let us return to the question of the relation of an incorrect formulation to the reality. In this regard, we draw attention to the following. By considering (2.6) as the Fredholm integral equation of the first kind (the function $`\psi `$ is to be determined), we mean the solution of the inverse problem (I). However, equation (2.6) can be used for the solution of the corresponding direct problem (D): the determination of the function $`f\left(x\right)`$ from the data $`k(x,\xi )`$ and $`\psi \left(x\right)`$. This procedure is correct and thus is radically simple than the problem I. It is sufficient to note the absence of any principal difference between an essentially numerical realization and the integration of expressions (2.8), (2.9) in the analytical form.

Here we want to draw attention to an issue that seems to be of substantial importance. The problem D, as a rule, is transparent: in its categories, we quite naturally model current processes and phenomena by, which should be emphasized, explicit means of linear superposition. Correspondingly, if, for instance, $`k(x,\xi )`$ is a characteristic of the media and $`\psi \left(x\right)`$ is intensity of external influence, a resulting effect in this or that subject sphere is to be elementarily summed up.

The situation is diametrically different for the problem I. One could hardly point out any realistic process (phenomenon) for which it could be formulated in mathematical terms directly on the basis of the subject sphere. In other words, without any relation to the problem D, which commonly implies a transformation of the latter into the problem I by means of mechanical renaming of known and unknown components.

In our opinion, the methodology, which states the adequacy of the problem I, obtained by the above-mentioned renaming of the components, to the realities on the basis of a quality information about a concrete problem D, is profoundly erroneous. Correspondingly, the statements of experts who reject J. Hadamard’s hypothesis of the existence of correct formulations of problems of mathematical physics should be considered unjustified.

Let us turn to the problem D that describes some realistic process (2.6).For this process, the determination of $`\psi \left(x\right)`$ from the data $`k(x,\xi )`$ and $`f\left(x\right)`$, i.e. the formulation of the corresponding inverse problem that will be denoted as I$`^{^{}}`$, is, of course, reasonable. Suppose that in this case J. Hadamard’s hypothesis is correct, and, hence, the problem I$`^{^{}}`$ is correct. However, the problem I’, the solution of the Fredholm integral equation of the first kind (2.6), is incorrect by definition.

The conclusion is obvious: Mathematical formulations of the problems I and I$`^{^{}}`$ are non-identical. As a result, the formulation of the problem I$`^{^{}}`$ cannot be restricted to readdressing the status of the unknown variable between the functions $`f`$ and $`\psi `$ in the problem D. Note in this regard that constructive methodology of the correct formulation of the problem I$`^{^{}}`$ is the basis of the subject and the main objective of the present investigation.

The above arguments seem to be rather convincing, however, at this stage of our consideration, we can neither prove the correctness of J. Hadamard’s hypothesis nor illustrate its constructive character with respect to separate classes of problems. One should also bear in mind that, using special methods, the solution of the incorrect problem I, as a rule, can be obtained with accuracy that is considered to be practically acceptable. In this regard, the question arises: Should one aim at the correct formulation I$`^{^{}}`$, if the algorithm of the calculation of the function $`\psi \left(x\right)`$ in the formulation of the problem I in some way realizes its regularization? This implies a well-known deformation of the formulation I with the use of a small parameter that yields the property of correct solvability.

Thus, can the algorithm to a full extent, including the efficiency of numerical realization, level off the principal difficulties inherent to the incorrectness of the problem I in the form (2.6)? It is clear that the answer is definitely negative: Otherwise, the deep-rooted differentiation of problems in correctly and incorrectly formulated ones would make no sense.

Furthermore, the indicated difference is of exceptional importance, because correctness of the formulation is a criterion of a qualitative level, whereas the efficiency of a method of the solution of the Fredholm integral equation of the first kind can be estimated only in terms of quantitative factors of a palliative property. The latter is caused by a direct relationship between a degree of regularization and the deformation (distortion) of the problem I.

What is, however, the actual difference in the interpretation of the formulations I and I$`^{^{}}`$? The answer to this question is the basic concept of the suggested approach. At this stage, we only note that a transformation of the formulation I into the formulation I’ will be mostly qualitative and will be realized by means of zero in $`L_2(0,1)`$ perturbation of Eq. (2.6), modeling the phenomenon of smoothing of information.

### 2.3 Banach’s theorem on the inverse operator

Let us quote (, p. 175): ”First, Hadamard defined the correctness of the problem by the conditions of solvability and uniqueness and strongly insisted on continuous dependence of the solution on the initial data only in the consideration of Cauchy’s problem. In the book ”The theory of partial differential equations”, published in Peking a year after his death, he wrote: ’This third condition that we introduced in ”Lectures on Cauchy’s problem…” but did not consider as part of well formulated problems, was added, quite justified, by Hilbert and Courant . Here, we accept their point of view.”’

E. M. Polishuk and T. O. Shaposhnikova made the following comment on this text , pp. 175-176\]: ”From a mathematical point of view, the question of the necessity of the requirement of the continuity of the solution with respect to the data seems to be rather delicate. As a matter of fact, according Banach’s well-know theorem on closed graph, unique solvability of a linear problem leads to boundedness of the inverse operator and, thus, continuous dependence of the solution on the right-hand sides.” It is pointed out that variations of the coefficients of differential equations and of the boundary of the considered domain can also influence the solution of the problem; hence, the use of the three conditions of the correctness is preferable.

At the same time, Banach’s theorem on the inverse operator (, pp. 34-36), being a consequence of the above-mentioned one, is more closely related to the considered issue. Its formulation, given by A. I. Kolmogorov and S. V. Fomin, is the following (, pp. 259-260): Let $`A`$ be a linear bounded operator that maps a Banach space $`B_1`$ in a one-to-one fashion onto a Banach space $`B_2`$. Then the inverse operator $`A^1`$ is unique.

In addition, L. A. Lyusternik and V. I. Sobolev (, pp. 159-161) emphasized that a one-to-one mapping of the whole Banach space $`B_1`$ onto the whole Banach space $`B_2`$ is implied. Besides, a situation is discussed when ”…an operator, being the inverse of a bounded operator, although linear, turn out to be defined not on the whole space $`B_2`$ but only on a certain linear manifold and unbounded on this manifold”.

A somewhat different interpretation of the same theorem in (, p. 60) is reduced to the following: If a linear bounded operator $`A`$ that maps a Banach space $`B_1`$ onto a Banach space $`B_2`$ has an inverse $`A^1`$, then $`A^1`$ is bounded. It is pointed out that this statement becomes invalid if one gives up the requirement of completeness of one of the spaces. There is also a clarification: The existence and uniqueness of the solution of the equation $`A\psi =f`$ with an arbitrary right-hand side from $`B_2`$ leads to continuous dependence of the solution $`\psi =A^1f`$ on $`f`$.

L. V. Kantorovich and G. P. Akilov made an addition concerning a mapping under the specified conditions onto a closed subspace of the Banach space $`B_2`$ (, p. 454). As a matter of fact, a closed subspace of a Banach space is itself a Banach space.

S. G. Mikhlin gave a proof of the theorem (, p. 507): For the linear problem $`A\psi =f`$ to be correct in a pair of Banach spaces $`B_1`$, $`B_2`$, it is necessary and sufficient that the operator $`A^1`$ exist, be bounded and map the whole space $`B_2`$ onto $`B_1`$ . At the same time, the author made a clear division between the category of the existence and uniqueness of the solution of the boundary-value problem and its correctness as a whole, which implies, as a result, continuous dependence on the data (the third condition according to Hadamard). In this regard, note a typical definition: ”A boundary-value problem is called correct in a pair of Banach spaces $`B_1`$, $`B_2`$ if its solution is unique in $`B_1`$ and exists for any data from $`B_2`$, and if an arbitrarily small change of the solution in the norm $`B_1`$ corresponds to a sufficiently small change of the initial data in the norm $`B_2`$” (p. 204).

It is emphasized that the considered problem may turn out to be correct in one pair of spaces and incorrect in another one. Besides, the incorrectness of the Fredholm integral equation of the first kind (2.6) is established by contradiction: If the problem is correct, there exists a bounded operator $`A^1`$ and, hence, the identical operator $`I=A^1A`$ is compact in an infinite dimensional space, which contradicts the fundamentals of the general theory . S. G. Mikhlin also quite encouragingly pointed out the approach of an approximate solution of incorrect problems, headed by A. N. Tikhonov.

In an analogous, as to its content, course , S. G. Mikhlin reiterated the above-mentioned formulations. However, A. N. Tikhonov is not mentioned at all, whereas the discussion of Eq. (2.6) found a rather interesting continuation. (p. 171). It is shown that the problem of its solution becomes correct a pair of spaces $`B_1`$, $`B_2`$ is replaced with such one that the operator $`A`$ is no longer compact. The general considerations are illustrated by the following example. Let $`k(x,\xi )`$ and $`f\left(x\right)`$ satisfy the conditions of section 2.2, including (2.7). Then, according to Picard’s theorem, the solution to Eq. (2.6) has the form

$$\psi \left(x\right)=\underset{n=1}{\overset{\mathrm{}}{}}a_n\lambda _n\overline{\psi }_n\left(x\right),x[0,1].$$
(2.10)
It turns out that if one retains $`L_2(0,1)`$ as $`B_2`$ and for $`B_1`$ also takes a Hilbert space of functions normalized according to (2.7), i.e. $`l_2`$, the solution of Eq. (2.6) becomes a correctly formulated problem, and, correspondingly, the operator $`A^1`$ is bounded. Indeed, the value domain of the operator $`A`$ in $`l_2`$ is not closed (, p. 34).

A decade later, S. G. Mikhlin, in fact, gave up the investigations related to the issue of correctness : ”The author adheres to the classical point of view, according to which the problem being solved by mathematical methods should be considered as correctly formulated. Of course, there are other opinions (p. 7)… Thus, we neglect the so-called incorrigible errors related to the formulation of the above-mentioned problem as a problem of natural science or of social studies (measurement errors, insufficient accuracy of basic hypotheses, etc.)” (p. 17).

M. M. Lavrentiev and L. Y. Saveliev characterized investigations of the issue of the solvability of Eq. (2.6) on the basis of considerations of the type of  as trivial, because it is difficult to imagine that for experimentally determined $`f\left(x\right)`$ the corresponding error may prove to be small in the norm of the space $`l_2`$ (, p. 217). At the same time, it is pointed out that, generally speaking, for any operator equation, one can choose pairs of spaces such that the problem of its solution will be correct.

G. M. Vainikko and A. Y. Veretennikov draw attention to the complexity of the description of such spaces. And what is more, even the Volterra integral equation of the first kind

$$\underset{0}{\overset{x}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1],$$

which admits the regularization

$$\psi \left(x\right)+\underset{0}{\overset{x}{}}_xk(x,\xi )\psi \left(\xi \right)d\xi =f^{}\left(x\right),x[0,1]$$

and is elementarily solvable by quadratures, for reasons of the norm for $`\psi \left(x\right)`$, as a rule, has to be considered as an incorrectly formulated problem (, p. 6).

As regards the pair of spaces that realize the conditions of the correct formulation, an original remark of K. I. Babenko is of interest (, p. 304): ”Hadamard’s well-known example (2.3), (2.4) that yields the solution of Cauchy’s problem of the type (2.5) by no means tells of the absence of continuous dependence on the initial data, as it is usually interpreted. It rather tells of the fact that small changes of the initial data may result in leaving the totality of the initial data for which the solution of Cauchy’s problem exists.” By the way, R. Richtmyer demonstrated the correctness of the procedure of a numerical realization of a rather complicated problem of the above-mentioned type with the representation of sought functions by two-dimensional power series and with the use of special methods of suppression of errors of arithmetical operations (, section 17.B).

In the context of the present consideration, two theorems, given by V. A. Trenogin, are of interest (, p. 225):

Let $`E_1`$ and $`E_2`$ be infinite dimensional normalized spaces, with $`E_2`$ being complete. If $`A`$ is a compact linear operator from $`E_1`$ to $`E_2`$, different from finite dimensional, its value domain $`R\left(A\right)`$ is not a closed manifold in $`E_2`$.

Let $`A`$ be a compact operator from an infinite dimensional normalized space $`E_1`$ to a normalized space $`E_2`$, with the inverse operator $`A^1`$ existing on $`R\left(A\right)`$. Then $`A^1`$ is bounded on $`R\left(A\right)`$.

### 2.4 The premises of the realization of the conditions of correctness

Let us assume that $`f=f_{}\left(x\right)`$ is the result of exact integration of the function $`\psi \left(x\right)L_2(0,1)`$ and of the symmetric kernel $`k(x,\xi )`$ by means of the formula (2.6). In this case, $`f_{}l_2`$. Moreover, the corresponding set, which is important, is not compact. This leads to the boundedness of the operator $`A^1`$ from $`l_2`$ to $`L_2(0,1)`$ defining the solution of the equation

$$\left(A\psi \right)\left(x\right)=f_{}\left(x\right),x[0,1],$$
(2.11)
as mentioned above. There is no need to explain that such a situation would be, in principle, rather favorable, in view of the fact that Hadamard’s third condition of correctness, directly following from the existence and uniqueness of the solution, is fulfilled automatically.

The reason is the stability, by definition, of the inverse procedure of the restoration of $`\psi \left(x\right)`$ with respect to small, in a sense, perturbations of the data of the problem. Correspondingly, the solution to Eq. (2.11) can be obtained by the use of the formula (2.10), and the error of the evaluation of the coefficients $`a_n`$, following (2.7) with $`f=f_{}\left(x\right)`$, and of the values of $`\lambda _n`$ will adequately influence $`\psi \left(x\right)`$ in $`L_2(0,1)`$.

However, in reality, the coefficients $`a_n`$ are determined with an error equivalent to $`\left(\delta f\right)\left(x\right)`$, which is inherent to the definition of the free term in (2.6). That is, in reality, the right-hand side of Eq. (2.11) has the form

$$\stackrel{~}{f}\left(x\right)=f_{}\left(x\right)+\left(\delta f\right)\left(x\right).$$
(2.12)
As a matter of fact, a necessary condition of the correctness of Eq. (2.11), namely $`\stackrel{~}{f}l_2`$, proves to be illusive, because it is impossible to obtain any quantitative information about $`\left(\delta f\right)\left(x\right)`$.

Note that specific”diffusion” of the space $`l_2`$ is caused by the representation of the normalizing functional (2.7) as an infinite series, whose terms are determined on the basis of spectral characteristics of the kernel $`k(x,\xi )`$. In this sense, such a space as $`L_2(0,1)`$ is much more explicit for the function $`f\left(x\right)`$. However, the use of it incurs rather negative consequences.

Indeed, in this case $`R\left(A\right)`$ does not belong to the closed space $`L_2(0,1)`$, the operators $`A`$ and $`A^1`$ become, respectively, compact and unbounded. As a consequence, an investigation and a numerical realization of the original equation (2.6), in fact, turn out to be beyond the sphere of the application of Banach’s fundamental theorem on the inverse operator. Isn’t it a too high price to pay for seemingly ephemeral clarity in the formulation of the problem?

We draw attention to a known point of view that a choice of appropriate spaces for the solutions to problems of mathematical physics should be done on the basis of practical applications, which can hardly be disputed. As the same time, a wide-spread opinion that, for example, a sociologist should formulate a problem to be solved by mathematical methods with a specification of appropriate spaces for its data. This, as a rule, admits variety, which is a prerequisite for an increase in the efficiency of procedures of numerical realization.

Are there any prospects to overcome the above-mentioned complexity in mating the free term of the Fredholm integral equation of the first kind (2.6) with the adequate space $`l_2`$? In this regard, let us turn to Eq. (2.11) that by virtue of (2.12) takes the form

$$\left(A\psi \right)\left(x\right)=\stackrel{~}{f}\left(x\right)\left(\delta f\right)\left(x\right),x[0,1].$$
(2.13)
It seems that there is a chance of a reduction of the given function $`\stackrel{~}{f}\left(x\right)`$ to $`f_{}l_2`$ by means of adaptive simulations of the error $`\left(\delta f\right)\left(x\right)`$. Indeed, $`\delta f`$ and, essentially, the smoothing of information by the procedure of integration can be naturally reflected by the difference between the explicit form of the sought function $`\psi \left(x\right)`$ and an integral over this function whose kernel would not impose any additional restrictions on the formulation of the problem.<sup>5</sup><sup>5</sup>5A realization of this approach is a key aspect of the constructive part of the present consideration (see section 5). As a development of analogous considerations, there appears the condition

$$\delta f_{L_2(0,1)}=0.$$
(2.14)
Thus, instead of traditional restoration of the function $`\psi \left(x\right)`$ directly from the solution of the Fredholm equation of the first kind, we suggest to employ a nonessential, at the first sight, perturbation (zero in $`L_2`$), which is adequate to the problem (2.13), (2.14). As will be shown below, as a result of comparatively simple transformations, the determination of $`\psi \left(x\right)`$ will be reduced to the solution of the Fredholm integral equation of the second kind, which is rather preferable from the point of view of the efficiency of procedures of a numerical realization.

In conclusion, we want to point out that known methods of the solution of equations of the type (2.6) are widely used when there is a cardinal mismatch between $`R\left(A\right)`$ in $`L_2(0,1)`$, or in some other space, and the functions $`\stackrel{~}{f}\left(x\right)`$ that are determined by means of measurements. From this point of view, the fulfillment of the condition (2.14) can hardly be interpreted in a direct way. Nevertheless, the above-indicated approach still holds by interpreting, figuratively, an approximation of the considered problem to the correctly formulated one. Thus, the convergence of the series (2.7) must be implied with regard to a corresponding variation of the kernel $`k(x,\xi )`$. As far as algorithms of the solution of resulting Fredholm integral equations of the second kind are concerned, their stability is practically not affected by the error in the determination of $`\stackrel{~}{f}\left(x\right)L_2(0,1)`$ (see, e.g., ).

## Chapter 3 The existing approaches to the solution of incorrect problems

### 3.1 A. N. Tikhonov’s methodology

The consideration of this subsection is based on the material of the monograph by A. N. Tikhonov and V. Y. Arsenin  that is, literally, pieced by the concept of the adequacy of incorrect formulations and, in particular, of integral equations of the first kind to problems of mathematical physics. As an illustration, we show that the solution to the Fredholm integral equation of the first kind

$$\left(A\psi \right)\left(x\right)\underset{a}{\overset{b}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[a,b],$$
(3.1)
with $`k(x,\xi )`$ and $`_xk(x,\xi )`$ being continuous with respect to $`x`$, can undergo arbitrarily considerable changes both in the metric $`C`$ and $`L_2`$ for small in $`L_2(a,b)`$ variations of the right-hand side in the form

$$N\underset{a}{\overset{b}{}}k(x,\xi )\mathrm{sin}\left(\omega \xi \right)𝑑\xi .$$

The situation with the perturbation of the kernel $`k(x,\xi )`$ is, in fact, analogous. In this regard, the authors pose the question: What should be understood as the solution of Eq. (3.1) when $`k`$ and $`f`$ are known approximately? In their opinion, a problem of this type should be considered as ”underspecified”, and, correspondingly, a choice of possible solutions should be made taking into account ”usually” available additional qualitative or quantitative information about the function $`\psi \left(x\right)`$. In this regard, we draw attention to N. G. Preobrazhenskii’s considerations concerning a system of linear algebraic equations, obtained by the discretization of (3.1) (, p. 130):

”An analysis shows that choosing sufficiently high order of an approximation, we transform \[the above-mentioned problem\] into an arbitrarily ill-defined one… Under these conditions, it is necessary to add to the algorithm some a priori nontrivial information, only by the use of which we can expect to filter out veiling false variants and single out the solution, closest to the sought one. any purely mathematical tricks that do not employ additional a priori data are equivalent to an attempt to construct an informational perpetuum mobile producing information from nothing.”

The so-called method of the selection of the solution to incorrectly formulated problems is based on a priori quantitative information. It is shown that if a compactum $`M`$ of a metric space $`E_1`$ is mapped in a one-to-one and continuous manner onto a set $`F`$ of a metric space $`E_2`$, the inverse map $`F`$ onto $`M`$ is also continuous. Correspondingly, an assumption that the solution, in particular, to Eq. (3.1) belongs to the compactum $`M`$ allows us to consider the operator $`A^1`$ to be continuous on the set $`F=AM`$. A practical realization is reduced to an approximation of $`M`$ by a series with parameters that change within certain limits (for $`M`$ to represent a closed set of a finite dimensional space) and should be determined from the condition of the minimum of the error of closure of (3.1). Note the absence of any more or less general recommendation with respect to the choice of $`M`$.

In light of the above, M. M. Lavrentiev has formulated the notion of correctness according to Tikhonov for an equation of the type (3.1), with the functions $`\psi `$ and $`f`$ belonging to Banach spaces $`B_1`$ and $`B_2`$, respectively :

1) It is a priori known that the solution $`\psi _{}`$ to the considered equation exists and belongs to a set $`M`$ of the space $`B_1`$.

2) The solution $`\psi _{}`$ is unique on the set $`M`$.

3) The operator $`A^1`$ is continuous on the set $`AM`$ of the space $`B_2`$.

If $`M`$ is a compactum (this case is called ”usual”) the last condition becomes a consequence of the first two conditions.

Those problems in which the operator $`A^1`$ is unbounded on the set $`AE_1`$ and the set of possible solutions $`E_1`$ is not a compactum are called substantially incorrect. For such problems, A. N. Tikhonov has put forward an idea of a regularizing operator $`G`$, in a sense close to $`A^1`$, whose value domain for the map from $`E_2`$ into $`E_1`$ admits matching to the right-hand side of (3.1), known approximately. Moreover, $`G`$ must contain a regularization parameter$`\alpha `$ that depends on the accuracy of the initial information.

The operator $`G(f,\alpha )`$ is called a regularizing operator for Eq. (3.1) if it possesses the following properties:

1) It is defined for any $`\alpha >0`$ and $`fE_2`$.

2) For $`A\psi _{}=f_{}`$, where $`\psi _{}`$ and $`f_{}`$ are corresponding exact expressions, there exists such $`\alpha \left(\delta \right)`$ that for any $`0<ϵ\rho _{E_1}(\psi _{_{}},\psi _\alpha )`$ there is $`\delta \left(ϵ\right)\rho _{E_2}(\psi _{_{}},\psi _\alpha )`$. Here, $`\psi _\alpha =G(f,\alpha )`$.

It is implied that there is a possibility of a choice of $`\alpha \left(\delta \right)`$ such that for $`\delta 0`$ the regularized solution $`\psi _\alpha \psi _{}`$, i.e., $`ϵ0`$. At the same time, it is pointed out that the construction of the dependence $`\alpha \left(\delta \right)`$, for which the operator $`G(f,\alpha \left(\delta \right))`$ is a regularizing one, is algorithmically complicated for classes of practically important problems. There are a lot of publications of A. N. Tikhonov’s followers devoted to the resolution of this difficulties, which will be discussed below.

In , the construction of $`G(f,\alpha )`$ is carried out by the use of techniques of calculus of variations that reduce the evaluation of $`\psi \left(x\right)`$ to the minimization of the functional

$$\mathrm{\Phi }^\alpha [f,\psi ]=\rho _{E_1}^2(A\psi ,f)^2+\alpha \mathrm{\Omega }\left[\psi \right].$$
(3.2)
For Eq. (3.2), its stabilizing component is recommended to be taken in the form

$$\mathrm{\Omega }\left[\psi \right]=\underset{a}{\overset{b}{}}\left\{p_0\left(x\right)\psi ^2\left(x\right)+p_1\left(x\right)\left[\psi ^{}\left(x\right)\right]^2\right\}𝑑x,$$
(3.3)
where $`p_0`$, $`p_10`$ are given functions.

In the case of a symmetric kernel $`k(x,\xi )`$, the procedure of the minimization is equivalent to the solution of the integrodifferential equation

$$\alpha \left\{p_0\left(x\right)\psi \left(x\right)\left[p_1\left(x\right)\psi ^{}\left(x\right)\right]^{}\right\}+\left(A\psi \right)\left(x\right)=f\left(x\right),x[a,b],$$
(3.4)
under the conditions

$$p_1\left(x\right)\psi ^{}\left(x\right)\upsilon \left(x\right)|_a^b=0.$$
(3.5)
Here, $`\upsilon \left(x\right)`$ is an arbitrary variation of $`\psi \left(x\right)`$ in the class of admissible functions.

In the opinion of the authors of , an overwhelming majority of inverse problems are incorrectly formulated, and attempts to solve them, in view of their great practical importance, were being undertaken for a long period. ”But only as a result… of the appearance of fundamental publications of academician A. N. Tikhonov, the modern theory of the solution of inverse problems, based on the notion of a regularizing algorithm, was constructed” (p. 7). In what follows, the authors demonstrate the efficiency of the procedure of a numerical realization of the Fredholm integral equations of the first kind, related to the interpretation of astrophysical observations, by means of the selection of the compactum of possible solutions in the class of monotonically bounded functions.

As is pointed out by O. A. Liskovets , ”…the correctness according to Tikhonov is achieved at the expense of the reduction of the admissible manifold of solutions to the class of correctness” (p. 13). The following quotation from the above-mentioned monograph is also of considerable interest: ”In contrast to a previously prevailing opinion that all the problems describing physical reality are correct, according to the modern point of view any realistic problem can be regularized, i.e., it has at least one regularizer” (p. 14).

Let us refer to V. A. Morozov’s conclusion (, p. 9): ”A. N. Tikhonov’s method of regularization turned out to be simple in practice, because it did not require actual knowledge of the compactum $`M`$ that contained the sought solution to Eq. (3.1)… The main difficulty of the application of this method consists in the formulation of algorithmic principles of the selection of the parameter of regularization $`\alpha `$”. According to his own monograph (, p. 4), ”the importance of A. N. Tikhonov’s paper  can hardly be overestimated. It served as impetus for a number of publications by other investigators in different fields of mathematical analysis and natural science: spectroscopy, electron microscopy, identification and automatic regulation, gravimetry, optics, nuclear physics, plasma physics, meteorology, automation of scientific research and some other spheres of science and engineering”.

V. V. Voevodin’s considerations  are rather typical: ”The success of the application of the regularization method to the solutions of unstable systems of algebraic equations is explained to a large extent by the fact that A. N. Tikhonov and his followers did not restrict themselves to an investigation of separate fragments of this complicated problem but considered the whole complex related issues. This, in the first place, concerns a clear formulation of the problem itself, the construction of a stable with respect to perturbation of the input data algorithm of its solution, the development of an efficient numerical method, estimates of a deviation of the actually evaluated object from the sought one taking into account a perturbation of the input data and errors of rounding”.

A quotation from the preface to the collected volume by A. A. Samarsky and A. G. Sveshnikov  reads: ”A clarification of Andrey Nikolaevich Tikhonov of the role of incorrect problems in classic mathematics and its applications (inverse problems) is of fundamental importance for the who;e modern mathematics. He proposed a principally new approach to this class of problems and developed methods of the construction of their stable solutions based on the principle of regularization”.

### 3.2 A brief review of the development of the outlined concepts

The results of investigations devoted to the determination of the regularization parameter $`\alpha `$ are summarized in . Based on the assumption that errors in the determination of the free term $`f\left(x\right)`$ and the kernel $`k(x,\xi )`$ of Eq. (3.1) are known, one uses different methods of the minimization of the error of closure of the type

$$\stackrel{~}{A}\psi _\alpha f_{E_2}=\mu \delta f_{E_2},\mu (0,1).$$

The evaluation of the parameter $`\alpha `$ as a root of the corresponding equation does not pose any problem. However, a choice of $`\mu `$ is, in fact, related to considerable uncertainty. The main obstacle is that a reliable estimate of the error caused by incompatibility of the concretely considered equation $`\stackrel{~}{A}\psi =f`$ is rather questionable.

Considerable efforts were undertaken to reduce the volume of information necessary for the evaluation of the parameter $`\alpha `$. A noticeable step in this direction was made by A. N. Tikhonov and V. B. Glasko who suggested a criterion of the minimization of the functional $`\alpha d\psi _\alpha /d\alpha `$ with respect to $`\alpha >0`$  (see also , section 2.7). However, its theoretical justification proved to be possible only for rather narrow classes of problems. A number of methods of the determination of $`\alpha `$ is related to the use of solutions to Eq. (3.1) for a special form of the expressions $`f\left(x\right)`$.

In , the status of the studies of estimates of the accuracy of methods of the solution of the integral equation (3.1) is also discussed. If $`\psi \left(x\right)`$ belongs to a compactum, any serious complications, as a rule, do not arise, and the main interest is focused on the algorithm of regularization. If $`p_10`$ in (3.3) and the parameter $`\alpha `$ is finite, Eq. (3.4) becomes a Fredholm integral equation of the second kind, to which, under the assumption that the error in the determination of $`k(x,\xi )`$ and $`f\left(x\right)`$ is known, the whole general theory of approximate methods of L. V. Kantorovich applies (, section 14.1).

At the same time, as shown by V. A.Vinokurov , when a priori information about the solution to Eq. (3.1) is missing, the estimate of the error of the evaluation of $`\psi \left(x\right)`$ by means of regularization is impossible in principle. Justified is only a formulation of the question of the convergence of the procedure of computation or of a possibility of the regularization of the corresponding problem.

In this regard, we note the arguments of A. B. Bakushinskii and A. V. Goncharskii (, p. 13): ”Unfortunately, in the general case, it is impossible to estimate the measure of closeness of $`G(f,\alpha )`$ to $`A^1\left(f_{}\right)`$ without additional information about the solution to Eq. (3.1). This is a characteristic feature of incorrect problems. In the general case, a regularization algorithm ensures only asymptotic convergence of an approximate solution to the exact one for $`\delta 0`$”.

The name of M. M. Lavrentiev is associated, in fact, with a particular case of a practical realization of A. N. Tikhonov’s method consisting in the reduction of the problem (3.4), (3.5) to the solution of the Fredholm integral equation of the second kind

$$\alpha \psi \left(x\right)+\underset{a}{\overset{b}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[a,b],$$
(3.6)
where $`\alpha >0`$ is a small parameter.

It is shown that $`\psi _\alpha \psi _{}0`$ for $`\delta 0`$, $`\gamma 0`$ and $`\left(\delta +\gamma \right)/\alpha (\delta ,\gamma )0`$. Here, $`\gamma `$ is an error in the determination of the kernel $`k(x,\xi )`$, analogous to $`\delta `$ (see section 3.1).

V. K. Ivanov’s method  allows one to find the so-called quasisolution minimizing the error of closure of (3.1) for a class of functions $`\psi \left(x\right)M_R`$, where $`M_RE_1`$ is a compactum whose specification, generally speaking, are analogous to that employed in Picard’s theorem (see section 2.2). The quasisolution to (3.1) on such a compactum has the form

$$\psi \left(x\right)=\underset{n=1}{\overset{\mathrm{}}{}}c_n\left(\lambda +\lambda _n\right)\overline{\psi }_n\left(x\right),x[a,b].$$
(3.7)
Here

$$c_n=\underset{a}{\overset{b}{}}f\left(x\right)\overline{\psi }_n\left(x\right)𝑑x;$$

$`\lambda _n`$ and $`\overline{\psi }_n\left(x\right)`$ are, respectively, characteristic numbers and eigenfunctions of the kernel $`k(x,\xi )`$; the parameter $`\lambda =0`$ and represents a positive root of the equation

$$\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{c_n\lambda \lambda _n}{\lambda +\lambda _n}\right)^2=R^2$$
(3.8)
under the conditions, respectively,

$$\underset{n=1}{\overset{\mathrm{}}{}}c_n^2\lambda _n^2R^2;\underset{n=1}{\overset{\mathrm{}}{}}c_n^2\lambda _n^2>R^2.$$
(3.9)
Special methods of regularization are developed for the situation when there is considerable volume of information of statistical character (spectral densities, mathematical expectations, etc.) about the solution to an equation of the type (3.1). Thus, V. N. Vapnik  rather constructively employed the specifics of problems concerned with recognition of images, related to nonuniqueness and, as a result, to extreme behavior of the sought functions. We point out a definition in the above-mentioned monograph (p. 8) that, apparently, was implied by many authors but did not receive such a clear formulation.

”The problem of the restoration of dependencies from empirical data was and, probably, will always be central in applied analysis. This problem is nothing but mathematical interpretation of one of the main problems of natural science: How to find the existent regularity from random facts.”

### 3.3 V. M. Fridman’s approach

Let $`k(x,\xi )`$ be symmetric, positive definite kernel and Eq. (3.1) be solvable. Then, as shown by V. M. Fridman , a sequence of functions determined by iteration

$$\psi _{n+1}\left(x\right)=\psi _n\left(x\right)+\lambda \left[f\left(x\right)+\underset{a}{\overset{b}{}}k(x,\xi )\psi _n\left(\xi \right)𝑑\xi \right],n=0,1,\mathrm{},$$
(3.10)
converges in $`L_2(a,b)`$ to the solution of Eq. (3.1) for an arbitrary choice of the initial approximation $`\psi _0\left(x\right)L_2(a,b)`$ and $`0<\lambda <2\lambda _1`$, where $`\lambda _1`$ is the smallest characteristic number of the kernel $`k(x,\xi )`$.

M. A. Krasnoselskii  extended this result to an arbitrary solvable equation of the type (3.1) with a linear bounded operator $`A`$ in a Hilbert space $`H`$. A theorem on the convergence of successive approximations

$$\psi _{n+1}=\left(I\nu A_1\right)\psi _n+\nu f_1$$
(3.11)
to the solution is proved. Here, $`A_1=A^{}A`$; $`f_1\left(x\right)=\left(A^{}f\right)\left(x\right)`$; $`I`$ is the identity operator; $`A^{}`$ is the conjugate operator to $`A`$; $`0<\nu <2/A_1`$; $`\psi _0\left(x\right)H`$.

Note that in the case of the integral operator (3.1)

$$A_1=\underset{a}{\overset{b}{}}k_1(x,\xi )_{}𝑑\xi ,$$

where

$$k_1(x,\xi )=\underset{a}{\overset{b}{}}k(\zeta ,x)k(\zeta ,\xi )𝑑\zeta .$$

A number of procedures are known that improve convergence of iterations according to Fridman (see ). For example, under the conditions that are specified with respect to the procedure (3.10),

$$\psi _{n+1}\left(x\right)=\frac{1}{m+1}\underset{n=0}{\overset{m}{}}\phi _n\left(x\right),$$
(3.12)
where $`\phi _0\left(x\right)L_2(a,b)`$;

$$\phi _n\left(x\right)=\phi _{n1}\left(x\right)+f\left(x\right)\underset{a}{\overset{b}{}}k(x,\xi )\phi _{n1}\left(\xi \right)𝑑\xi ,n=1,2,\mathrm{}.$$

G. M. Vainikko and A. Y. Veretennikov  studied an iteration algorithm of an implicit type:

$$\alpha \psi _{n+1}\left(x\right)+\underset{a}{\overset{b}{}}k(x,\xi )\psi _{n+1}\left(\xi \right)𝑑\xi =\alpha \psi _n\left(x\right)+f\left(x\right),n=0,1,\mathrm{},$$
(3.13)
where $`\psi _0\left(x\right)L_2(a,b)`$; the parameter $`\alpha `$$`>0`$.

Note that in contrast to the regularization of the type (3.6), based on the smallness of $`\alpha `$, the considered approach is characterized by multiple iteration with, on the contrary, sufficiently large value of this parameter. Moreover, one of the merits of the procedures (3.10)-(3.13) is a possibility of a constructive application of an a posteriori estimate of the error to accomplish the iteration.

In the simplest case, one finds the number $`n`$ for which for the first time

$$\psi _{n+1}\psi _n_{L_2(a,b)}c_1\delta +c_2\gamma ,$$

where $`\delta `$ and $`\gamma `$ are errors in the determination of $`f\left(x\right)`$ and $`k(x,\xi )`$, respectively; $`c_1`$, $`c_2`$ are constants meeting a number of requirements to ensure the stability of the procedures of computation.

The influence of errors, small in a probabilistic sense, on the convergence of successive approximations is also investigated .

The authors of  gave arguments for usefulness of the combination of the regularization of the equation of the type (3.1), whose parameter is the number of iterations, with algorithms of the saddle-point type. This approach has its origin in the publication by V. M. Fridman  and is realized, in particular, according to the scheme

$$\psi _{n+1}=\psi _n\beta _nA^{}\left(A\psi _nf\right),$$
(3.14)
where

$$\beta _n=\frac{A^{}\left(A\psi _nf\right)^2}{AA^{}\left(A\psi _nf\right)^2},$$

which is adequate to the choice of the step of the descent from the condition of the minimum of the error of closure

$$\mathrm{\Delta }_{n+1}=A\psi _{n+1}f;{}_{}{}^{}={}_{}{}^{}_{L_2(a,b)}^{}.$$

### 3.4 Inverse problems for differential equations of mathematical physics

Modern viewpoints on this subject are characterized in the monograph by O. M. Alifanov, E. A. Artyukhin and S. V. Rumyantsev . In the procedure of mathematical formulation of the problems, structural and parametric identification is emphasized, which implies, respectively, a qualitative description of the considered processes by means of differential operators and allotting quantitative information to the model. Interpretation in terms of causality is also given. The cause includes boundary and initial conditions with their parameters, coefficients of the differential equations and also the domain of the problem. The effect reflects the status of the investigated object and represents, mostly, fields of physical quantities of different types.

The restoration of the cause from the information about physical fields is considered as an inverse problem. A key consideration is as follows (p. 19): ”A violation of a natural causal relation that takes place in the formulation of the inverse problem can lead to its mathematical incorrectness, such as, in most cases, instability of the solution. Therefore, inverse problems constitute a typical example of incorrectly formulated problems”.

According to the sought function, the following types of inverse problems of the identification of physical processes for partial differential equations are singled out:

1) Retrospective problems: the determination of the prehistory of a certain state of the problem.

2) Boundary problems: the restoration of boundary conditions or of the parameters contained therein.

3) Coefficient problems: the restoration of the coefficients of the equations.

4) Geometrical problems: the determination of geometrical characteristics of the contour of the domain or of the coordinates of points inside.

A principal difference between inverse problems of identification and those of regulation is pointed out, concerning the width of classes of possible solutions. Whereas in the former case their increase leads to complications in the numerical realization, in the latter case, on the contrary, this is a favorable factor. By the way, the algorithmic means  are almost completely based on the methods of the solution of integral equations of the first kind, to which the considered problems of heat exchange are reduced.

In the formulation of inverse problems of mathematical physics, the proof of corresponding theorems of existence and uniqueness is of crucial importance. In this regard, a general approach, outlined schematically by A. L. Buchgeim , is of interest. Thus, the following formulation is considered:

$$Pu=f;Qf=g,$$
(3.15)
where $`P`$ is an operator of the direct problem; $`Q`$ is an ”information” operator describing the law of the change of the right-hand side; $`g`$ is given, whereas $`u`$ and $`f`$ are the sought elements of corresponding functional spaces.

The application of the operator $`Q`$ to the first equation (3.15) yields $`QPu=g`$, which is equivalent to

$$PQu=[P,Q]u+g,$$

where $`[P,Q]=PQQP`$ is the commutator of the operators $`P`$ and $`Q`$. The meaning of the commutation lies in the fact that, as a rule, there is no information, except for (3.15), about the function $`f`$. Therefore, it is easier to study the operator on the solution of the direct problem $`u`$ that satisfies some manifold of boundary conditions. It is important that in typical applications the operator $`Q`$ does not ”spoil” the part of boundary conditions that reflects the domain of the operator $`P`$. As a result, one gets a specific factorization of the inverse problem (3.15) as a product of two direct problems, induced by the operators $`P`$ and $`Q`$ under the condition that the commutator is, in a sense, ”subordinate” to them.

In the trivial case $`[P,Q]=0`$, the initial problem decomposes into two simple ones: $`Pv=g`$; $`Qu=v`$. For the description of properties of the employed operators, a priori estimates are used.

Of interest is also a quotation from the introduction to the monograph by R. Lattes and J.-L. Lions : ”In this book, we suggest a method of quasiinversion, intended for the numerical solution of some classes of incorrect, according to Hadamard, boundary value problems. Practical and theoretical importance of such problems is being more and more realized by investigators”. Moreover: The main idea of the method of quasiinversion (universal in numerical analysis!) consists in an appropriate change of operators entering the problem. This change is done by the introduction of additional differential terms that are

i) sufficiently ”small” (they can be set equal to zero);

ii) ”degenerate on the boundary” (to prevent, for example, the appearance of complicated boundary conditions and of such conditions that may contain unknown, sought variables)”.

In particular, the incorrect formulation of the problem of thermal conductivity

$$_tu_x^2u=0,$$
(3.16)
$$u(0,t)=u(1,t)=0;u(x,T)=\kappa \left(x\right),$$

where $`\kappa \left(x\right)`$ is an unknown function, can be replaced by the following, with a small parameter $`ϵ`$:

$$_tu_x^2uϵ_x^4u=0;$$
(3.17)
$$u=_x^2u=0,x=0;x=1;u(x,T)=\kappa \left(x\right).$$

The authors point out (p. 36): ”In a numerical realization, it is natural to choose $`ϵ`$ as the smallest possible one. However, in problems of the considered type, one should expect numerical instability for $`ϵ0`$. Therefore one can expect at most that for any problem there exists a certain optimal value of $`ϵ`$ equal to $`ϵ_0`$”. The absence of convergence ”in a usual sense” of the solution of the problem (3.17) to the exact one for $`ϵ0`$ was pointed out by A. N. Tikhonov and V. Y. Arsenin (, p. 52).

### 3.5 Alternative viewpoints and developments

In Y. I. Liubich’s opinion, any more or less general theory of integral equations of the first kind is absent, and only in some cases it is possible to use special methods. An example is given by known Abel’s equation (, p. 83).

K. I. Babenko’s remark (, p. 310) is rather typical: ”Although from the point of view of the loss of information algorithms are not estimated, it seems to us that this is an important characteristic and it should be taken into account”. In what follows, the lack of optimality of the traditional approach to a numerical realization of incorrectly formulated problems is concretely demonstrated.

A profound analysis of methodological aspects of this sphere is given by R. P. Fedorenko (, sections 40, 41). In particular, he failed to establish the value of the regularization parameter $`\alpha `$ by minimizing the functional (3.2), because for small values the sought function began to oscillate, whereas with it increase the value of $`\mathrm{\Phi }^\alpha `$ considerably exceeded the admissible one. It is found that the reason is the inadequacy of the theory  to problems of control, characterized by discontinuity of solutions.

In the context of investigations of the problem (3.16), R. P. Fedorenko brought up the following consideration: ” All the methods of the solution of incorrect problems more or less consist in preventing the appearance in the sought solution of higher harmonics with large or even simply finite coefficients. But what is ”high frequency”? Beginning with what number $`n`$ should we consider the function $`\mathrm{sin}\left(n\pi x\right)`$ redundant, only spoiling the solution? This, of cause, depends on $`T`$”. It is implied that a hypothetically known solution of the corresponding direct problem can be expanded into a Fourier series

$$u\left(x\right)=u(x,0)=\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{sin}\left(n\pi x\right).$$

It is shown that the use in  of the value $`T=0.1`$ and the errors in $`L_2(0,1)`$ of the satisfaction of the last condition (3.16), with $`\delta `$ of order $`10^3`$, imposes the restriction $`n=2`$. In this context, the method of P. Lattes and G.-L. Lions came under criticism. This authors, while solving the problem (3.17) on a grid with a step of $`\mathrm{\Delta }x=0.02`$, obtained an absolutely unacceptable component $`u_0`$, namely, $`10^8\mathrm{sin}\left(6\pi x\right)`$. This occurred for $`\delta `$ at the level of $`0.05`$, under the conditions when $`\left|\kappa \left(x\right)\right|1\mathrm{}`$ .

Note also the remark  that, aside the fact of the boundedness of the regularizing operator $`G`$ (see section 3.1), its norm $`G`$ is an exceptionally important characteristic whose value directly influences a relation between the accuracy of the given function $`\kappa `$ and the solution $`u_0=G\kappa `$. <sup>1</sup><sup>1</sup>1By the way, in most specialized publication this issue is not accentuated.

Indeed, let us consider Eq. (3.6), written in the canonical form

$$\psi \left(x\right)=\frac{1}{\alpha }\underset{a}{\overset{b}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +\frac{1}{\alpha }f\left(x\right),x[a,b].$$
(3.18)
Let $`a=0`$, $`b=1`$, and the kernel $`k(x,\xi )`$ is determined by the expression (2.8). In this case, its characteristic numbers and eigenfunctions are $`\lambda _n=\left(n\pi \right)^2`$, $`\overline{\psi }_n\left(x\right)=\mathrm{sin}\left(n\pi x\right)`$, $`n=1,2,\mathrm{}`$, respectively. Thus, on the basis of general theory (see, e.g., ), for $`\alpha ^1\lambda _n`$, the solution of Eq. (3.18) is

$$\psi \left(x\right)=\frac{1}{\alpha }f\left(x\right)\frac{1}{\alpha }\underset{n=1}{\overset{\mathrm{}}{}}\frac{c_n}{1+\alpha \left(n\pi \right)^2}\mathrm{sin}\left(n\pi x\right),$$

where

$$c_n=\underset{0}{\overset{1}{}}f\left(x\right)\mathrm{sin}\left(n\pi x\right)𝑑x.$$

It is not difficult to notice that for small values of $`\alpha `$ the error in the determination of the function $`f\left(x\right)`$ can considerably distort $`\psi \left(x\right)`$.

In a constructive aspect, R. P. Fedorenko recommends to use traditional formulations of inverse problems of differential or variational character with an application of additional conditions that rationally restrict classes of possible solutions. As the main factor to achieve the desired efficiency, a comprehensive analysis of qualitative peculiarities of solutions to the considered problems, involving elements of numerical simulations, is suggested.

What are the values of the regularization parameter $`\alpha `$, typical of computational practice? The authors of  point out that for problems of restoration of time-dependent density of thermal flux on the surface from the results of temperature measurements at internal points of the samples the corresponding range is rather representative: $`10^710^4`$. The editors of the above-mentioned book have a different point of view: ”One can give a lot of examples of solutions to inverse problems thermal conductivity, when the range of acceptable values of $`\alpha `$ turn out to be rather narrow” (p. 141).

The main technique of a numerical realization  is interpreted by the authors as a complement to the method of least squares by a procedure that smooths oscillations of the solutions in high order approximations. In this regard, they point out a relationship between Tikhonov’s regularization and algorithms of singular expansions and ridge regression (or damping) that are widely used for the suppression of the instability of the method of least squares .

In a number of publications, one can see an orientation towards regularization of Eq. (3.1) without the distortion of the original operator along the lines of (3.4) or (3.6). Thus, A. P. Petrov  suggested a formulation of the problem with $`f\left(x\right)R\left(A\right)`$ by means of the representation $`f=A\psi +\omega `$, where $`\omega `$ is a random process reflecting errors of the data and of the calculations. At the same time, the author failed to use his formally achieved correctness to construct an efficient algorithm of a numerical realization. The reason, in our opinion, is non-constructive structure of $`\omega `$ from the point of view of adaptive compensation of the error of closure of the satisfaction of (3.1).

A. V. Khovanskii  put forward arguments for the regularization of the algorithm of the solution of Eq. (3.1), not the operator $`A`$ (which is the basis of the theory of ). The following quotation is of interest: ”Tikhonov’s regularization contains in an inseparable form two completely different notions, accuracy and stability, and there is a transformation of one into another. Nevertheless, there exists for a long time an idea of the predetermination of the operator , although only in the context of conjugate gradients and in a multiplicative form”.

In fact, this implies the use of Eq. (3.6) with $`\alpha =\alpha _0`$, where $`\alpha _0`$ is the minimal value allowing us to obtain information about the unknown function $`\psi \left(x\right)`$ of indirect character. With its use, one can determine the regularization parameter $`\alpha `$ matching the error of the free term $`f\left(x\right)`$.

However, the method of conjugate gradients is, in fact, Fridman’s iterations of the type (3.14). Note that nonlinearities contained therein facilitate the smoothing of a well-known slow-down of the convergence of the procedure (3.10) with approaching the solution to Eq. (3.1). This effect was demonstrated by A. D. Myshkis  with the help of the representation of the components of (3.10) by series in terms of the eigenfunctions of the kernel $`k(x,\xi )`$. This leads to the relations

$$c_{n+1,m}=\left(1\lambda /\lambda _m\right)c_{n,m}+\lambda f_m,m=1,2,\mathrm{},$$

where $`c_{n,m}`$ and $`f_m`$ are coefficients of the above-mentioned expansion of $`\psi _n\left(x\right)`$ and $`f\left(x\right)`$, respectively.

When the number of the terms in the representation of the solution increases, which seemingly had to improve the accuracy, the coefficient of convergence $`\left(1\lambda /\lambda _m\right)`$ approaches unity and, as a result of the accumulation of errors, the iterations become counterproductive.

Note an effective method of the suppression of instability of the algorithm of the solution of the Fredholm integral equation of the second kind

$$\psi \left(x\right)=\lambda \underset{a}{\overset{b}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +f\left(x\right),x[a,b],$$
(3.19)
”positioned on the spectrum”, i.e., in the case $`\lambda =\lambda _n`$, developed by P. I. Perlin (, pp. 105-107).

This problem is incorrect both with respect to the uniqueness of the solution and as a result of the degeneracy of the system of linear algebraic equations obtained by discretization. Nevertheless, a perturbation of the right-hand side of $`f\left(x\right)`$ by a zero (within the limits of the accuracy of calculations) component

$$\overline{\psi }_n^{}\left(x\right)\underset{a}{\overset{b}{}}f\left(x\right)\overline{\psi }_n^{}\left(x\right)𝑑x,$$

where $`\overline{\psi }_n^{}\left(x\right)`$ is a normalized eigenfunction of the conjugate kernel $`k(\xi ,x)`$, allows one to improve radically the situation.

The essence lies in the fact that, theoretically, the solution to Eq. (3.19) is expanded in a power series of $`\lambda `$. Provided that computational procedures, matching this situation, are identical, one can compensate for the errors.

### 3.6 A comparison between the main concepts of A. N. Tikhonov and V. M. Fridman

A. N. Tikhonov’s original suggestion (1943) admitting of the consideration of incorrectly formulated problems by an a priori restriction on the class of possible solutions is a kind of refraction of general methodology of investigations of the issues of existence and uniqueness into the sphere of numerical analysis.<sup>2</sup><sup>2</sup>2There is a translation of the first edition of : A. N. Tikhonov and V. Y. Arsenin, Solutions of Ill-Posed Problems (Winston, Washington, 1977). See also V. A. Morozov, Solutions of Incorrectly Posed Problems (Springer, New York, 1984). An English translation of the article of V. M. Fridman  is given in Appendix. Note that A. N. Tikhonov’s proof of the well-known theorem on the uniqueness of the solution of the inverse problem of thermal conductivity in an infinite $`n`$-dimensional domain under an additional condition of the type $`\left|_x^nu\right|M`$ dates back to 1935. A clear illustration of these considerations is provided by the algorithm of the search for a quasisolution (3.7)-(3.9) that artificially subjects the data of Eq. (3.1) to conditions of the type of those that figure in Picard’s theorem.

Behind A. N. Tikhonov’s method of regularization (1963), there is a global idea of a limiting transition to the exact solution with respect to a small parameter of the problem, which is unambiguously pointed out in (, p. 56): ”Note that regularizing operators, dependent on a parameter, have been employed in mathematics since Newton’s times. Thus, the classic problem of an approximate calculation of the derivative $`u^{}\left(x\right)`$ by means of approximate (in the metric $`C`$) values $`u\left(x\right)`$ can be solved with the help of the operator

$$G(u,\alpha )=\frac{u\left(x+\alpha \right)u\left(\alpha \right)}{\alpha }\mathrm{"}.$$

Then, instead of the exact value of the function $`u\left(x\right)`$, an approximate one $`u_\delta \left(x\right)=u\left(x\right)+\mathrm{\Delta }u\left(x\right)`$ with $`\left|\mathrm{\Delta }u\left(x\right)\right|\delta `$ is substituted. On the basis of these calculations, one makes the statement: ”If $`\alpha =\delta /\eta \left(\delta \right)`$, where $`\eta \left(\delta \right)0`$ for $`\delta 0`$, then $`2\delta /\alpha `$$`=2\eta \left(\delta \right)0`$ for $`\delta 0`$. Thus, for $`\alpha =\alpha _1\left(\delta \right)=\delta /\eta \left(\delta \right)`$, $`G(u_\delta ,\alpha _1\left(\delta \right))u^{}\left(x\right)`$”.

It should be noted that, using the methodology of a small parameter, A. N. Tikhonov obtained fundamental results in the field of investigations of differential equations with a singular perturbation of the type

$$ϵ\dot{u}=f(u,v,t);\dot{v}=g(u,v,t),$$

where $`ϵ`$ is a small parameter; $`f(u,v,t)`$ is a nonlinear function (1948)-(1952)<sup>3</sup><sup>3</sup>3See the review by A. B. Vasileva ..

The solution of the system of equations does not depend continuously on the parameter $`ϵ`$. Proceeding to the limit $`ϵ0`$ creates a new object of investigations with completely different properties. In the first place, it implies the issue of the so-called violation of the stability of the root of the equation $`f(u,v,t)=0`$. Nevertheless, A. N. Tikhonov managed to develop a rather constructive theory that served as a basis for a number of productive approaches of both fundamental and applied character. The importance of A. N. Tikhonov’s achievements in the sphere of system analysis is analyzed in detail by N. N. Moiseev (, section 5).

However, properties of the integral equation (3.6) for $`\alpha =0`$ also change radically. In this regard, generally speaking, a certain analogy emerges. One can suggest that A. N. Tikhonov undertook an attempt to use the techniques of his theory of singular perturbations for the solution of incorrectly formulated problems.

This suggestion is supported by the following quotation from the monograph by S. A. Lomov (, p. 12): ”Now it is becoming clear how to isolate in singularly perturbed differential equations small terms that can be neglected. It turned out that one needed additional information about the solution to do this.”

Note J. Hadamard’s remark that an extension of methods of the theory of ordinary differential equations to problems of mathematical physics should be done with great care (, p. 38). At the same time, at the turn of the 1950s, the theory of singular perturbations became an efficient tool in investigations of complicated problems of partial differential equations (publications by M. I. Vishik and L. A. Liusternik, O.A. Olejnik, K. O. Fiedrichs, and others). By the way, explaining the conceptual basis of their method of quasiinversion, R. Lattes and G.-L. Lions (, p. 11)<sup>4</sup><sup>4</sup>4Ideological closeness of quasiinversion and Tikhonov regularisation was pointed out by M. M. Lavrentiev \[23, p. 5\]. refer to these authors and A. N. Tikhonov.

Simultaneously, they pointed out that A. N. Tikhonov’s priority publication on the method of regularization  (see also ) was preceded by D. L. Phillips’ article , whose results with respect to integral equations were analogous. In the monograph by F. Natterer  this regularization figures as Tikhonov-Phillips’ method. V. A. Morozov estimated the achievements of the latter author in a much more restrained manner (, p. 10): ”Some recommendations on the use of this method are contained in the publications by L. V. Kantorovich  and D. L. Phillips . There is no theoretical justification of this approach in the above-mentioned publications”.

The chronological reference to the most important results in the field of the construction of stable algorithms for the solution of integral equations of the first kind (, p. 234) gives the following information: ”1962, Phillips’s publication , where he suggested a variational method of conditional minimization of the functional (with the use of restrictions on the smoothness of the solution) and put forward the idea … of a choice of the regularization parameter $`\alpha `$”.

Turning to V. M. Fridman’s achievements, note that it is rather difficult to evaluate the premises that form the basis of the iteration procedure (3.10). At the first sight, such a computational method has a lot of analogs. However, its adequacy, in a sense, to the object of investigation, the incorrect problem for the Fredholm integral equation of the first kind, turned out to be rather unexpected.

Later on, with the aim to improve convergence, V. M. Fridman also employed the nonlinear algorithm (3.14). In our opinion, different ways of the determination of the number of the final iteration and of the increase of the rate of global convergence (see ), despite their actuality for practical application, should be interpreted as a technical complement to V. M. Fridman’s methodology.

Nowadays, the algorithm of conjugated gradients is considered to be nearly the most efficient one for the solution of large ill-defined sparse systems of linear algebraic equations, obtained by the reduction of, apparently, of most problems of numerical simulations . As is pointed out by J. Ortega , this method was proposed by M. P. Hestens and E. L. Stiefel (1952). However, for certain reasons, it was not employed for a long time. It attracted considerable interest at the turn of the 1970s, when one realized the actual sphere of its applications, the potential of the above-mentioned predetermination and adaptivity with respect to paralleling of computational operations in combination with the architecture of modern computers.

Thus, the priority of the method of conjugated gradients ensured its refraction to a class of problems of linear algebra, characterized by the instability of the numerical realization, that is, in fact, incorrectly formulated. In this regard, we emphasize that V. M. Fridman’s ”methods of the saddle-point type”  can be interpreted as somewhat simplified representatives of the family of the methods of conjugated gradients (, section 2.1; , section 7.1). It seems that V. M. Fridman, who was the first to use systematically iterations for the solution of incorrectly formulated problems, essentially foresaw the development of computational mathematics that followed.

In light of above, the position of M. A. Krasnoselskii and the co-authors is worth noting . The role of V. M. Fridman in the development of the iteration procedure (3.11), which is an analog of (3.10), is described as follows: ”A transition to the equation $`\left[\psi =\left(I\nu A_1\right)\psi +\nu f_1\right]`$ was pointed out for some cases by I. P. Natanson . For Fredholm integral equations of the second kind, it was already employed by G. Wiarda . For integral equations of the first kind, it was, essentially, employed in the publication by V. M. Fridman ” (p. 73). There is no comment on a qualitative difference between the objects of the investigation.

The nontriviality of V. M. Fridman’s approach is noted in the remark of I. P. Natanson : ”Our method does not apply to the solution of the integral equation of the first kind. This could be expected, because the use of the method implies complete arbitrariness of the free term of the equation $`A\psi =f`$, whereas Eq. (3.1) is solvable not for all $`f\left(x\right)`$”. In what follows, the author gives an extended proof of the degeneracy of the corresponding discrete problem.

The gradient algorithm of V. M. Fridman  is mentioned by the authors of  exclusively in the context of the equation $`A\psi =f`$, where both the operators $`A`$ and $`A^1`$ are bounded (p. 115). We quote the abstract to V. M. Fridman’s paper : ”We present a new proof of the convergence of methods of the saddle-point type for a linear operator equation. We do not assume, unlike L. V. Kantorovich , M. A. Krasnoselskii and S. G. Krejn , that zero is an isolated point of the spectrum of the operator”.<sup>5</sup><sup>5</sup>5This is equivalent to the boundedness of the operator $`A^1`$.

### 3.7 Ill-defined finite-dimensional problems and issues of discretization

In this subsection, $`A\psi =f`$ denotes a system of linear algebraic equations. The conditionality number of the matrix $`A`$ (see, e.g., )

$$cond\left(A\right)=\underset{\psi }{\mathrm{max}}\frac{A\psi }{\psi }/\underset{\psi }{\mathrm{min}}\frac{A\psi }{\psi },$$

where $`\psi `$ is a manifold of vectors of the Euclidean space, represents a raising coefficient between a relative error of the data and the solution. At the same time, cond$`\left(A\right)`$ characterizes the measure of closeness of $`A`$ to a degenerate matrix, for which the solution of the corresponding system of algebraic equations does not exist or is nonunique.

An algorithm of the solution of a degenerate system of linear algebraic equations, based on the method of least squares, is presented in the book by A. N. Malyshev . First, the matrix $`A`$ is transformed to a two-diagonal one by means of a special transformation, and one finds its eigenvalues that are subdivided into two groups, $`\sigma _1`$, $`\sigma _2`$,…, $`\sigma _n`$ and $`\sigma _{n+1}`$,…, such that $`\sigma _n/\left(\sigma _n\sigma _{n+1}\right)`$ is not very large. Then, with the help of a rather laborious procedure of the exhaustion of the second group of the eigenvalues, one constructs a matrix $`A_n`$ that is stably invertible beginning with a certain value $`n`$. The accuracy of the thus obtained generalized solution $`\stackrel{~}{\psi }`$ is determined by the error of closure $`A\stackrel{~}{\psi }f/A`$, using heuristic considerations.

It seems that in a methodological sense this scheme reminds of B. K. Ivanov’s algorithm  that reflects computational relations (3.7)-(3.9).

L. Hageman and D. Young  studied the approach of predetermination, employed for the solution of systems of linear algebraic equations, close to degenerate ones, to accelerate by the method of conjugated gradients iterations of the type

$$\psi _{n+1}=P\psi _n+g,$$

where $`P=IQ^1A`$; $`g=Q^1f`$. It is assumed that this procedure can be symmetrized in the sense that there exists a non-degenerate matrix $`W`$ such that the matrix $`W\left(IP\right)W^1`$ is symmetric and positive definite.

By use of $`W`$, the initial problem can be reduced to the solution of much better defined systems of algebraic equations $`B\phi =q`$, where

$$B=W\left(IP\right)W^1;\phi =W\psi ;q=Wg.$$

Formally, a choice of the predeterminer does not pose problems. However, in practice, one has to resolve a contradiction between the conditions imposed on the matrix $`W`$: ”closeness” to $`A^1`$ to reduce the number of iterations; a ”rapid” calculation of a product of the type $`W\psi `$ . In the above-mentioned publication, I. E. Kaporin analyzes different approaches to the construction of predeterminers for systems of linear algebraic equations of a general type. An analogous issue, in the interpretation of J. Ortega , is oriented mainly towards sparse matrices.

The complexity of problems of linear algebra that arise in the realization of modern methods of investigations in the field of the mechanics of a continuous medium are characterized as follows : ”The matrices of corresponding systems are rather large (up to a hundred thousand nonzero elements), rather densely filled (up to hundreds or even thousands of nonzero elements in each line), have no diagonal predominance, are not $`M`$-matrices and are rather ill-defined. In general, one can expect only symmetry and positive definiteness of the matrix of the system”.<sup>6</sup><sup>6</sup>6The non-diagonal elements of an $`M`$-matrix are non-positive, and all the elements of its inverse are non-negative.

Note that, for example, in seismic tomography , one has to be satisfied with a numerical realization of discrete analogs of integral equations of the first kind, because their kernels cannot be represented analytically and parameters of the considered models are determined with the help of natural experiments.

In light of the above, the considerations of R. W. Hamming (, p. 360) may seem to be archaic: ”A system of linear equations is said to be ill-defined, if, roughly speaking, the equations are almost linearly dependent. Many efforts were made to investigate the problem of the solution of ill-defined systems. However, one may pose the question: Is it necessary to solve such systems in practical situations? In what physical situation may the solutions prove to be useful, if they depend in such a substantial manner on the coefficients of the systems? Usually, the following is true: Instead of the solution, one is looking for a system of almost linearly independent equations. In light of this information, the problem can be better understood and is usually reformulated again in a more satisfactory way. It is rather probable that ill-defined systems of equations, provided that round-off and measurement errors are eliminated, are actually linearly dependent and thus do not reflect the physical situation”.

Note that, in contrast to the above-mentioned constructors of methods of computational mathematics, the renowned practitioner adheres to the position of correctness according to Hadamard. Let us quote P. S. Guter’s preface to : ”The name of R. W. Hamming, a renowned American scientist, former President of the Computer Association, Head of the Mathematical Service of Bell Telephone Laboratories, and his works in the field of computational mathematics and the theory of information are rather well-known and do not need special recommendations. … The book ’Numerical Methods for Scientists and Engineers’ is without any doubt an outstanding phenomenon in mathematical literature”.

Of special interest is R. W. Hamming’s opinion about the priority of computational procedures (, p. 90): ”It is often believed that the main problems of numerical analysis are concentrated on interpolation, but this is not the case. They are mostly related to such operations as integration, differentiation, finding zeros, maximization, etc., in those cases when all we have or can compute are some nodes of functions that are usually known not exactly, but approximately, because they are spoiled by the round-off error”.

Thus, the problem should be posed correctly under the conditions of an inevitable error in the data, which is equivalent to the preference of algorithmic efficiency to the quality of initial information. Interpolation, mentioned in the above quotation, implies approximate representation of the latter for the performance of computer operations by means of a finite-dimensional approximation.

However, in computational mathematics, alternative concepts are rather wide-spread, which is reflected in K. I. Babenko’s remark : ”In some spheres of numerical analysis, the theory of approximation serves as the foundation for the building of the numerical algorithm” (p. 138). ”Information, inputted into the algorithm, is characterized, in the first place, by its volume… All other characteristics, such as, e.g., accuracy, are its derivatives and do not present a true picture of the input” (p. 281).

Here, information is understood in the sense of Kolmogorov’s theory of $`ϵ`$-entropy that identifies it with the length of a given table or an alphabet, whose words are manipulated by the algorithm. Correspondingly, the issue of numerical analysis is interpreted in terms of, figuratively, the deficiency in the search for necessary words and of the deletion of tables in the course of operations.

Nevertheless, R. W. Hamming’s point of view on the relation between the method of investigations and the employed information is actively developed by a group of specialists with J. Traub and G. Wasilkovski at the head. The authors of  point out (pp. 9, 6): ”In this book, we construct a general mathematical theory of optimal reduction of uncertainty. We interested in the two main questions: 1) Is it possible to reduce uncertainty to a given level? 2) What will it cost? The aim of the theory of informational complexity is to provide a unified approach to investigations of optimal algorithms and their complexity for the problems that involve incomplete, imprecise or paid information and to employ the general theory to concrete problems from different fields”.

Here, complexity implies the number of arithmetic operations, the time of their realization, computer memory resources, etc. It is interesting to note that the interpretation of the notion of probability  correlates with the expressive statement of R. Bellman and S. Dreyfus (, p. 342): ”Fortunately, in some cases, there is a very simple way to overcome this difficulty. Instead of trying to study information as the ”smile of Cheshire Cat”, we consider the actual physical process, where information is used to work out solutions.<sup>7</sup><sup>7</sup>7The smile of Cheshire Cat, according to L. Carrols ”Alice in th Miracle Land”, existed separately from this cat (editor’s note to ). The value of information can then be measured by the efficiency of the solutions.

Thus, the usefulness of information depends on its application, which is the most reasonable concept!”

It should be noted that the procedure of finite-dimensional approximation of problems of mathematical physics is, of course, also very important, which is accentuated by K. I. Babenko. Indeed, the obtained discrete model can turn out to be incorrect, and the employed algorithms of the numerical realization may prove to be divergent even in the solution of rather ordinary problems. An example of instability of a finite-difference scheme is given by S. K. Godunov and V. S. Ryabenkii (, section 4.9).

K. I. Babenko also emphasized the absence of any general methods of the construction of finite-dimensional analogs (, p. 622): ”…the provision of an approximation alone is insufficient”… one has to ensure that the discrete problem ”retains the type of the original continuous problem”. In his opinion, to achieve the above goal, ”a detailed investigation in each concrete case is required, which is the most nontrivial part of work”.

### 3.8 The crisis of the technology of numerical simulations

Of considerable interest is, in fact, a program statement of O. M. Belotserkovskii and V. V. Stchennikov in the preface to :

”A rapid development of computers, especially during the last 10-15 years, with a special acuteness posed the problem of the construction of a principally new technology of the solution of problems by computers. … Historically, the problems of numerical simulations (in this notion, we include the actual mathematical simulations related to a numerical experiment), being rather advanced already in the ”precomputer” period and rapidly developing during the next periods, turned out to be the most conservative component of the modern technology of the solution of problems on the computer. Using, probably, redundant from the point of view of a mathematician expressiveness of the description, one can characterize the existent situation by two stable tendencies:

\- an increase of the complexity of mathematical models;

\- construction of rather sophisticated mathematical methods.

Both the tendencies inevitably lead to a technological deadlock, because they create complications in the solution of the problem of the construction of software-hardware means of the support of the whole technological chain. … Without any pretension to profoundness and importance of the analogy, we dare say that the present situation in numerical simulations is similar to that in mechanics before the appearance of main ideas and concepts of quantum mechanics”.

In the introductory article  the same authors emphasize the phenomenon of the accumulation of the round-off error in the numerical realization of algorithms that include up to $`10^{12}`$ operations and the absence of real means to estimate the error of solutions to, in particular, evolution problems. In their opinion, ”…the following conclusion is quite justified: a priori, any evolution problem for large times is numerically (or computationally) incorrect in the sense of the absence of a practically important solution…

In the case, when a priori or a posteriori information about the error of an approximate solution is absent, it is impossible to claim that the solution exists. This conclusion fairly agrees with A. N. Tikhonov’s theorem that states that the problem with the data on the operator and the right-hand side has no solution in the manifold of approximate numbers”.

O. M. Belotserkovskii and V. V. Stchennikov regard as constructive the idea that discrete models of the considered problems should be assembled with the aim of increasing the accuracy of information by means of special superposition. They also suggest to search for the solution in the class of function with a bounded variation, with would endow the difference operator of the problem with smoothing properties.

As is well-known, N. N. Yanenko paid considerable attention to the methodology of mathematical simulations (see ). His concept of overcoming the above-mentioned crisis is explained by O. M. Belotserkovskii ( , p. 106):

”An investigation of finite-difference schemes, approximating different classes of equations of mathematical physics, led N. N. Yanenko to an extension of the notion of the scheme. For the first time, he begins to consider the finite-difference scheme as an independent object of the investigation, as a mathematical model, adequate to this or that physical model. This fundamental concept is based on profound understanding of the fundamentals of differential and integral calculus.

Indeed, physical and mathematical models, described by differential, integral or integrodifferential equations, are obtained from discrete models by means of averaging and passing to the limit with respect to certain parameters. This is the case, for example, in the model of a continuous medium, where for a sufficiently large number of elements in the unit volume one comes to the notion of the continuous medium by averaging and passing to the limit with respect to the volume. In this regard, one can interpret a finite-difference scheme as an independent mathematical model with certain properties”.

Note the fundamental, as it seems, considerations of N. N. Yanenko : ”The objects of modern mathematics, whose theoretical ”nucleus” comprises topology, geometry, algebra and functional analysis, are ideal logical constructions forming a certain operational system. We will call them ideal objects, which underlines, on the one hand, their practical inaccessibility and, on the other hand, their excellent operational properties that allow one to make operations without loss of information. Ideal objects of mathematics are essentially infinite and require an infinite number of operations” (p. 12).

”The development of the experimental foundation and the tool of investigations, the computer, increased interest in such objects as computer numbers, programs, finite automata. In this regard, the definition of mathematics as studies of the infinite, accepted in the 20th century, should be replaced by another one, more correctly reflecting its essence, i.e., as studies of the relationship between the finite and the infinite” (p. 18).

We think that on the basis of the above one can come to a very important conclusion: In their construction of the conceptual basis of mathematical simulation, the leading specialists were guided by the concept of inapplicability of Banach’s theorem on the inverse operator. Note that N. Dunford and J. Schwartz considered this theorem as one of the three principles of linear functional analysis, characterized as being rather fruitful (, p. 61).<sup>8</sup><sup>8</sup>8The other two are the principle of linear boundedness and Hahn-Banach’s theorem.

A quotation from K. Maurin’s manual (, p. 51) reads: ”This theorem \[on the closed graph\], in the last years, has gained itself a reputation of being the most important theorem of functional analysis, if this one is considered from the point of view of applications”.

An attempt to renew the above-mentioned fundamentals in the context of the accentuation of peculiarities of computational mathematics was made by A. V. Chechkin , who suggested a division of sections of mathematics into classical and non-classical ones, respectively: ”arithmetics, mathematical analysis, algebra, geometry, probability theory, etc.; mathematical logic, the theory of information and statistics, the theory of sets, the theory of algorithms and recursive functions, methods of computational mathematics, the theory of finite-difference schemes, the theory of cubic formulas, methods of the solution of incorrect problems, etc.” (p. 8). As a criterion, the authors choose the fact of availability of absolutely complete or partial information about the considered objects (points, functions etc.).

Let us quote the abstract of section (, p. 78): ” We define and study a new type of mappings that generalize classical notions. Classical mappings realize correspondence between the points of a set. This implies that the points are known with absolute precision. The new mappings, termed ultramappings, realize correspondence between pieces of information about points of sets. The main construction of the ultramappings, termed ultraoperators, allows one to obtain separate information about the image point from separate information about the inverse image point.

Ultracontinuity of ultraoperators is defined, which is a broad generalization of the notion of the stability of methods. It is found that, for an arbitrary base operator, one can construct an ultracontinuous operator over it. A class of ultracontinuous operators, termed Tikhonov’s operators, is singled out. For these operators, the base operators are not continuous”. Furthermore, ”they are related to A. N. Tikhonov’s ideas and methods of the solution of incorrect mathematical problems”.

Returning to the question of adequate discretization, we quote the abstract of the monograph by A. A. Dezin : ”It is devoted to the description of the basic structures of multidimensional analysis and to the consideration of internally defined discrete problems of analysis and mathematical physics. It implies not merely an approximation of a given continuous object, but the construction its analog, starting from the notion allowing for discrete interpretation”.

Arguments for contradiction to physical sense of differential models of certain classes of problems of the mechanics of a continuous medium are given by M. A. Zak . In this regard, he developed a general approach, wholly based on the concepts of theoretical mechanics with a special interpretation of Gauss’ principle of least action.

The position of C. Truesdell is alternative. He thinks that continuum mechanics of a deformed body ”is, in essence, not only subtler, more beautiful, majestic than a rather sparse particular case, called ”analytical mechanics”, but it is much more suitable for the simulation of real bodies” (, page 10).

## Chapter 4 Short comments on the material of the above sections and some general considerations

### 4.1 The correctness of the formulation of problems of mathematical physics

The conditions of correctness, formulated by J. Hadamard at the turn of the 20th century (see ) and insistently advocated by him thereafter, amaze us by their ever-increasing importance for practical applications. It forms the conceptual basis for methods of the simulation of physically meaningful problems, which, in fact, is disputed by nobody. At the same time, nowadays, the prevailing opinion is that Hadamard’s concepts are principally invalid.

This concerns the basic statement that the properties of existence and uniqueness, considered by Hadamard as inherent to mathematical models of real processes, lead to the correctness of the formulation of adequate boundary-value (initial-boundary-value) problems, which implies the stability of the employed algorithms of a numerical realization. Although, of course, not all generally quite valid algorithms can ensure continuous dependence of the solution on the data of a concrete problem: Implied is a possibility of their construction.

The above-said concerns, in the first place, the key notion of this statement, namely, correct formulation of problems of mathematical physics. Indeed, only the existence of such formulation is claimed unambiguously, which implies, in particular, that the Fredholm integral equation of the first kind is simply unsuitable as a reflection of objective reality.

Naturally, the course of investigations with the aim to confirm or disprove the hypothesis, or, in our opinion a prophecy, of J Hadamard, seemingly had to be conducted from the position of variability of formulations of the considered problems, which was not the case. The main reason is, in our opinion, an erroneous understanding of a special mission of computational means of numerical simulations that lightheartedly neglected even one of the main principles of functional analysis, i.e., Banach’s theorem on inverse operator (,section 9, and ).

One can hardly explain the absence in special literature even of a thesis of the necessity to coordinate the formulation of problems of mathematical physics with algorithms of their numerical realization. The roots of this situation seem to be in systemic character of the giant computer-supply complex oriented at commercial efficiency at the expense of high costs of provided services.

As a result, the alternative school of A. N. Tikhonov builds up the criticism of J. Hadamard ideas according to the following scheme:

\- the solution of the Fredholm integral equation of the first kind

$$\left(A\psi \right)\left(x\right)\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1]$$
(4.1)
is, in general, an incorrect problem (which is undisputable);

\- integral equations of this type are adequate to a variety of real phenomena, which is actually supported by a rather transparent interpretation of corresponding direct problems (calculations of $`f`$ from given $`k`$ and $`\psi `$).

However, what are the grounds for the formulation of the problem, inverse to the calculation of $`f`$, by means of trivial renaming the given and sought functions in (4.1)? The fact that the procedure of the restoration of $`\psi \left(x\right)`$ for given $`f\left(x\right)`$ and $`k(x,\xi )`$ is incorrect does not imply any consequences.

The Fredholm integral equation of the first kind is, without any doubt, a rather graphic object for an illustration of the suggested arguments. As regards problems of mathematical physics for partial differential equations, their evaluation is not so unambiguous. Thus, Hadamard’s example (2.3), (2.4), concerned with the restoration of the function $`u(x,t)`$ from the initial data, is interpreted as a direct problem, whereas the inverse one, in contrast, has to be related to the determination of the right-hand sides from the corresponding information about the solution. Hence, the formulation of the direct problem is incorrect.

It is usually believed that the problem (2.3), (2.4) has physical applications (see, e.g., ). In this case, following J. Hadamard”s methodology, its formulation can be reduced to a correct one. As will be shown below, the difference between integral equations of the first kind and boundary-value (initial-boundary-value) problems of mathematical physics are, in a sense, conditional. Indeed, the problem (2.3), (2.4) can be reduced by elementary means to an equation of the above-mentioned type with respect to $`_x^2`$ or $`_t^2u`$.

The reproaches to J. Hadamard, whose typical elements are reproduced in section 2.1, can be summarized as follows: The great scientist slowed down the progress of science by refusing to admit that incorrectly formulated problems were adequate to a variety of real processes (see ). However, J. Hadamard had no doubts that such problems existed. As a matter of fact, put forward the thesis of inadequacy of the employed means of numerical simulations. Indeed, is it justified to raise the issue of someone’s monopoly of a mathematical model as regards its objective correspondence to the realities that we observe?

Clearly, the answer can be only negative: Mathematical models are constructed with different degrees of detail, they have the form of integral equations, boundary-value problems, etc., inducing, by the way, rather non-identical difficulties of computational character. At the same time, the results of reliable versions of numerical simulations for the considered processes must, in general, be identical.

One can raise an argument that a transition from an incorrect formulation of the problem to a correct one is a cardinal step and, accordingly, should be accompanied by a substantial deformation of computational relations, which in turn should influence the solution. This conclusion is seemingly supported by the well-known fact of functional analysis that the property of incorrect solvability is stable with respect to small perturbations . However, this property is connected with a pair of spaces and, generally speaking, looses its validity when Eq. (4.1) is considered from the point of view of the mapping between the spaces $`L_2(0,1)`$ and $`l_2`$, as it was mentioned above.

It seems that we have pointed out an important issue. As a development of this issue, we state the absence of serious arguments against a possibility of the correct formulation of the problem, e.,g., of the restoration of the function $`\psi \left(x\right)`$ from the kernel $`k(x,\xi )`$ and the right-hand side $`f\left(x\right)`$, obtained by integration according to Eq. (4.1). Purely heuristically, if small variations of the data can substantially influence the solution of incorrectly formulated problem, why not suggest that this effect can be overcome in a satisfactory way by a rather nonessential correction of the traditional mathematical model?

Among supporters of studies of problems of mathematical physics exclusively in the correct formulation are: A. Poincaré, D. Hilbert, V. A. Steklov, I. G. Petrovsky, I. Prigogine . On the other hand, the role of the three absolutely independent conditions of the correctness (existence, uniqueness and continuous dependence on the data of the problem), introduced by R. Courant and D. Hilbert , can hardly be called positive. We think that the constructive potential of the fact that the third condition is a corollary of the previous ones could facilitate the activation of studies of different aspects of the correct formulation of problems of mathematical physics in the classes of functions inherent to them.

When considering the Fredholm integral equation of the first kind (4.1), one had to be more careful with respect to operations involving the function $`f\left(x\right)`$ from $`l_2`$ as opposed, figuratively, to a surrogate of continuous inversion under the condition that it belongs to $`L_2(0,1)`$. Accordingly, an analysis of the premises of the correct solvability of this equation could lead to a conclusion that the problem of the restoration on its basis of the function $`\psi \left(x\right)`$ from the given $`f\left(x\right)`$ and $`k(x,\xi )`$ cannot be interpreted as the inverse of the calculation of $`f\left(x\right)`$ from Eq. (4.1).

### 4.2 A relationship to the theorem on the inverse operator

The above-mentioned fact that the third condition of the correctness has the character of a corollary results from Banach’s theorem on the inverse operator  whose optimistic meaning consists in the following: If the solution to Eq. (4.1), with $`D\left(A\right)=B_1`$ and $`fB_2`$, where $`B_1`$, $`B_2`$ are Banach spaces, exists and is unique, the inverse operator $`A^1`$ from $`B_2`$ into $`B_1`$ is bounded. As a consequence, the ordinary procedure of the solution of the Fredholm integral equation of the first kind (4.1) is by Picard’s theorem stable under the condition that $`B_2`$ coincides with $`l_2`$.

However, in the general case both the verification and the fulfillment of the condition $`fl_2`$ are practically infeasible. Therefore, such spaces are called ”inconvenient” (see ). Thus, we are obviously in a principle dilemma as to the choice of the methodology of the investigation:

\- an orientation at overcoming the difficulties resulting from the use of the space $`l_2`$ related to the boundedness of the operator $`A^1`$;

\- the loss of this property in exchange for a possibility of studying mathematical models in ”convenient” spaces.

With the beginning of large-scale applications of computational methods to mathematical investigations, the second way became dominant. Correspondingly, the canonical formulation of discussed S. Banach’s theorem, given, e.g., by A. N. Kolmogorov and S. V. Fomin  (see section 2.3), has been accompanied by a specification that it is valid only in the case when the operator $`A`$ realizes a mapping on the whole space $`B_2`$ . It should be noted that for $`fL_2(0,1)`$ this condition is rather important, because the space $`l_2`$ inherent to Eq. (4.1) is a subspace or part of $`L_2`$.

The dynamics of the point of view of S. G. Mikhlin, reflected in his courses of mathematical physics and the theory of errors of 1968, 1977 and 1988 . At the beginning, the author considers Eq. (4.1) under the traditional assumption that the operator $`A`$ is compact, that is, according to the type of the mapping inside the space $`L_2(0,1)`$. In this case, the inverse operator $`A^1`$ is unbounded. As a result, the standard algorithms of the numerical realization are inapplicable, and one has to turn to the methodology of A. N. Tikhonov.

Later, S. G. Mikhlin drew attention to the fact that if the Fredholm integral equation of the first kind (4.1) is interpreted from the point of view of a mapping between the spaces $`L_2(0,1)`$ and $`l_2`$, the corresponding operator $`A`$ is no longer compact and, as a consequence, the inverse $`A^1`$ can be bounded, and the problem of the restoration of the function $`\psi \left(x\right)`$ becomes correct. In this way, the completeness of the conditions of correctness is restored, whereas the third condition was initially singled out by the author.

Thus, the use of the pair of spaces $`L_2(0,1)l_2`$ in a sense transfers the canonical incorrect problem to the mainstream of fundamentals of functional analysis. Note the fact that, being a mathematician, S. G. Mikhlin did not devalue the importance of the outlined step by banal reasoning in terms of ”convenient/inconvenient” or ”bad” and ”good” spaces.

Such a position apparently incurred criticism: In his concluding monograph, S. G. Mikhlin somewhat irritably readdresses actual formulation of problems of mathematical physics to specialists in applied sciences, including sociologists, who are interested in their solution. Simultaneously, the author has found it reasonable not to consider infinite dimensional models with inherent aspects of incorrectness.

The statement that a mathematical problem, being posed (in terms of premises), must be solved by rigorous methods belongs to V. A. Steklov. At the same time, why not consider the procedure of the formulation of problems of mathematical physics as an additional reserve of increasing the efficiency of employed techniques of numerical realization? Moreover, maybe rigidly predetermined formulations of problems themselves prose artificial complications of computational character under the conditions when physical considerations admit a small, in a sense, variation? In our opinion, the formulation of problems of mathematical physics and the algorithm of its numerical realization are essentially interrelated categories.

The material of section 2.4 develops the arguments for the advantages of studies of the Fredholm integral equations of the first kind in the pair of spaces $`L_2(0,1)l_2`$. Thus, an obvious mismatch, in the general case, between the free term $`f\left(x\right)`$ and the space $`l_2`$ allowed us to outline a constructive algorithm of numerical realization by means of an adequate representation of the arising error of closure.

### 4.3 The methodology of the solution of incorrect problems

Incorrectly formulated problems of mathematical physics are deceptively transparent from the point of view of the interpretation of considered processes. This results from their adequacy to spaces that in the computational sense are practically infeasible. If the data of such problems are specified in their natural classes of functions, the corresponding formulations loose a mathematical sense because of insolubility. In this situation, of crucial importance is a role of general methodological concepts, that is, one has to be guided by a system of global principles.

From this point of view, J. Hadamard’s insistence on the correct formulation of problems describing physical phenomena  still can be interpreted as a kind of hypothesis, whereas in fact related Banach’s theorem on the inverse operator is a universally accepted element of the foundation of modern mathematics . Nevertheless, A. N. Tikhonov chose an alternative orientation by a revision of the actual notion of the solution of the incorrect problem and the use with respect to it of special algorithms of numerical realization . It seems that this choice was in full harmony with the attitude of the scientific community of the last decades towards the unprecedented revolutionary role of computational mathematics in natural science (see ).

A notion of correctness according to A. N. Tikhonov appeared that played up a rather simple version of a search for the solution in a reduced class of functions meeting the criterion of the correct formulation . By the way, any a priori premises for finding such a class on the basis of reasonable information are missing.

Shaky character of the conceptual basis led to the failure of the idea of a limiting transition with respect to a small parameter in the solution of a family of problems related to incorrectly formulated ones (the method of regularization ). The reason, in our opinion, lies in the same inadequacy of the use of functional spaces. Given that $`l_2`$ is characterized by an infinite number of features, whereas $`L_2`$ is characterized by only one, is it possible, even on the heuristic basis, to expect to overcome this cardinal disagreement with the help of the regularization parameter $`\alpha `$?

The situation in the sphere of activity of numerous followers of A. N. Tikhonov looks rather deplorable. The actual efforts are concentrated on a surrogate with a small factor $`\alpha `$, formed on the basis of (4.1):

$$\alpha \psi \left(x\right)+\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1].$$
(4.2)
This is called the Fredholm integral equation of the second kind, without any mentioning of its insufficiency in this respect. Despite a large number of investigations devoted to the determination of the regularization parameter $`\alpha `$, any more or less constructive algorithms are absent. The main reason seems to be the inconsistency of the thesis that implies a possibility of efficient matching between the solution and the data of incorrectly formulated problems (see, e.g., ).

As a matter of fact, one has to be satisfied only by a comparison of solutions to (4.2) obtained in the range of the decrease of $`\alpha `$. Because of great labor input of numerical realization for small values of the regularization parameter, a large-scale application of A. N. Tikhonov methodology to the practice of scientific investigations incurred considerable economic damage. As regards attempts to investigate the Fredholm integral equation if functional spaces of its correct solvability, they were isolated and were not accompanied by constructive implementation .

V. M. Fridman, whose papers  are considered in section 3.3, approached the solution of the Fredholm integral equation of the first kind as a mathematically formulated problem regardless of its applicability to modeling of concrete processes.From the point of view of our consideration, the iterative algorithms of V. M. Fridman may be of interest, because they allow one to achieve maximal possible efficiency in the framework of the chosen object of investigation, which is indirectly confirmed by their simplicity and brevity.

In other words, it is hardly possible to obtain more from the traditional interpretation of Eq. (4.1) (under the condition that formal convergence exists). By approaching the solution, the employed corrections become negligibly small compared to the values of the sought function:

$$\psi _{n+1}\left(x\right)=\psi _n\left(x\right)+\lambda \left[f\left(x\right)\left(A\psi _n\right)\left(x\right)\right].$$

As is well-known, in the absence of a timely halt of such a procedure, computational ”noise” from operations with incommensurate numbers can radically distort the solution . It becomes obvious that the Fredholm integral equation of the first kind, by virtue of its nature, contains an inherent defect that principally disagrees with pithy formulation of the problem of the restoration of the function $`\psi \left(x\right)`$ from the right-hand side of (4.1).

Therefore, it seems to be quite natural to complete the integral equation (4.1) by a component that, by adaptively compensating for the negative factor of computational ”noise”, would not substantially influence the initial mathematical model by virtue of its smallness (see the constructive premises in section 2.4).

In section 3.5, we have given the argument of K. I. Babenko  for the necessity to take into account the fact of the loss of information when evaluating comparative efficiency of computational algorithms. This argument seems to be even more important at the stage of the formulation of the problem. Since calculations of $`f\left(x\right)`$ from (4.1) objectively delete the information on the function $`\psi \left(x\right)`$, its restoration in the framework of the traditional approach quite naturally reduces to an incorrect problem.

If we hypothetically assume that the sought function $`\psi \left(x\right)`$ is explicitly present in Eq. (4.1) \[i.e., the parameter $`\alpha `$ of Eq. (4.2) is commensurate with the values of the kernel\], all the outlined problems disappear. Nevertheless, any actions of the type of a coarse substitution are absolutely unacceptable. However, such an appearance of $`\psi \left(x\right)`$ can be viewed in the context of the modeling of computational ”noise” with the participation of the integral term also. Below, we will specify this exclusively important point.

### 4.4 Concepts of numerical simulations at the modern stage

The predetermined method of conjugate gradients is considered to be one of the most efficient methods for the solution of ill-posed systems of linear algebraic equations that appear as a result of discretization of different problems of mathematical physics . The predeterminer, a non-degenerate matrix, allows one to reduce the procedure of numerical realization to a sequence of algebraic problems with desired favorable properties. On the other hand, however, the number of necessary iterations and their difficulty increase (section 3.7).

It should be noted that the structure of the predeterminer is deprived of adaptive basis with respect to the orientation at specific characteristics of a concrete computational procedure. In our opinion, an analogous situation is, in general, typical of discrete models. From this point of view, the potential of the techniques of continuous analysis is at a qualitatively higher level.

One of the key problems of computational mathematics is the development of the conceptual basis for a relationship between a representation of the data and the efficiency of the employed algorithms. In this regard, the ideas of K. I. Babenko , completely based on a qualitative interpretation of the notion of information put forward by A. N. Kolmogorov, can be estimated as rather pessimistic. Indeed, almost all computational operations of this guide are accompanied by a ”colossal” loss of information, whereas rare exceptions correspond only to a special representation of initial tables, which, as a rule, is not realized in practice.

The position of R. W. Hamming , who is a direct follower of the ideas of J. Hadamard in the field of computational mathematics, is alternative. In his opinion, methods of numerical realization must be adapted to the available information. As regards principal difficulties, such as the incorrectness of the formulation, the main attention should be concentrated on a modification of mathematical models. The arguments of P. Bellman and S. Dreyfus for the expediency of the evaluation of the quality of information on the basis of its efficiency indices  are also rather attractive.

O. M. Belotserkovsky and V. V. Shennikov  stated a crisis in the sphere of numerical simulations resulting from the complexity of both the formulations of practical problems and the techniques of their numerical realization. (section 3.8). As a reason, they have pointed out an inapplicability of methods of ”pre-computer” mathematics to situations, when owing to the accumulation of round-off errors actually any algorithm becomes computationally incorrect. As a matter of fact, the authors proposed to develop more intensively approaches in the style of A. N. Tikhonov, without any mentioning of the alternative way, i.e., matching the formulations of considered problems with Banach’s theorem on the inverse operator.

Note that generations of specialists in different fields of mathematical physics were brought up under slogans of the type ”all real problems of the mechanics of continuum medium are ill-posed” that were repeatedly reiterated without any explanations by ”greats” at different conferences. As a result, we have an implementation at a folklore level of the thesis supported only by the practice of scientific research.

N. N. Yanenko, who, in contrast to some colleagues, was well aware of the losses of numerical simulations from the breakup of ties of the techniques of numerical realization with the basics of functional analysis, can be called a flagship of this ideology. However, he considered to be of crucial importance the principal difference between classical and computational mathematics consisting in the fact that the former dealt with abstract symbols without the loss of information, whereas the objects of the latter were numerical arrays whose transformation was inevitably accompanied by errors of different kinds (see ).

A methodological orientation of the arguments of the works of N. N. Yanenko allows us to suggest that a certain role in the formation of his ideas was played by ambitious motivations of being a co-participant of the emergence of ”new” mathematics that, while partly employing the ”old” one, was, in general, substantially superior. A grotesque manifestation of this position is represented by the monograph of A. V. Chechkin  completely based on A. N. Tikhonov concepts.

It seems that we facing a distortion of the essence of the problem, because Banach’s theorem on the inverse operator is an entity of a higher level than numerical operations and, at the same time, is indispensable to them. Indeed, the boundedness of the inverse operator yields practically a unique possibility to prevent both inadequate dependence of the solution on the data and the accumulation of computational errors.

The outstanding ideas of J. Hadamard and S. Banach who foresaw the development of the technique of numerical simulations should be regarded as its fundamental basis.

### 4.5 Ideas of the development of a constructive theory

Let us suppose that the kernel $`k(x,\xi )`$ of the Fredholm integral equation of the first kind (4.1) is closed in $`L_2(0,1)`$ and its solution exists.<sup>1</sup><sup>1</sup>1In the interests of continuity of our consideration, we repeat some of the above-discussed points. We also assume a possibility of exact evaluation of the right-hand side by means of integration, or the function is assumed to belong to the space $`l_2`$, which implies the condition

$$\underset{n=1}{\overset{\mathrm{}}{}}\alpha _n^2\lambda _n^2<\mathrm{},\alpha _n=\underset{0}{\overset{1}{}}f\left(x\right)\overline{\psi }_n\left(x\right)𝑑x,$$
(4.3)
where $`\lambda _n`$, $`\overline{\psi }_n\left(x\right)`$ are the characteristic numbers and the eigenfunctions of the kernel $`k(x,\xi )`$.

Because of the closure of $`k(x,\xi )`$, the solution to (4.1) is unique as well; the operator $`A`$ that maps from $`L_2(0,1)`$ into $`l_2`$ is continuous: Hence all the conditions of Banach’s theorem on the inverse operator are fulfilled. This theorem states that the inverse operator $`A^1`$ that maps from $`l_2`$ into $`L_2(0,1)`$ is continuous as well. In other words, the procedure of the evaluation of $`\psi \left(x\right)`$ is stable against small perturbations of the given $`k(x,\xi )`$ and $`f\left(x\right)`$. Therefore, it can be realized without an accumulation of round-off errors of significant digits.

In this regard, the Inverse World of S. Banach is rather captivating and, at the same time, it is based on the absence of any differentiation of the employed spaces with respect to preference. The dominant ideas in the sphere of computational mathematics are purely alternative. Therefore, both openly and mainly implicitly, the arguments for non-constructive character of this fundamental theorem are put forward.

The arguments are seemingly reasonable. Indeed, the function $`f\left(x\right)`$ is determined mostly with an error of measurement. Thus, spaces of the type $`L_2`$ that restrict certain superpositions on an interval are natural for its estimate. As already mentioned, the space $`l_2`$ is illusive because it deals with an infinite set of features of the data that, as a result, cannot be identified in practice. Even a comparatively small variation of $`f\left(x\right)`$ may violate the criterion (4.3) and, as a consequence, distort the solution to (4.1) by Picard’s theorem.

Thus, the actually given function $`f\left(x\right)`$, as a rule, does not belong to the space $`l_2`$. A trivial case of the representation of $`f\left(x\right)`$ as series in terms of the elements $`\overline{\psi }_n\left(x\right)`$ for exactly determined $`\lambda _n`$ is an exception. However, such premises cannot serve as a basis for the neglect of the space $`l_2`$ in the studies of Eq. (4.1). It seems that constructiveness is possible here only in the context of the agreement of, generally speaking, different orientations:

\- the function $`f\left(x\right)L_2(0,1)`$;

\- the operator $`A`$ maps from $`L_2(0,1)`$ into $`l_2`$.

The motivation is obvious: to preserve the potential of continuous inversion of the operator $`A`$ for practical realization. At the same time, the outlined contradiction is clear, and it cannot be overcome exclusively in the framework of the Fredholm integral equation of the first kind (4.1). In this situation, it is quite natural to turn, figuratively speaking, to the origin of this equation, that is, to the issues related to the formulation of the problem.

Consider a certain process described by the operator $`A`$. The direct problem consists in the evaluation of the integral according to (4.1) under the substitution of the given function $`\psi \left(x\right)`$. If it can be expanded in a series of $`\mathrm{sin}\left(n\pi x\right)`$, in particular, corresponding terms acquire a factor of $`n^1`$ and, as a result, the convergence strengthens. This procedure has a lot of physical and other interpretations and is mathematically correct.

A key element is the formulation of the inverse problem for the same operator $`A`$, which is related to the restoration of the function $`\psi \left(x\right)`$ from given realization of the procedure of integration, that is, $`f\left(x\right)`$. What is actually implied is the determination of the cause from its consequence. Whereas the scheme of the solution of the direct problem is transparent, the status of the inverse problem is diametrically opposed. A priority of its solution is the actual algorithmic procedure on the basis of an adequate mathematical model that is not an analog of the process occurring in the regime of real time.<sup>2</sup><sup>2</sup>2Indeed, the cause as an outcome of the consequence has no physical sense.

In general, the traditional formulation of inverse problems by means of formal renaming of known and unknown components of mathematical models describing objectively occurring processes has no grounds.

In light of the above, it is quite natural to recall the statement of J. Hadamard that all problems having practical interpretation admit a mathematically correct formulation. From this point of view, since the solution of the problem, inverse of the evaluation of the integral (4.1), objectively exists and is unique, it has to be only correctly posed. At the same time, J. Hadamard did mot give corresponding recommendations of constructive character, and at the present stage of the development of mathematical physics his methodology turned out to be, in essence, completely rejected.<sup>3</sup><sup>3</sup>3The first publication of J. Hadamard on this problem dates back to 1902. One may suggest that the idea of incorrectness initiated S. Bamach’s investigations in 1920s.

Let us try to follow the formulation of the problem, inverse of the evaluation of the integral (4.1), that is carried out, in general, with a certain error:

$$A\psi =f+\delta f^{},x[0,1].$$
(4.4)
In the direct formulation, taking into account this error has no principal importance. Nevertheless, solutions to the Fredholm integral equations of the first kind (4.1) and (4.4) can be completely different. At this point, any quantitative interpretation of $`\delta f^{}`$ is senseless. Moreover, even under the condition of the existence of an analytical solution ($`\delta f^{}0`$), its restoration by means of a discretization reduces to the solution of ill-posed systems of linear algebraic equations.

By general considerations, the presence of $`\delta f^{}`$ in (4.4) increases the potential of the formulation of the inverse problem, and the question of a model of the allowed error arises alongside. One must take into account that the mechanism of its generation is governed by the factor of smoothing of $`\psi \left(x\right)`$ by the integration procedure. Therefore, the structure of $`\delta f^{}`$ must reflect, in a sense, informational incompatibility between this function and its mapping $`A\psi `$ (i.e., between explicit and implicit representations).

By these arguments, we use an operator model of the error in the form

$$\delta _{}=I\lambda B,$$
(4.5)
where $`B`$ is an integral operator, $`\lambda `$ is a parameter that serve for an adequate approximation of $`\delta f^{}`$ in the range from zero to finite distortions related to measurements.

In this way, instead of the Fredholm integral equation of the first kind (4.1), we propose to solve the following problem:

$$\mu A\psi =\mu f+\delta f;\delta f=0,x[0,1].$$
(4.6)
Here, the parameter $`\mu `$, like $`\lambda `$, serves to prevent the Fredholm integral equation of the second kind, obtained as a result of transformations, from positioning itself on the spectrum, which is equivalent to existence and uniqueness of its solution (see, e.g., ); $`\delta f=\mu \delta f^{}`$.

Note that the traditional formulation of the inverse problem in the form of the Fredholm integral equation of the first kind (4.1) is by no means violated, because we have only added a function representing zero in $`L_2(0,1)`$ to its free term. At the same time, the transformation of the incorrect problem (4.1) into the formulation (4.6) creates conditions for a radical change of the situation. Indeed, we can demand, generally speaking, that $`\delta f`$ adaptively compensate for the errors of numerical operations that take $`f\left(x\right)`$ out of the space $`l_2`$. As a result, prospects for a constructive realization of the operator $`A^1`$ emerge. For $`f+\delta fR\left(A\right)`$, the negative factor of the incorrectness of Eq. (4.1) is fully neutralized.

As will be shown below, it is reasonable to represent the operator $`B`$ from (4.5), when $`\delta f=0`$ in $`L_2(0,1)`$, as

$$B_{}=\underset{1}{\overset{1}{}}h(x,\xi )_{}𝑑\xi ,$$

imposing the condition of closure on the kernel $`h(x,\xi )`$, transformed by means of a linear change of variables. As a result, the problem (4.6) takes the form

$$\psi \left(x\right)=\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +\lambda \underset{1}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi \mu f\left(x\right),$$
(4.7)
$$\psi \left(x\right)=\lambda \underset{1}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi ,x[0,1].$$
(4.8)
It is easy to notice that the condition on $`\delta f`$, equivalent to Eq. (4.8), is supposed to be satisfied by means of an extension of $`\psi \left(x\right)`$ on $`x[1,0)`$, which is equivalent to the use of a new unknown function.

There exists a well-known opinion that prospects of obtaining new substantial results by simple transformation of mathematical relations are not great. Indeed, by applying to Eqs. (4.7), (4.8) a subtraction operation we again obtain the initial problem which is incorrect. However, first, we are not going to do this, and, second, the integral equation with the sought function in an explicit form will allow us to feel a constructive potential.

From this point of view, a ”refusal” of the well-known demonstration of smoothing of peculiarities of the sought solution by means of integration of (4.1) seems to be very significant. Indeed, assuming that the function $`\psi =\psi _{}\left(x\right)`$ satisfying the system of equations (4.7), (4.8) is known, we give it a perturbation of the type $`ϵ\mathrm{sin}\left(n\pi x\right)`$. A substitution into (4.6) shows that this perturbation influences the free term $`f\left(x\right)`$ both via a reduction coefficient $`n^1`$ and without it, at the expense of corresponding integration and an explicit presence of $`\psi \left(x\right)`$.

What is said does not apply to $`\psi \left(x\right)`$, $`x[1,0)`$. However, the determination of this function is beyond the scope of the considered problem. We want to emphasize that the above arguments are exclusively heuristic, and, as will be shown, the fulfillment of the condition $`\delta f=0`$ is related to some rather subtle points.

In conclusion of this section, we want to point out the inconsistency of the wide-spread opinion that the formulation of problems of numerical simulation should be left to specialists in applied sciences, whereas pure mathematicians should be concerned exclusively with rigorous analytical investigations, the development of computational methods and participation in their realization.

It seems that specialists in applied sciences should be concerned with the formulation of direct and, generally, correct problems. The factor of incorrectness is directly related to the method of the solution. Therefore, the main concern of pure mathematicians should be a reduction of formulations of problems describing the considered processes to the conditions of efficient implementation of Banach’s theorem on the inverse operator.

## Chapter 5 A method of the reduction of problems, traditionally associated with Fredholm integral equations of the first kind, to Fredholm integral equations of the second kind

### 5.1 The structure of the representation of the error

In light of the arguments of section 4.5, we proceed with the consideration of the same Fredholm integral equation of the first kind

$$\left(A\psi \right)\left(x\right)\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1],$$
(5.1)
with a closed kernel $`k(x,\xi )`$. In the determination of the right-hand sides by one of methods, including the integration of the initially given function $`\psi \left(x\right)`$, an error was made $`\delta f/\mu `$, where $`\mu `$ is a constant. In other words, the property of correctness is inherent to the equation

$$\mu \left(A\psi \right)\left(x\right)=\mu f\left(x\right)+\left(\delta f\right)\left(x\right),x[0,1]$$
(5.2)
in its natural space $`l_2`$.

Following (4.5), we present the error as a difference between the sought function and the integral component

$$\left(\delta f\right)\left(x\right)=\psi \left(x\right)\lambda \left(B\psi \right)\left(x\right),x[0,1],$$
(5.3)
where $`\lambda `$ is a constant, by setting<sup>1</sup><sup>1</sup>1The use of an indefinite integral in Eq. (5.4) will be explained below.

$$B_{}=\underset{1}{\overset{1}{}}h(x,\xi )_{}𝑑\xi .$$
(5.4)
The substitution of $`\delta f`$ from (5.3) into (5.2) leads to the equation

$$\psi \left(x\right)=\mu \left(A\psi \right)\left(x\right)+\lambda \left(B\psi \right)\left(x\right)\mu f\left(x\right),x[0,1]$$
(5.5)
with two unknown functions: $`\psi \left(x\right)`$ on $`x[0,1]`$ and on $`x[1,0)`$. As the second equation of the system, equation (5.3) could be used, however, the function $`\left(\delta f\right)\left(x\right)`$ requires a specification.

If exclusively the loss of information is implied, resulting from the evaluation of $`f\left(x\right)`$ by means of the procedure of integration of (5.1), it is logical to assume that

$$\left(\delta f\right)\left(x\right)=0,x[0,1],$$
(5.6)
or

$$\delta f_{L_2(0,1)}=0.$$
(5.7)
In this case, a modeling of the error occurs as a result of mutual inadequacy of the components of the right-hand side of (5.3) of a qualitative character (in the first place, with respect to smoothness). It should be also noted that, except for the trivial case $`fl_2`$, the substitution (5.1) has no mathematical sense, and the problem can be considered only from the point of view of a search for an approximate solution:

$$\underset{\psi }{\mathrm{min}}A\psi f_{L_2(0,1)}.$$
(5.8)
Taking into account (5.6), equation (5.3) can be given the form

$$\psi \left(x\right)=\lambda \left(B\psi \right)\left(x\right),x[0,1],$$
(5.9)
or

$$\underset{1}{\overset{0}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi =g\left(x\right),x[0,1],$$
(5.10)
where

$$g\left(x\right)=\frac{1}{\lambda }\psi \left(x\right)\underset{0}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi .$$
(5.11)
Making in (5.10) a change of variables $`\zeta =2\pi x\pi `$; $`\theta =2\pi \xi +\pi `$, we get

$$\underset{\pi }{\overset{\pi }{}}h(\zeta ,\theta )\psi \left(\theta \right)𝑑\theta =g\left(\zeta \right),\zeta [\pi ,\pi ].$$
(5.12)
As is obvious, the satisfaction of (5.9) by $`\psi \left(x\right)`$ on $`x[1,0)`$ is equivalent to the solvability of Eq. (5.12). Let the kernel $`h(\zeta ,\theta )`$ be closed and $`g\left(\zeta \right)L_2(\pi ,\pi )`$.<sup>2</sup><sup>2</sup>2Under these conditions, by Eq. (5.11), $`\psi \left(x\right)L_2(0,1)`$, which is, by the way, implied. Then Eq. (5.12) is a Fredholm integral equation of the first kind, whose solution, if it exists, is unique (see ). To simplify the following transformations, it is reasonable to assume that its kernel is symmetric, depends on the difference of the arguments and satisfies the condition of periodicity on $`\zeta [\pi ,\pi ]`$. For example,

$$h(\zeta ,\theta )=\frac{1r^2}{2\pi \left[12r\mathrm{cos}\left(\zeta \theta \right)+r^2\right]},0<\left|r\right|<1.$$
(5.13)
In this case, equation (5.12) takes the form of the Poisson integral . Correspondingly, in (5.4),

$$h(x,\xi )=\frac{1r^2}{12r\mathrm{cos}\left[2\pi \left(x\xi \right)\right]+r^2}.$$
(5.14)
By Picard’s theorem, the necessary condition of convergence to the solution of Eq. (5.12) in $`L_2(\pi ,\pi )`$ of the series

$$\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n\lambda _n\overline{\psi }_n\left(\zeta \right)$$
(5.15)
is

$$\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n^2\lambda _n^2<\mathrm{},\alpha _n=\underset{\pi }{\overset{\pi }{}}g\left(\zeta \right)\overline{\psi }_n\left(\zeta \right)𝑑\zeta .$$
(5.16)
Here, the characteristic numbers and the eigenfunctions of the kernel (5.13) have the form,respectively \[\]:

$$\lambda _n=r^n,n=0,1,2,\mathrm{};$$

$$\overline{\psi }_0\left(\zeta \right)=1/\sqrt{2},\overline{\psi }_n\left(\zeta \right)=\{\mathrm{cos}\left(n\zeta \right);\mathrm{sin}\left(n\zeta \right)\},n=1,2,\mathrm{}.$$

However, because of (5.11), the free term $`g\left(\zeta \right)`$ and, hence, the coefficients $`\alpha _n`$, depend on the sought function $`\psi \left(x\right)`$. Therefore, it is impossible to verify the fulfillment of the condition (5.16). From this point of view, E. Goursat’s remark on Picard’s theorem (, pages 141-143) is rather appropriate. It consists in the following.

The kernel $`h(\zeta ,\theta )`$ is assumed to be closed, whereas the function $`g\left(\zeta \right)`$ is such that the condition (5.16) is not fulfilled. Nevertheless, there exists a function $`\psi \left(\zeta \right)`$, represented by the convergent series (5.15), whose substitution assures the fulfillment of the Fredholm integral equation of the first kind (5.12) in $`L_2(\pi ,\pi )`$.

A proof is based on the fact that

$$g_n\left(\zeta \right)=\underset{\pi }{\overset{\pi }{}}h(\zeta ,\theta )\psi _n\left(\theta \right)𝑑\theta ,$$
(5.17)
where

$$\psi _n\left(\theta \right)=\underset{i=0}{\overset{n}{}}\alpha _i\lambda _i\overline{\psi }_i\left(\theta \right),$$
(5.18)
coincides with the sum of the first $`n`$ terms of the Fourier expansion of the function $`g\left(\zeta \right)`$ in elements $`\overline{\psi }_i\left(\zeta \right)`$.

It should be noted that by Mercer’s theorem

$$h(\zeta ,\theta )=\underset{m=0}{\overset{\mathrm{}}{}}\frac{\overline{\psi }_m\left(\zeta \right)\overline{\psi }_m\left(\theta \right)}{\lambda _m}.$$
(5.19)
Because of this fact, $`n`$ can be chosen such that the integral

$$\underset{\pi }{\overset{\pi }{}}\left[g\left(\zeta \right)g_n\left(\zeta \right)\right]^2𝑑\zeta $$
(5.20)
will be smaller than an infinitesimal $`ϵ>0`$.

It seems that this result can be considered as a specific addition to the Riesz-Fischer theorem with preceding Weyl’s lemma . According to the classification , the series (5.18), by (5.17), converges to the solution of (5.12) in the sense of a distribution.

If the condition (5.16) is not fulfilled, the series (5.15) diverges in $`L_2`$.<sup>3</sup><sup>3</sup>3This is not equivalent to the conclusion $`\psi \left(x\right)L_2(1,0)`$. In this regard, it is interesting to establish restrictions on the data of (5.1) to satisfy (5.16). First, one has to make Eq. (5.1) symmetric by multiplying by the conjugate operator

$$A_{}^{}=\underset{0}{\overset{1}{}}k(\xi ,x)_{}𝑑\xi .$$

We get:

$$\underset{0}{\overset{1}{}}k^{}(x,\xi )\psi \left(\xi \right)𝑑\xi =f^{}\left(x\right),x[0,1].$$
(5.21)
Here,

$$k^{}(x,\xi )=\underset{0}{\overset{1}{}}k(\zeta ,x)k(\zeta ,\xi )𝑑\zeta ;f^{}\left(x\right)=\underset{0}{\overset{1}{}}k(\xi ,x)f\left(\xi \right)𝑑\xi ,$$

and, correspondingly, $`k^{}(x,\xi )=k^{}(\xi ,x)`$.

Suppose that the function $`f^{}\left(x\right)`$ is such that the solution of the Fredholm integral equation of the first kind (5.21) is a correctly formulated problem in the space $`l_2`$. Then

$$\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n^2\lambda _n^2<\mathrm{},\alpha _n^{}=\underset{0}{\overset{1}{}}f^{}\left(x\right)\overline{\psi }_n^{}\left(x\right)𝑑x,$$
(5.22)
where $`\lambda _n^{}`$ and $`\overline{\psi }_n^{}\left(x\right)`$ are the characteristic numbers and the eigenfunctions of the kernel $`k^{}(x,\xi )`$.

In this case, by Picard’s theorem, the solution to (5.21) is determined by the series

$$\psi \left(x\right)=\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n^{}\lambda _n^{}\overline{\psi }_n^{}\left(x\right)$$
(5.23)
that converges in $`L_2(0,1)`$. Correspondingly, in (5.12),

$$g\left(\zeta \right)=\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n^{}\lambda _n^{}\left[\frac{1}{\lambda }\overline{\psi }_n^{}\left(\zeta \right)\underset{\pi }{\overset{\pi }{}}h(\zeta ,\theta )\overline{\psi }_n^{}\left(\theta \right)𝑑\theta \right],$$

and, taking account of (5.19),

$$\alpha _0=\frac{12\pi }{\lambda }\underset{m=0}{\overset{\mathrm{}}{}}\alpha _m^{}\lambda _m^{}\underset{\pi }{\overset{\pi }{}}\overline{\psi }_m^{}\left(\zeta \right)𝑑\zeta ;$$

$$\alpha _n=\frac{\lambda _n\pi }{\lambda _n}\underset{m=0}{\overset{\mathrm{}}{}}\alpha _m^{}\lambda _m^{}\underset{\pi }{\overset{\pi }{}}\overline{\psi }_m^{}\left(\zeta \right)\psi _n\left(\zeta \right)𝑑\zeta ,n=1,2,\mathrm{}.$$
(5.24)
Thus, the use of the additional condition (5.9) implies that not only the condition (5.22) but also (5.16) are fulfilled with the coefficients (5.24).

However, in the framework of the formulation (5.8), it is more correct to assume that the stated requirements are not fulfilled in principle. Correspondingly, the series (5.18) turn out to be divergent for $`n\mathrm{}`$.

At the same time, if the value $`n`$, although arbitrarily large, is still finite, the situation changes diametrically. Indeed, the conditions of the solvability of the Fredholm integral equations of the first kind (5.1) and (5.21) are fulfilled automatically; the series (5.18) is not merely convergent in the sense of (5.20), but is a $`L_2`$-function.

We emphasize that these are only heuristic arguments that do not allow us to claim that $`\psi \left(x\right)L_2(1,0)`$. For what follows, this condition is necessary. Therefore, we turn below to the modeling of the error from a somewhat different position.

In the case of an experimental determination, the right-hand side of (5.1), as a rule, differs from the expression for $`f_{}\left(x\right)`$, obtained as a result of hypothetically exact integration of the given function $`\psi _{}\left(x\right)`$, by a certain quantity $`\left(\mathrm{\Delta }f\right)\left(x\right)`$. We only have to require that this quantity be bounded, otherwise, on the one hand, the adequacy of the actual mathematical model is violated, and, on the other hand, a following reduction to the Fredholm integral equation of the first kind loses a practical sense.

In general, compared to $`\delta f`$, the error $`\mathrm{\Delta }f`$ is not of principle importance. Indeed, if

$$\mathrm{\Delta }ff,L_2(0,1),$$

under the condition of the construction of a stable algorithm of the numerical realization, the error of the sought solution $`\psi \left(x\right)`$ turns out to be comparatively small. If this condition is not fulfilled, both the formulation of the concrete considered problem and its solution will be merely distorted.

If we assume in (5.4)

$$B_{}=\underset{1}{\overset{x}{}}h(x,\xi )_{}𝑑\xi ,$$
(5.25)
this fact will influence the modeling of the error via a modification of the expression (5.11):

$$g\left(x\right)=\frac{1}{\lambda }\psi \left(x\right)\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi .$$

The following method of the representation of the error can also be considered:

$$\left(\delta f\right)\left(x\right)=\psi \left(x\right)\lambda \left(B\psi \right)\left(x\right)\sigma \left(x\right),x[0,1],$$
(5.26)
where $`\sigma \left(x\right)`$ is another unknown function; the operator is given by

$$B_{}=\underset{0}{\overset{x}{}}h(x,\xi )_{}𝑑\xi .$$

It is obvious that $`\sigma \left(x\right)0`$, because otherwise the condition (5.6) for the $`L_2`$-kernel $`h(x,\xi )`$ reduces to the homogeneous Volterra integral equation of the second kind

$$\psi \left(x\right)=\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi ,x[0,1],$$

whose solution is trivial.

### 5.2 A transformed formulation of the problem

Let us turn to the model of the error given by (5.3), (5.4) and (5.6). In order to use more completely the possibilities of the techniques of integral equations, we introduce new unknown functions $`\phi \left(x\right)`$ and $`\chi \left(x\right)`$ by

$$\mathrm{\Psi }\left(x\right)=\lambda \left(B\mathrm{\Psi }\right)\left(x\right)+\{\begin{array}{c}\chi \left(x\right),x[0,1];\\ 0,x[1,0).\end{array}$$
(5.27)
Here,

$$\mathrm{\Psi }\left(x\right)=\{\begin{array}{c}\psi \left(x\right),x[0,1];\\ \phi \left(x\right),x[1,0),\end{array}$$

where $`\psi \left(x\right)`$ is the solution of the problem in the sense of (5.8); $`\phi \left(x\right)`$ is determined via $`\psi \left(x\right)`$ from the Fredholm integral equation of the second kind

$$\phi \left(x\right)=\lambda \underset{1}{\overset{0}{}}h(x,\xi )\phi \left(\xi \right)𝑑\xi +p\left(x\right),x[1,0),$$

with the free term

$$p\left(x\right)=\lambda \underset{0}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi $$

and the characteristic numbers $`\lambda _n=r^n`$, $`n=0,1,2,\mathrm{}`$ (see a transition to the Poisson integral in section 5.1).

In other words, $`\chi \left(x\right)`$ is a combination of the hypothetically known solution to the considered problem and of the function $`\phi \left(x\right)`$, by means of which $`\mathrm{\Psi }\left(x\right)`$ satisfies an equation analogous to (5.9), however not in the mean but uniformly on $`x[1,0)`$. In this case, equation (5.27) is a Fredholm integral equation of the second kind with respect to $`\mathrm{\Psi }\left(x\right)`$.

Taking into account (5.1), on the basis of (5.27), we can obtain an equation

$$\mathrm{\Psi }\left(x\right)=\lambda \left(B\mathrm{\Psi }\right)\left(x\right)+\{\begin{array}{c}\mu \left(A\mathrm{\Psi }\right)\left(x\right)\mu f\left(x\right)+\chi \left(x\right),x[0,1];\\ 0,x[1,0),\end{array}$$
(5.28)
which, by (5.8), strictly speaking, is neither integral nor of the Fredholm second kind type. At the same time, this objection can be easily overcome, if, analogously to (5.2), we subtract $`\mu \left(\delta f\right)\left(x\right)`$ in the right-hand side of (5.28).

By the well-known stability of the properties of Fredholm integral equations of the second kind against small perturbations , the fulfillment of the condition (5.7) is fully sufficient. Thus, the actual absence of $`\delta f`$ in (5.28) will not substantially influence the results of subsequent transformations with the use of this equation.

Using the solution of the Fredholm integral equation of the second kind

$$\mathrm{\Psi }\left(x\right)=\lambda \left(B\mathrm{\Psi }\right)\left(x\right)+\{\begin{array}{c}\mu \left(A\mathrm{\Psi }\right)\left(x\right)+\chi \left(x\right),x[0,1];\\ 0,x[1,0)\end{array}$$
(5.29)
on $`x[1,0)`$ that will be denoted as $`\phi _0\left(x\right)`$, we can eliminate the function $`\chi \left(x\right)`$ in (5.27).

As a result, we get an equation of the type

$$\mathrm{\Psi }^{}\left(x\right)=\lambda \left(B\mathrm{\Psi }^{}\right)\left(x\right)+\{\begin{array}{c}0,x[0,1];\\ \kappa \left(x\right),x[1,0).\end{array}$$
(5.30)
Here,

$$\mathrm{\Psi }^{}\left(x\right)=\{\begin{array}{c}\psi \left(x\right),x[0,1];\\ \phi ^{}\left(x\right),x[1,0);\end{array}$$
(5.31)
with

$$\phi ^{}\left(x\right)=\phi \left(x\right)\phi _0\left(x\right),$$

and $`\kappa \left(x\right)`$ being a new unknown $`L_2`$-function.<sup>4</sup><sup>4</sup>4This is determined, in particular, by the type of Eqs. (5.27)-(5.29).

In this case, $`\kappa 0`$: otherwise, the solution to Eq. (5.30) would be trivial. One can note that a relationship between Eqs. (5.30) and (5.27), (5.28) is realized by means of a procedure of a specific ”leakage” of the function $`\chi \left(x\right)`$ into $`\kappa \left(x\right)`$ via their solutions on $`x[1,0)`$.

Thus, starting from the traditional formulation (5.1), we have proceeded to the Fredholm integral equations of the second kind (5.27), (5.28) and (5.30). In light of the general methodological considerations of sections 2-4, these equations reveal powerful potential of a constructive orientation.

Indeed, the structure of the free terms is such that any solution on a part of the domain \[$`x[0,1]`$ or $`x[1,0)`$\] contains explicitly new unknown variables $`\chi \left(x\right)`$ and $`\kappa \left(x\right)`$. Simultaneously, in the expressions for the solutions on the remaining part, only integral terms are present.<sup>5</sup><sup>5</sup>5We must take into account the form of the solution of the Fredholm integral equation of the second kind by means of the resolvent (see, e.g., Ref. ). This makes a premise for an analogous representation of $`\delta f`$, which is, in fact, a strategic objective of the proposed method.

Returning to the questions of section 5.1, note that, on the basis of (5.30), we can make an immediate extension of Eqs. (5.5), (5.9):

$$\psi \left(x\right)=\lambda \left(B\psi \right)\left(x\right)+\{\begin{array}{c}\mu \left(A\psi \right)\left(x\right)\mu q\left(x\right),x[0,1];\\ \kappa \left(x\right),x[1,0);\end{array}$$

$$\psi \left(x\right)=\lambda \left(B\psi \right)\left(x\right)+\{\begin{array}{c}0,x[0,1];\\ \kappa \left(x\right),x[1,0).\end{array}$$
(5.32)
In this case, in fact,

$$\phi ^{}\left(x\right)\psi \left(x\right)L_2(1,0).$$

In what follows, we will need the inverse of the operator $`I\lambda B`$, or, taking into account the change of the variables $`\zeta =\pi x`$, $`\theta =\pi x`$,

$$I\lambda \underset{\pi }{\overset{\pi }{}}h(\zeta ,\theta )_{}𝑑\theta ,\zeta [\pi ,\pi ],$$
(5.33)
where

$$h(\zeta ,\theta )=\frac{1r^2}{\pi \left\{12r\mathrm{cos}\left[2\left(\zeta \theta \right)\right]+r^2\right\}}.$$

This kernel depends on the difference of the arguments, the function $`h\left(\zeta \right)`$ is periodic on $`x[\pi ,\pi ]`$ . Correspondingly, the eigenfunctions and the characteristic numbers of the operator (5.33) are :

$$\overline{\psi }_0\left(\zeta \right)=1/\sqrt{2},\overline{\psi }_n\left(\zeta \right)=\{\mathrm{cos}\left(n\zeta \right);\mathrm{sin}\left(n\zeta \right)\},n=1,2,\mathrm{};$$

$$\lambda _n^1\left(r\right)=\underset{\pi }{\overset{\pi }{}}h\left(\zeta \right)\mathrm{cos}\left(n\zeta \right)𝑑\zeta =\frac{1r^2}{\pi }\underset{\pi }{\overset{\pi }{}}\frac{\mathrm{cos}\left(n\zeta \right)d\zeta }{12r\mathrm{cos}\left(2\zeta \right)+r^2}$$

$$=\frac{1r^2}{2\pi }\underset{2\pi }{\overset{2\pi }{}}\frac{\mathrm{cos}\left(\frac{1}{2}n\zeta \right)d\zeta }{12r\mathrm{cos}\left(\zeta \right)+r^2}=\frac{1r^2}{\pi }\underset{0}{\overset{2\pi }{}}\frac{\mathrm{cos}\left(\frac{1}{2}n\zeta \right)d\zeta }{12r\mathrm{cos}\left(\zeta \right)+r^2},$$

$$n=1,2,\mathrm{}.$$

It is known (, p. 161) that

$$\frac{1r^2}{2\left[12r\mathrm{cos}\left(\zeta \right)+r^2\right]}=\frac{1}{2}+\underset{m=1}{\overset{\mathrm{}}{}}r^m\mathrm{cos}\left(m\zeta \right),$$

hence

$$\lambda _n^1\left(r\right)=\frac{2}{\pi }\underset{0}{\overset{2\pi }{}}\left[\frac{1}{2}+\underset{m=1}{\overset{\mathrm{}}{}}r^m\mathrm{cos}\left(m\zeta \right)\right]\mathrm{cos}\left(\frac{1}{2}n\zeta \right)𝑑\zeta ,n=1,2,\mathrm{}.$$

As a result, $`\lambda _n=0.5r^n`$, $`n=0,1,2,\mathrm{}`$, and the resolvent of the considered operator is

$$H(x,\xi ,\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\overline{\psi }_n\left(x\right)\overline{\psi }_n\left(\xi \right)}{\lambda _n\lambda }=2\underset{n=0}{\overset{\mathrm{}}{}}\frac{r^n}{12\lambda r^n}\overline{\psi }_n\left(x\right)\overline{\psi }_n\left(\xi \right),$$
(5.34)
where

$$\overline{\psi }_0\left(x\right)=1/\sqrt{2},\overline{\psi }_n\left(x\right)=\{\mathrm{cos}\left(2n\pi x\right);\mathrm{sin}\left(2n\pi x\right)\},n=1,2,\mathrm{}.$$

### 5.3 A constructive algorithm of practical realization

By inverting the operator $`I\lambda B`$ in (5.27), (5.29), we get, respectively,

$$\phi \left(x\right)=\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ;$$
(5.35)
$$\psi \left(x\right)=\chi \left(x\right)+\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ,x[0,1]$$
(5.36)
and

$$\phi _0\left(x\right)=\mu \lambda \underset{0}{\overset{1}{}}l(x,\xi )\phi _0\left(\xi \right)𝑑\xi +\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ,x[1,0),$$
(5.37)
where

$$l(x,\xi )=\underset{0}{\overset{1}{}}H(x,\zeta ,\lambda )k(\zeta ,\xi )𝑑\zeta .$$
(5.38)
From Eq. (5.30),

$$\kappa \left(x\right)=\psi ^{}\left(x\right)\lambda \underset{1}{\overset{0}{}}h(x,\xi )\psi ^{}\left(\xi \right)𝑑\xi \lambda \underset{0}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi .$$

Upon substitution of the expressions (5.31) and (5.36), taking into account (5.35) and the functional relation

$$\lambda \underset{1}{\overset{1}{}}h(x,\zeta )H(\zeta ,\xi ,\lambda )𝑑\zeta =H(x,\xi ,\lambda )h(x,\xi ),$$
(5.39)
we get

$$\kappa \left(x\right)=\lambda \underset{1}{\overset{0}{}}h(x,\xi )\phi _0\left(\xi \right)𝑑\xi \phi _0\left(x\right).$$
(5.40)
As the basis for the construction of the system, i.e., of one more Fredholm integral equation of the second kind in addition to (5.37), we will use (5.28):

$$\chi \left(x\right)=\psi \left(x\right)\lambda \underset{1}{\overset{0}{}}h(x,\xi )\phi \left(\xi \right)𝑑\xi \lambda \underset{0}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi $$

$$\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +\mu f\left(x\right),x[0,1].$$
(5.41)
It is obvious, that the explicitly appearing function $`\psi `$$`\left(x\right)`$ cannot be represented with the help of (5.36), because $`\chi \left(x\right)`$ in the right-hand side cancels out.<sup>6</sup><sup>6</sup>6In this way, we would trivially return to the initial object (5.1). Therefore, we employ the solution of Eq. (5.30)

$$\psi \left(x\right)=\lambda \underset{1}{\overset{0}{}}H(x,\xi ,\lambda )\kappa \left(\xi \right)𝑑\xi ,x[0,1].$$
(5.42)
Taking into account (5.40), (5.39), the property of orthogonality

$$\underset{1}{\overset{0}{}}\overline{\psi }_n\left(x\right)\overline{\psi }_m\left(x\right)𝑑x=\underset{0}{\overset{1}{}}\overline{\psi }_n\left(x\right)\overline{\psi }_m\left(x\right)𝑑x=\frac{1}{2}\underset{1}{\overset{1}{}}\overline{\psi }_n\left(x\right)\overline{\psi }_m\left(x\right)𝑑x$$

$$=\{\begin{array}{c}0,nm;\\ \frac{1}{2},n=m,\end{array}$$
(5.43)
that follows from the fact that the kernel (5.14) is periodic not only on $`x[1,1]`$ but also on $`x[1,0)`$, $`x[0,1]`$, and, besides, using

$$\underset{0}{\overset{1}{}}h(x,\zeta )H(\zeta ,\xi ,\lambda )𝑑\zeta =\underset{0}{\overset{1}{}}H(x,\xi ,\lambda )h(\zeta ,\xi )𝑑\zeta $$

that follows from (5.19), (5.34), we find

$$\psi \left(x\right)=\frac{1}{2}\lambda \underset{1}{\overset{0}{}}\left[h(x,\xi )+H(x,\xi ,\lambda )\right]\phi _0\left(\xi \right)𝑑\xi ,x[0,1].$$
(5.44)
To determine the other components of the right-hand side of (5.41), we can employ the expression (5.36). Substitution of (5.35), (5.36) and (5.44) into (5.41), taking into account (5.39), leads to the equation

$$\chi \left(x\right)=\underset{0}{\overset{1}{}}\left\{\lambda H(x,\xi ,\lambda )+\mu \left[k(x,\xi )+\underset{0}{\overset{1}{}}k(x,\zeta )H(\zeta ,\xi ,\lambda )𝑑\zeta \right]\right\}\chi \left(\xi \right)𝑑\xi $$

$$\frac{1}{2}\lambda \underset{1}{\overset{0}{}}\left[h(x,\xi )+H(x,\xi ,\lambda )\right]\phi _0\left(\xi \right)𝑑\xi +\mu f\left(x\right),x[0,1].$$
(5.45)
Note that on the basis of (5.34), in (5.38) and (5.45),

$$\underset{0}{\overset{1}{}}H(x,\zeta ,\lambda )k(\zeta ,\xi )𝑑\zeta =2\underset{n=0}{\overset{\mathrm{}}{}}\frac{r^nc_n^{}\left(\xi \right)}{12\lambda r^n}\overline{\psi }_n\left(x\right);$$

$$\underset{0}{\overset{1}{}}k(x,\zeta )H(\zeta ,\xi ,\lambda )𝑑\zeta =2\underset{n=0}{\overset{\mathrm{}}{}}\frac{r^nc_n^{\prime \prime }\left(x\right)}{12\lambda r^n}\overline{\psi }_n\left(\xi \right),$$

where

$$c_n^{}\left(\xi \right)=\underset{0}{\overset{1}{}}k(\zeta ,\xi )\overline{\psi }_n\left(\zeta \right)𝑑\zeta ;c_n^{\prime \prime }\left(x\right)=\underset{0}{\overset{1}{}}k(x,\zeta )\overline{\psi }_n\left(\zeta \right)𝑑\zeta .$$

As a result of symmetry and periodicity $`H(x,\xi ,\lambda )`$, $`x[0,1]`$, the operator

$$I+\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )_{}𝑑\zeta $$

can be inverted analytically (by analogy with the above-described procedure, one can construct the corresponding resolvent). At the same time, the realization of this procedure would not yield a considerable simplification of Eq. (5.45).

The inversion in (5.37) of the operator

$$I\mu \lambda \underset{0}{\overset{1}{}}I(x,\xi )_{}𝑑\zeta $$

for $`\mu \mu _n`$, where $`\mu _n`$ are its characteristic numbers, leads to the equation

$$\phi _0\left(x\right)=\lambda \underset{0}{\overset{1}{}}\left[H(x,\xi ,\lambda )+\mu \underset{0}{\overset{1}{}}L(x,\zeta ,\mu )H(\zeta ,\xi ,\lambda )𝑑\zeta \right]\chi \left(\xi \right)𝑑\xi .$$
(5.46)
Here, $`L(x,\xi ,\mu )`$ is the resolvent of the kernel (5.38).

In practice, for its construction, the solution can be represented as a series

$$\phi _0\left(x\right)=\underset{n=0}{\overset{\mathrm{}}{}}\alpha _n\overline{\psi }_n\left(x\right),$$

where $`\alpha _n`$ are constants to be determined from a system of linear algebraic equations, obtained by a reduction of factors of the elements $`\overline{\psi }_n\left(x\right)`$. In this regard, we mention also a method of numerical realization of the resolvent developed by S. G. Mikhlin (, section 12).

Substitution of the expression (5.46) into (5.45) allows us to reduce the considered problem to the solution of the Fredholm integral equation of the second kind with respect to $`\chi \left(x\right)`$.

In particular, in order to give the system of the Fredholm integral equations of the second kind (5.37) and (5.45) a canonical form, we set

$$\lambda \mu \{0.5r^n;r^n\},0<\left|r\right|<1;n=0,1,2,\mathrm{}.$$
(5.47)
We also introduce the notation

$$\chi \left(x\right)\chi _1\left(x\right),\phi _0\left(x\right)\chi _1\left(x\right);$$
(5.48)
$$K_{11}(x,\xi )=\left[H(x,\xi ,\mu )+k(x,\xi )+\mu \underset{0}{\overset{1}{}}k(x,\zeta )H(\zeta ,\xi ,\mu )𝑑\zeta \right];$$

$$K_{12}(x,\xi )=\frac{1}{2}\lambda \left[h(x,\xi )+H(x,\xi ,\mu )\right];F_1\left(x\right)=\mu f\left(x\right);$$
(5.49)
$$K_{21}(x,\xi )=H(x,\xi ,\mu );K_{22}(x,\xi )=\mu \underset{0}{\overset{1}{}}H(x,\zeta ,\lambda )k(\zeta ,\xi )𝑑\zeta .$$

By virtue of (5.43) and the obvious property

$$\overline{\psi }_n\left(x\right)\overline{\psi }_n\left(x+1\right),n=0,1,2,\mathrm{},$$

equations (5.45) and (5.37) take the form, respectively,

$$\chi _1\left(x\right)=\mu \underset{0}{\overset{1}{}}\left[K_{11}(x,\xi )\chi _1\left(\xi \right)+K_{12}(x,\xi )\chi _2\left(\xi \right)\right]𝑑\xi +F_1\left(x\right);$$

$$\chi _2\left(x\right)=\mu \underset{0}{\overset{1}{}}\left[K_{21}(x,\xi )\chi _1\left(\xi \right)+K_{22}(x,\xi )\chi _2\left(\xi \right)\right]𝑑\xi ;x[0,1].$$
(5.50)
As shown in (, pages 195-196), this system is equivalent to the Fredholm integral equation of the second kind

$$\chi \left(x\right)=\mu \underset{0}{\overset{2}{}}K(x,\xi )\chi \left(\xi \right)𝑑\xi +F\left(x\right),x[0,2],$$
(5.51)
where

$$\chi \left(x\right)=\{\begin{array}{c}\chi _1\left(x\right),x[0,1];\\ \chi _2\left(x1\right),x(1,2];\end{array}$$
(5.52)
$$F\left(x\right)=\{\begin{array}{c}F_1\left(x\right),x[0,1];\\ 0,x(1,2];\end{array}$$
(5.53)
$$K(x,\xi )=\{\begin{array}{c}K_{11}(x,\xi ),x,\xi [0,1];\\ K_{12}(x,\xi 1),x(0,1),\xi (1,2];\\ K_{21}(x1,\xi ),x(1,2),\xi [0,1);\\ K_{22}(x1,\xi 1),x,\xi [1,2].\end{array}$$
(5.54)
In the case

$$\left[\mu \right]<\frac{1}{M},M^2=\underset{i,j=1}{\overset{2}{}}\underset{0}{\overset{1}{}}\underset{0}{\overset{1}{}}\left|K_{ij}(x,\xi )\right|^2𝑑x𝑑\xi ,$$
(5.55)
the solution of Eq. (5.51) can be obtained by means of successive approximations

$$\chi _{n+1}\left(x\right)=\mu \underset{0}{\overset{2}{}}K(x,\xi )\chi _n\left(\xi \right)𝑑\xi +F\left(x\right),x[0,2],$$
(5.56)
where $`\chi _0\left(x\right)L_2(0,2)`$ is arbitrary.<sup>7</sup><sup>7</sup>7The so-called method of simple iterations.

If, along with (5.55),

$$\underset{0}{\overset{1}{}}\left|K_{ij}(x,\xi )\right|^2𝑑\xi \alpha _{ij}=const,$$
(5.57)
this convergence is regular. Of course, the parameter $`\mu `$ cannot coincide with characteristic numbers of the kernel (5.54).

It should be noted that the procedure (5.56) is, in fact, equivalent to the construction of the resolvent

$$\mathrm{\Gamma }(x,\xi ,\mu )=\underset{n=1}{\overset{\mathrm{}}{}}\mu ^{n1}K_n(x,\xi ),$$

where

$$K_1(x,\xi )=K(x,\xi );K_{m+1}(x,\xi )=\underset{0}{\overset{2}{}}K_m(x,\zeta )K_1(\zeta ,\xi )𝑑\zeta $$

are iterated kernels $`K(x,\xi )`$.

Iterations of the type (5.56), under the conditions (5.55), (5.57), can be directly applied to the system of the Fredholm integral equations of the second kind (5.50). For the determination of the appropriate value of $`\mu `$, the means of numerical simulations can be used. The identification (5.47) somewhat restricts its variability.

Note that there are a number of efficient algorithms for the solution of Fredholm integral equations of the second kind, including the determination of spectral characteristics and the evaluation of quadratures. (The literature on this issue is immense .) The fundamentals of general theory of approximate methods of numerical realization of this type of equations are comprehensively presented in .

It should be emphasized that the structure of the kernel $`K(x,\xi )`$ does not enforce on it any additional features or oscillations beyond the framework of the initial formulation (5.1).<sup>8</sup><sup>8</sup>8In other words, those that result from internal difficulties of the employed method.

Given $`\chi _1\left(x\right)`$, from Eq. (5.36) we get

$$\psi _1\left(x\right)=\chi _1\left(x\right)+\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi _1\left(\xi \right)𝑑\xi .$$
(5.58)
The function $`\psi _1\left(x\right)`$ is the solution of the considered problem (5.1) in the sense of (5.8), that is, exactly for $`\psi \left(x\right)\psi _1\left(x\right)`$, $`\mathrm{min}ff_1_{L_2(0,1)}`$ is achieved, where

$$f_1\left(x\right)=\underset{0}{\overset{1}{}}k(x,\xi )\psi _1\left(\xi \right)𝑑\xi .$$

As a matter of fact, we determine in this way a maximal possible approximation in $`L_2`$ of the result of integration of (5.1) to the free term $`f(x)`$, containing some errors (of measurement, approximation, etc.), that objectively belongs to the space $`l_2`$. Correspondingly, as an extension of (5.8), the solution of the problem (5.1) acquires the following meaning:

$$A\psi f\delta f_{L_2(0,1)}=0.$$
(5.59)
This issue seems to be of principal importance.

### 5.4 The issue of justification and the mechanism of achieved efficiency

As follows from (5.50), by virtue of (5.1) and (5.49), the function $`\chi \left(x\right)`$ satisfying (5.51) is also a solution of the system of homogeneous Fredholm integral equations of the second kind

$$\chi _1\left(x\right)=\mu \underset{0}{\overset{1}{}}\left[K_{11}^{}(x,\xi )\chi _1\left(\xi \right)+K_{12}(x,\xi )\chi _2\left(\xi \right)\right]𝑑\xi ;$$

$$\chi _2\left(x\right)=\mu \underset{0}{\overset{1}{}}\left[K_{21}(x,\xi )\chi _1\left(\xi \right)+K_{22}(x,\xi )\chi _2\left(\xi \right)\right]𝑑\xi ,x[0,1],$$
(5.60)
where

$$K_{11}^{}(x,\xi )=K_{11}(x,\xi )+k(x,\xi ).$$

The solution (5.60) is trivial, if we do not take into account all the subtleties related to the character of the dependence of the kernels $`K_{11}^{}`$ and $`K_{22}`$ on $`\mu `$ whose value does not coincide with the characteristic numbers of the homogeneous equation

$$\chi \left(x\right)=\mu \underset{0}{\overset{2}{}}K^{}(x,\xi )\chi \left(\xi \right)𝑑\xi ,x[0,2],$$

where the kernel is determined by (5.54), (5.49), with $`K_{11}(x,\xi )`$ replaced by $`K_{11}^{}(x,\xi )`$. This implies a contradiction.

Let us turn to Eq. (5.27)

$$\chi \left(x\right)=\psi \left(x\right)\lambda \underset{1}{\overset{0}{}}h(x,\xi )\phi \left(\xi \right)𝑑\xi \lambda \underset{0}{\overset{1}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi ,x[0,1],$$
(5.61)
assuming that the function $`\psi \left(x\right)`$ is explicitly determined via (5.36), while the rest of the components are determined as in (5.41). Taking into account (5.36) and (5.44), as a result of subtraction from Eq. (5.61), we get

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}H(x,\xi ,\mu )\chi \left(\xi \right)d\xi \frac{1}{2}\mu \underset{1}{\overset{0}{}}[h(x,\xi )$$

$$+H(x,\xi ,\mu )\left]\phi _0\right(\xi )d\xi +\mu q(x),x[0,1].$$
(5.62)
Here,

$$q\left(x\right)=\mu \left[f\left(x\right)\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi _1\left(\xi \right)𝑑\xi \right],$$
(5.63)
with $`\psi _1\left(x\right)`$ being the solution of the problem (5.1), calculated as described in section 5.3.

Substitution of (5.46) into (5.62), taking into account (5.43) and (5.47), leads to the Fredholm integral equation of the second kind

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}Q(x,\xi )\chi \left(\xi \right)𝑑\xi +q\left(x\right),x[0,1].$$
(5.64)
Here,

$$Q(x,\xi )=H(x,\xi ,\mu )\frac{1}{2}\mu \underset{0}{\overset{1}{}}[h(x,\zeta )+H(x,\zeta ,\mu )][H(\zeta ,\xi ,\mu )$$

$$+\underset{0}{\overset{1}{}}L(\zeta ,\theta ,\mu )H(\theta ,\xi ,\mu )d\theta ]d\zeta ,$$

with $`L(x,\xi ,\mu )`$ being the resolvent of the kernel (5.38).

Suppose that the free term of (5.1) is determined without the error. In other words, we are dealing with the situation when $`A\psi _{}=f_{}`$. Then the algorithm of section 5.3 must lead to $`\psi _1=\psi _{}`$, and as a result of (5.63), equation (5.64) becomes homogeneous.

Contextually, this situation is rather natural, because it reflects the equivalence of different representations, namely, of Eqs. (5.36) and (5.44), and the function $`\psi \left(x\right)`$ on $`x[0,1]`$. However, from a formal point of view, the solution of the homogeneous equation

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}Q(x,\xi )\chi \left(\xi \right)𝑑\xi ,x[0,1]$$
(5.65)
is either trivial or, for $`\mu =\mu _n`$, with $`\mu _n`$ being the characteristic numbers of the kernel $`Q(x,\xi )`$, coincides with its eigenfunctions.

It should be pointed out that, using the assumption of exact fulfillment of (5.1), we cannot consider Eq. (5.65) in an abstract way: Its solution should be sought in a narrower class of functions that are adequate to the convergent series (5.23). Substitution of the latter into (5.65) under the condition of hypothetically exact realization of corresponding transformations should lead to an identity. It is logical to interpret the cancellation of the parameter $`\mu `$ in the context of the relation (5.39).

As mentioned above, in the general case of approximate determination of $`f\left(x\right)`$, equations (5.28) and (5.29) should be complemented by the error $`\left(\delta f\right)\left(x\right)`$. Therefore, in light of the discussion of (5.2), we add to the free term of Eq. (5.28) and subtract from the same term $`\mu \delta f`$. By virtue of this fact, correction components appear in (5.37), (5.40) and (5.42). Using the technique of transformations of section 5.3 and the relation

$$\underset{1}{\overset{1}{}}H(x,\zeta ,\mu )H(\zeta ,\xi ,\mu )𝑑\zeta =_\lambda H(x,\xi ,\mu ),$$

we get, respectively,

$$\left(\delta \phi _0\right)\left(x\right)=\mu \underset{0}{\overset{1}{}}H(x,\xi ,\mu )\left(\delta f\right)\left(\xi \right)𝑑\xi ;$$

$$\left(\delta \kappa \right)\left(x\right)=\frac{1}{2}\mu ^2\underset{0}{\overset{1}{}}\left[h(x,\xi )+H(x,\xi ,\mu )\right]\left(\delta f\right)\left(\xi \right)𝑑\xi ;$$

$$\left(\delta \psi \right)\left(x\right)=\mu \underset{0}{\overset{1}{}}t(x,\xi )\left(\delta f\right)\left(\xi \right)𝑑\xi ,$$

where

$$t(x,\xi )=\frac{1}{4}\mu ^2\left[h(x,\xi )H(x,\xi ,\mu )_\lambda H(x,\xi ,\mu )\right].$$

Simultaneously, the term $`\mu \delta f`$ appears in (5.63), and, taking into account the definition (5.2), instead of (5.65), we get

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}Q(x,\xi )\chi \left(\xi \right)𝑑\xi +\left(\delta \psi \right)\left(x\right),x[0,1].$$
(5.66)
By the use of the notation

$$\left(\delta f\right)\left(x\right)=\omega \left(x\right)\left(\delta \chi \right)\left(x\right)$$

and of the representation

$$\omega \left(x\right)\left(\delta \chi \right)\left(x\right)=\left(\delta \omega \right)\left(x\right)\chi \left(x\right)$$

(i.e., the arising correction is achieved as a result of the variation of the connecting function $`\omega `$), equation (5.66) takes the form

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}\left[Q(x,\xi )+t(x,\xi )\left(\delta \omega \right)\left(\xi \right)\right]\chi \left(\xi \right)𝑑\xi ,x[0,1].$$

In this regard, the algorithm of section 5.3 can be interpreted as follows. There exists a function $`\chi _1\left(x\right)`$ that by means of (5.58) satisfies Eq. (5.1) either exactly or with a certain error. The existence of a homogeneous Fredholm integral equation of the second kind with the eigenfunction $`\chi _1\left(x\right)`$ is also quite obvious. These considerations allow us to draw a conclusion that (5.65) plays the role of such an equation.

Quite naturally, this is true within accuracy depending on the error of the determination of the free term of (5.1).<sup>9</sup><sup>9</sup>9That is, of its misfit to the space $`l_2`$. In this case, an adaptive connection to the value of the parameter $`\mu `$ is realized by means of variations of $`\delta \psi `$, which is equivalent to a shift of spectral characteristics. In light of the above, the outlined contradiction can be considered resolved.

It is clear that, as a rule, the error $`\delta f`$ and, respectively, the correcting component $`\delta \psi `$ in (5.66), are unknown, and we are actually dealing with the Fredholm integral equation of the second kind

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}\left[Q(x,\xi )+k(x,\xi )\right]\chi \left(\xi \right)𝑑\xi \mu f\left(x\right),x[0,1].$$
(5.67)
The function $`\chi \left(x\right)`$, obtained from this equation, allows us by (5.36) to calculate the solution of the problem under consideration in the sense of (5.59).

Note that the structure of Eq. (5.65) is determined by the separation of the representation of $`\psi \left(x\right)`$ on $`x[0,1]`$: with the function $`\chi \left(x\right)`$ in the explicit form, Eq. (5.36), and by means of its integration, Eq. (5.44). As a matter of fact, this is a key element of the algorithm. The possibility of its realization has been ensured, in the first place, by the transformation of the formulation (5.1), namely, the fact that the free term of (5.27) is equal to zero on a part of the domain. The latter follows from the model of the error (5.3), which is the main concept of our investigation.

Thus, the problem (5.1) is reduced to the solution of the Fredholm integral equation of the second kind (5.51) \[or the system of analogous equations (5.50)\], whose components are determined according to (5.52)-(5.54) and (5.49), as well as (5.14), (5.19), (5.34), under the conditions that the parameter $`\mu `$ satisfies (5.47) and does not coincide with characteristic numbers of the kernel (5.54). To simplify the procedure of the numerical realization, it is reasonable to assume the restrictions (5.55), or even (5.57). In Eq. (5.67), the value of $`\mu `$ should not coincide with characteristic numbers of the kernel (5.38).

Summarizing, our arguments for the representation of the error in the form (5.3), using the transformed formulation (5.27), (5.28) and (5.30) instead of (5.1), have been justified. It should be emphasized that before the actual reduction of the considered problem to the solution of Fredholm integral equations of the second kind the arguments for the usefulness of our approach were merely heuristic.

From a practical point of view, of main importance is the modeling of the error of the calculation of the function $`f\left(x\right)`$ according to (5.1) by a difference between the sought function $`\psi \left(x\right)`$ in the explicit form and the integral of this function, Eq. (5.4), that is, a qualitatively adequate interpretation of the mechanism of smoothing of information.

The representation of the operator $`B`$ by a Poisson integral is, of course, not the only possible one. However, this point is not crucial. Therefore, the expression for the kernel (5.14) can be considered universal. Should the importance of the above-mentioned structure of the representation of (5.3) be characterized in an ideological and methodological sense, the operator $`B`$ with the kernel $`h(x,\xi )`$ facilitates the implementation of constructive and technical function, which is also necessary for the realization of the algorithm.

In the construction of the Fredholm integral equation of the second kind (5.51), any additional information on the data of the problem (5.1), except for belonging to the space $`L_2(0,1)`$, was not used. Therefore, it can be logically considered as being objectively equivalent to the formulation that is erroneously supposed to be unambiguously incorrect. As far as errors of the determination of $`f\left(x\right)`$ and $`k(x,\xi )`$ are concerned, their influence on the solution of both (5.51) and related to the formulation (5.1) problems is transformed into the sphere of stable dependencies of the theory of operator equations of the second kind .

### 5.5 On other versions of the transformation

Applying to Eqs. (5.27), (5.30) the subtraction procedure, we get the Fredholm integral equation of the second kind

$$\phi \left(x\right)\phi ^{}\left(x\right)=\lambda \underset{1}{\overset{0}{}}h(x,\xi )\left[\phi \left(\xi \right)\phi ^{}\left(\xi \right)\right]𝑑\xi +\kappa \left(x\right),x[1,0),$$

whose solution has the form

$$\phi \left(x\right)\phi ^{}\left(x\right)=\kappa \left(x\right)+\lambda \underset{1}{\overset{0}{}}H^{}(x,\xi ,\lambda )\kappa \left(\xi \right)𝑑\xi ,x[1,0).$$
(5.68)
Here, the resolvent

$$H^{}(x,\xi ,\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}\frac{r^n}{12\lambda r^n}\overline{\psi }_n\left(x\right)\overline{\psi }_n\left(\xi \right)$$
(5.69)
is obtained by analogy with section 5.1.

From Eq. (5.30), we get

$$\phi ^{}\left(x\right)=\kappa \left(x\right)+\lambda \underset{1}{\overset{0}{}}H^{}(x,\xi ,\lambda )\kappa \left(\xi \right)𝑑\xi ,x[1,0).$$
(5.70)
The substitution of Eqs. (5.35), (5.70) into (5.68) leads to the Fredholm integral equation of the first kind

$$\underset{1}{\overset{0}{}}\left[H(x,\xi ,\lambda )H^{}(x,\xi ,\lambda )\right]\kappa \left(\xi \right)𝑑\xi $$

$$=\underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ,x[1,0),$$
(5.71)
that, nevertheless, allows us to establish a relation between the Fourier coefficients of the entering functions:

$$\kappa _n=\underset{1}{\overset{0}{}}\kappa \left(x\right)\overline{\psi }_n\left(x\right)𝑑x;\chi _n=\underset{1}{\overset{0}{}}\chi \left(x\right)\overline{\psi }_n\left(x\right)𝑑x;n=0,1,2,\mathrm{},$$

which may seem rather captivating.

However, the substitution of (5.34), (5.69) into (5.71) yields

$$\kappa _n=\frac{1\lambda r^n}{\lambda r^n}\chi _n,n=0,1,2,\mathrm{},$$

and the expression (5.42) reduces to (5.36). Correspondingly, the function $`\chi \left(x\right)`$ in the left-hand side of (5.41) cancels out and the uselessness of the transformations is obvious.

The reason is that any attempts to represent $`\delta f`$ by use of an explicit function for which the Fredholm integral equation of the second kind is constructed, without any relation to the data of the problem (5.1), as it is done above, are futile.<sup>10</sup><sup>10</sup>10The use of Eq. (5.29) is implied.

In (5.3), we replace the operator (5.4) by (5.25) and turn to the system of equations (5.32), where the kernel $`h(x,\xi )`$ can be different from (5.14), with the parameter $`\lambda =1`$.

It is obvious that

$$\psi \left(x\right)=\kappa \left(x\right)+\underset{1}{\overset{x}{}}H(x,\xi )\kappa \left(\xi \right)𝑑\xi ,x[1,0),$$

where $`H(x,\xi )`$ is the resolvent of the kernel $`h(x,\xi )`$, and the problem under consideration is reduced to the formulation (5.26) with a new unknown function

$$\sigma \left(x\right)=\underset{1}{\overset{0}{}}H(x,\xi )\psi \left(\xi \right)𝑑\xi .$$

The corresponding system of integral equations takes the form

$$\psi \left(x\right)=\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi +\sigma \left(x\right)\mu f\left(x\right);$$

$$\psi \left(x\right)=\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi +\sigma \left(x\right),x[0,1].$$
(5.72)
Now we use the procedure of successive approximations

$$\psi _{n+1}\left(x\right)=\frac{1}{2}\left[\psi _{n+1}^{}\left(x\right)+\psi _{n+1}^{\prime \prime }\left(x\right)\right],$$

with

$$\psi _{n+1}^{}\left(x\right)=\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi _n\left(\xi \right)𝑑\xi +\underset{0}{\overset{x}{}}h(x,\xi )\psi _n\left(\xi \right)𝑑\xi +\sigma \left(x\right)\mu f\left(x\right);$$

$$\psi _{n+1}^{\prime \prime }\left(x\right)=\underset{0}{\overset{x}{}}h(x,\xi )\psi _n\left(\xi \right)𝑑\xi +\sigma \left(x\right),n=0,1,2,\mathrm{},$$

$$\psi _0\left(x\right)=\sigma \left(x\right)\frac{1}{2}\mu f\left(x\right),$$

to get

$$\psi \left(x\right)=\underset{n=0}{\overset{\mathrm{}}{}}\left[\underset{0}{\overset{x}{}}h(x,\xi )+\frac{1}{2}\mu \underset{0}{\overset{1}{}}k(x,\xi )\right]^n\left[\sigma \left(\xi \right)\frac{1}{2}\mu f\left(\xi \right)\right]d\xi ,$$
(5.73)
where the value of $`\left|\mu \right|`$ is supposed to be small enough to ensure the convergence of this series.

The substitution of (5.73) into (5.72) leads to the cancellation of both the function $`\sigma \left(x\right)`$ and the indefinite integrals of this function. If we retain only $`n=N`$ terms of the series, a term of this type, namely,

$$\underset{0}{\overset{x}{}}h_{N+1}(x,\xi )\sigma \left(\xi \right)𝑑\xi ,$$

will survive. Here, the iterated kernel has the form

$$h_{N+1}(x,\xi )=\underset{0}{\overset{x}{}}h_m(x,\zeta )h_{Nm}(\zeta ,\xi )𝑑\zeta ,m=1,2,\mathrm{},N.$$

Taking $`h(x,\xi )`$ such that

$$h_{N+1}(x,x)0,x[0,1],$$

by differentiating (5.73), under the condition that $`_xk(x,\xi )`$ and $`_xf\left(x\right)`$ exist, we can get a Fredholm integral equation of the second kind for the function $`\sigma \left(x\right)`$. Its structure is determined by evaluating the power of the operator sum by the Newton binomial:

$$\left(a+b\right)^n=C_n^0a^n+C_n^1a^{n1}b+\mathrm{}+C_n^ma^{nm}b^m+\mathrm{}+C_n^{n1}ab^{n1}+C_n^nb^n,$$
(5.74)
where

$$C_n^m=\frac{n!}{m!\left(nm\right)!}.$$

To increase the efficiency of the procedure of the numerical realization, it is reasonable to maximize explicitly the multiplier of $`\sigma \left(x\right)`$, i.e., $`k(x,x)`$, which is achieved at the expense of the strengthening of the oscillations of the kernel $`h(x,\xi )`$. This situation manifests itself also in the growth of the integral terms, which less important for the terms with prevailing coefficients $`C_n^m`$. On the other hand, the convergence of the series (5.73) objectively worsens.

In general, for sufficiently large $`N`$, the obtained integral equation can be represented in the form that does not contain a small multiplier of the sought function $`\sigma \left(x\right)`$ that enters explicitly. At the same time, both its actual structure and corresponding transformations are rather cumbersome. From a constructive point of view, this approach is disadvantageous compared to the algorithm of section 5.3.

Note that, as follows from (5.74), the integral terms of the above-mentioned equation have the form

$$\underset{0}{\overset{1}{}}t_{nm}(x,\xi )\sigma \left(\xi \right)𝑑\xi .$$
(5.75)
Here,

$$t_{nm}(x,\xi )=\underset{0}{\overset{x}{}}h_n(x,\zeta )k_m(\zeta ,\xi )𝑑\zeta ,$$
(5.76)
with $`h_n(x,\xi )`$, $`k_m(x,\xi )`$ being the iterated kernels of the corresponding order. However, it is impossible to extract any advantages by means of a priori adaptation of $`h_n(x,\xi )`$.

The reason lies not only in the difficulties of the restoration of $`h_n(x,\xi )`$ from the integral equation (5.76): In practice, it is impossible to find a non-singular kernel $`t_{nm}(x,\xi )`$ for which the integral (5.75) could be effectively inverted (see ).

Indeed, a specific exception is provided by Schlömilch’s integral

$$\frac{2}{\pi }\underset{0}{\overset{\frac{\pi }{2}}{}}\sigma \left(x\mathrm{sin}\xi \right)𝑑\xi ,$$

which, however, does not fit into the framework of the suggested scheme.

We briefly note one more version resulting from the representation

$$\sigma \left(x\right)=\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi $$

in (5.26), where the kernel $`h(x,\xi )`$ is to be determined.

The problem reduces to the solution of the system of equations

$$\psi \left(x\right)=\mu \underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi +\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi \mu f\left(x\right);$$

$$\psi \left(x\right)=\underset{0}{\overset{x}{}}h(x,\xi )\psi \left(\xi \right)𝑑\xi ,x[0,1],$$
(5.77)
where, aside from $`\psi \left(x\right)`$, the kernel $`h(x,\xi )`$ is also unknown.

The procedure of successive approximations, analogous to that outlined above, for $`\sigma \left(x\right)0`$, yields a solution in the form of the series (5.73). Substitution of this series into (5.77) leads to an equation for the sought function $`h(x,\xi )`$ outside the integration sign, i.e., of the second kind, however, essentially non-linear. Its higher dimension is yet another factor further complicating its solution.

The model of the error (5.26), analogous to the use of the operator (5.25) in (5.3), is more general in comparison with (5.4). This implies intuitive attractiveness of the interpretation of $`\delta f`$ in a uniform metric. However, the above transformations witness that less rigid conditions discarding (5.3), (5.4) and (5.6), and also (5.7) turn out to be fully sufficient for their implementation. Therefore, the representation (5.26) does not reflect the qualitative peculiarity of the mechanism of smoothing of information by integration.

Nevertheless, the prospects of the reduction of the considered problem to the Fredholm integral equation of the second kind on the basis of (5.26), in principle, can be clearly seen. From the point of view of general considerations, this situation is rather remarkable.

## Chapter 6 A reduction of linear boundary-value and initial-boundary-value problems to Fredholm integral equations of the first kind

### 6.1 Problems for ordinary differential equations

Consider, for example,

$$u^{\prime \prime }a\left(x\right)u=f\left(x\right),x[0,1];$$
(6.1)
$$u^{}\left(0\right)=u\left(1\right)=0,$$
(6.2)
where $`a\left(x\right)`$ and $`f\left(x\right)`$ are given $`L_2`$-functions.

From the notation

$$u^{\prime \prime }\left(x\right)=\psi \left(x\right),$$
(6.3)
we get

$$u^{}\left(x\right)=\underset{0}{\overset{x}{}}\psi \left(\xi \right)𝑑\xi +c_1;$$
(6.4)
$$u\left(x\right)=\underset{0}{\overset{x}{}}\left(x\xi \right)\psi \left(\xi \right)𝑑\xi +c_1x+c_0,$$
(6.5)
where $`c_0`$, $`c_1`$ are the constants of integration.

The substitution of expressions (6.3) and (6.5) into (6.1) leads to a Volterra integral equations of the second kind for a new unknown function:

$$\psi \left(x\right)=a\left(x\right)\underset{0}{\overset{x}{}}\left(x\xi \right)\psi \left(\xi \right)𝑑\xi +\left(c_1x+c_0\right)a\left(x\right)+f\left(x\right),x[0,1],$$
(6.6)
whose solution is

$$\psi \left(x\right)=\left(c_1x+c_0\right)a\left(x\right)+f\left(x\right)+\underset{0}{\overset{x}{}}Q(x,\xi )\left[\left(c_1\xi +c_0\right)a\left(\xi \right)+f\left(\xi \right)\right]𝑑\xi ,$$
(6.7)
where $`Q(x,\xi )`$ is the resolvent of the kernel $`a\left(x\right)\left(x\xi \right)`$.

Taking into account (6.4), (6.5) and (6.7), we find from the boundary conditions (6.2): $`c_1=0;`$

$$c_0=\frac{\underset{0}{\overset{1}{}}\left(1\xi \right)\left[f\left(\xi \right)+\underset{0}{\overset{\xi }{}}Q(\xi ,\zeta )f\left(\zeta \right)𝑑\zeta \right]𝑑\xi }{1+\underset{0}{\overset{1}{}}\left(1\xi \right)\left[a\left(\xi \right)+\underset{0}{\overset{\xi }{}}Q(\xi ,\zeta )a\left(\zeta \right)𝑑\zeta \right]𝑑\xi }.$$
(6.8)
One can act in a different way: Namely, upon the substitution of expressions (6.4), (6.5) into (6.2), we get $`c_1=0;`$

$$c_0=\underset{0}{\overset{1}{}}\left(1\xi \right)\psi \left(\xi \right)𝑑\xi ,$$

and, as a result,

$$u\left(x\right)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi \left(\xi \right)d\xi .$$
(6.9)
Thus, the problem under consideration reduces to the Fredholm integral equation of the second kind

$$\psi \left(x\right)=a\left(x\right)\left[\underset{0}{\overset{x}{}}\left(x\xi \right)\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi \left(\xi \right)d\xi +f\left(x\right),x[0,1].$$
(6.10)
Its solution is

$$\psi \left(x\right)=f\left(x\right)+\underset{0}{\overset{1}{}}Q(x,\xi )f\left(\xi \right)𝑑\xi ,$$
(6.11)
where $`Q(x,\xi )`$ is the resolvent of the kernel

$$a\left(x\right)\{\begin{array}{c}1\xi ,x<\xi 1;\\ 1x,0\xi x\end{array}$$

for the parameter $`\lambda =1`$ in the right-hand side of (6.10).<sup>1</sup><sup>1</sup>1It is clear that this resolvent is not identical to the resolvent of Eq. (6.6).

The substitution of (6.7) into (6.5), taking into account (6.8), or the substitution of (6.11) into (6.9), allows us to calculate the solution of the problem (6.1), (6.2).

Note that the outlined approach is substantially indifferent to the order of the differential equations, in view of initial or boundary conditions, and to the data of the problem under consideration, such as the functions $`a\left(x\right)`$ and $`f\left(x\right)`$. The reduction of the problems to integral equations of the Fredholm type, in general, requires an analysis of their solvability. In other words, it is necessary to verify whether $`\lambda =1`$ belongs to the set of characteristic numbers of the corresponding homogeneous equation, which is implemented in the framework of the general theory.

Analogously transformations are traditionally discussed in courses of the theory of integral equations (see, e.g., ). At the same time, as far as the solution of applied problems is concerned, the methodology of the reduction to integral equations of the second kind did not gain sufficient popularity, which can be characterized as a kind of a paradox. It is rather surprising in light of rather active attempts of its popularization: see, e.g., publications of S. E. Mikeladze, I. A. Birger, and A. N. Golubentsev .

In our opinion, the reasons for this are, on the one hand, purely technical difficulties of numerical realization of integral equations before wide-spread implementation of computers, and, on the other hand, a systematic orientation on the use of the techniques of fundamental solutions, which was formed under the influence of general methodological concepts of studies of problems of mathematical physics. Indeed, integral equations, as a rule, were constructed on the basis of the theory of the potential, when the role of the kernel $`k(x,\xi )`$ was played by the solution for a localized source and the sought function was the distribution of the intensity of the corresponding action.

In this context, it is rather interesting to point out the development of the ideas of mutual relationships between the notions of the derivative, the indefinite and definite integrals, as it was followed in detail by F. A. Medvedev . As a matter of fact, these notions, although initially invertible, diverged under the influence of increasing sophistication of the structure of employed kernels and became practically independent. It should be noted that the representation of the solution by means of different kinds of local actions was in agreement with practical methods in a number of scientific disciplines and was widely employed before the appearance of technical methods of efficient realization of computational operations.

In general, the idea of a possibility of a comparatively simple reduction, with respect to the highest-order derivative, of boundary-value problems for ordinary differential equations to Volterra integral equations or Fredholm integral equations of the second kind did not receive adequate understanding in the field of applications.

### 6.2 Illustrations of the procedure of the reduction

Let us turn to a model of the bending of a membrane stretched along a contour by a uniform load or, alternatively, of a bar under torsion:

$$_x^2u+_y^2u=1,$$
(6.12)
$$u(0,y)=u(1,y)=0,$$
(6.13)
$$u(x,0)=u(x,1)=0.$$
(6.14)
Introducing the notation

$$_x^2u(x,y)=\psi (x,y),$$
(6.15)
we get

$$u(x,y)=\underset{0}{\overset{x}{}}\left(x\xi \right)\psi (\xi ,y)𝑑\xi +xg_{11}\left(y\right)+g_{12}\left(y\right),$$
(6.16)
where $`g_{1j}\left(y\right)`$ are functions of integration.

In view of (6.15), equation (6.12) takes the form

$$_y^2u(x,y)=1\psi (x,y),$$

and, respectively,

$$u(x,y)=\frac{1}{2}y^2\underset{0}{\overset{y}{}}\left(y\eta \right)\psi (x,\eta )𝑑\eta +yg_{21}\left(x\right)+g_{22}\left(x\right),$$
(6.17)
where $`g_{2j}\left(y\right)`$ are also functions of integration.

The substitution of expressions (6.16), (6.17) into the boundary conditions (6.13) and (6.14), respectively, allows us to determine $`g_{12}=g_{22}=0;`$

$$g_{11}\left(y\right)=\underset{0}{\overset{1}{}}\left(1\xi \right)\psi (\xi ,y)𝑑\xi ;g_{21}\left(x\right)=\frac{1}{2}+\underset{0}{\overset{1}{}}\left(1\eta \right)\psi (x,\eta )𝑑\eta .$$

As a result,

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,y)d\xi ;$$
(6.18)
$$u(x,y)=\frac{1}{2}y\left(1y\right)\left[\underset{0}{\overset{y}{}}\left(y\eta \right)y\underset{0}{\overset{1}{}}\left(1\eta \right)\right]\psi (x,\eta )d\eta .$$
(6.19)
Eliminating $`u(x,y)`$ from these expressions, we get a Fredholm integral equation of the first kind with respect anew unknown function:

$$\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,y)d\xi $$

$$+\left[\underset{0}{\overset{y}{}}\left(y\eta \right)y\underset{0}{\overset{1}{}}\left(1\eta \right)\right]\psi (x,\eta )d\eta =\frac{1}{2}y\left(1y\right).$$
(6.20)
Thus, a principal difference from the one-dimensional case consists in the reduction of the problem (6.12)-(6.14) to an incorrectly formulated one. However, here we will be interested not in a numerical realization of Eq. (6.20) (note that the algorithm of the previous section applies to it as well) but in the universality of the procedure of transformation.

Indeed, let the domain of the problem be different from the canonical one, and let, for example the second condition (6.13) have the form $`u(\gamma ,y)=0`$, where $`x=\gamma \left(y\right)`$ a certain single-valued function. Instead of (6.18), we have

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{\gamma \left(y\right)}{}}\left[\gamma \left(y\right)\xi \right]\right]\psi (\xi ,y)d\xi ,$$

and any specific changes are absent, because a transition to an ordinary procedure of the evaluation of the integral requires only a non-orthogonal mapping of the type $`x=\gamma \overline{x}`$, $`y=\overline{y}`$.

It is not difficult to notice that each of expressions (6.18) and (6.19) satisfy identically the pair of boundary conditions (6.13) and (6.14), respectively. The rest of the conditions are fulfilled approximately, depending on the accuracy of the determination of $`\psi (x,y)`$. At the same time, the solution can be represented in the form that satisfies identically both the conditions (6.13) and (6.14):

$$U_1(x,y)=u_1(x,y)\left(1y\right)u_1(x,0)yu_1(x,1);$$

$$U_2(x,y)=u_2(x,y)\left(1x\right)u_2(0,y)xu_2(1,y).$$

Here, the functions $`u_1(x,y)`$, $`u_2(x,y)`$ are determined by (6.18) and (6.19), respectively.

The norm of the error of closure of the values of $`u_1(x,y)`$ or $`U_1(x,y)`$ allows us to estimate the error of the approximate solution:

$$\delta =\frac{2U_1(x,y)U_2(x,y)}{U_1(x,y)+U_2(x,y)}.$$

However, if instead of (6.13) the conditions

$$_xu(0,y)=_xu(1,y)=0$$

would be imposed, they could not be satisfied by the expression for the derivative

$$_xu(x,y)=\underset{0}{\overset{x}{}}\psi (\xi ,y)𝑑\xi +g_{11}\left(y\right)$$

that follows from (6.15).

Nevertheless, this complication can be easily overcome by the use, in particular, of the relation

$$_x^2u+u=\psi $$

that allows as to retain both the functions of integration $`g_{1j}\left(y\right)`$.

In the general case, it is reasonable to turn to an equivalent formulation of the problem (6.12)-(6.14):

$$_x^2u_1+_y^2u_2=1;u_1(x,y)=u_2(x,y),$$
(6.21)
$$u_1(0,y)=u_1(1,y)=u_2(x,0)=u_2(x,1)=0,$$
(6.22)
using a representation of the solution of the type

$$u_1(x,y)=\underset{0}{\overset{x}{}}k_1(x,y,\xi )\psi _1(\xi ,y)𝑑\xi +\underset{j=1}{\overset{2}{}}\mu _{1j}\left(x\right)g_{1j}\left(y\right);$$

$$u_2(x,y)=\underset{0}{\overset{y}{}}k_2(x,y,\eta )\psi _2(x,\eta )𝑑\eta +\underset{j=1}{\overset{2}{}}\mu _{2j}\left(y\right)g_{2j}\left(x\right).$$

We assume that the kernels are given and satisfy the conditions

$$k_1(x,y,x)=k_1(x,y,y)=0;$$

$$_xk_1(x,y,x)0;_yk_2(x,y,y)0,x,y[0,1];$$
(6.23)
$`\mu _{1j}\left(x\right)`$, $`\mu _{2j}\left(y\right)`$ are also given; $`g_{1j}\left(y\right)`$, $`g_{2j}\left(x\right)`$ are to be determined from the boundary conditions as discussed above.

Thus, in agreement with the previous scheme, we can set $`\mu _{11}=x`$, $`\mu _{21}=y`$, $`\mu _{12}=\mu _{22}=1`$. The conditions (6.22) lead to the expressions

$$u_1(x,y)=\left[\underset{0}{\overset{x}{}}k_1(x,y,\xi )x\underset{0}{\overset{1}{}}k_1(1,y,\xi )\right]\psi _1(\xi ,y)d\xi ;$$
(6.24)
$$u_2(x,y)=\left[\underset{0}{\overset{y}{}}k_2(x,y,\eta )y\underset{0}{\overset{1}{}}k_2(x,1,\eta )\right]\psi _2(x,\eta )d\eta ,$$
(6.25)
and, respectively,

$$_xk_1(x,y,x)\psi _1(x,y)+\underset{0}{\overset{x}{}}_x^2k_1(x,y,\xi )\psi _1(\xi ,y)d\xi =_x^2u_1(x,y);$$
(6.26)
$$_yk_2(x,y,y)\psi _2(x,y)+\underset{0}{\overset{y}{}}_y^2k_2(x,y,\eta )\psi _2(x,\eta )d\eta =_y^2u_2(x,y).$$
(6.27)
Let, in addition to the conditions (6.23), $`_x^2k_1(x,y,\xi )`$ and $`_y^2k_2(x,y,\eta )`$ are $`L_2`$-kernels. Taking into account the a priori information about the solution of the considered problem, (6.26), (6.27) are Volterra integral equations of the second kind with respect to the functions $`\psi _1(x,y)`$, $`\psi _2(x,y)`$, whose solutions, according to the general theory, exist and are unique. Therefore, expressions (6.24) and (6.25) are adequate to the physical content of the problem (6.21), (6.22).

Note that, for a different choice of the elements $`\mu _{1j}\left(x\right)`$, $`\mu _{2j}\left(y\right)`$, integral equations constructed in this way could belong to the Fredholm type of the second kind. In this case, $`k_1(x,y,\xi )`$, $`k_2(x,y,\eta )`$ must also satisfy a solubility condition with the parameter $`\lambda =1`$, which, in fact, does not pose any problem.

Taking into account (6.23), we can set

$$k_1(x,y,\xi )=\left(x\xi \right)k_1^{}(x,y,\xi );k_2(x,y,\eta )=\left(y\eta \right)k_2^{}(x,y,\eta ),$$

where

$$k_1^{}(x,y,x)0;k_2^{}(x,y,y)0,x,y[0,1],$$

using expressions $`k_1^{}(x,y,x)`$, $`k_2^{}(x,y,y)`$ to refract the a priori information about the solution in order to smooth the sought functions $`\psi _i(x,y)`$ and, in general, to simplify the procedure of calculations. It is clear that this point is important for more complicated problems with different singularities of the solution, and we mention it here only for the sake of completeness.

The substitution of expressions (6.24), (6.25) into (6.21) produces a system of integral equations

$$\psi _2(x,y)=\frac{1}{_yk_2(x,y,y)}\underset{0}{\overset{y}{}}_y^2k_2(x,y,\eta )\psi _2(x,\eta )d\eta +F(x,y,\psi _1),$$
(6.28)
where

$$F(x,y,\psi _1)=\frac{1}{_yk_2(x,y,y)}[1+_xk_1(x,y,x)\psi _1(x,y)$$

$$+\underset{0}{\overset{x}{}}_x^2k_1(x,y,\xi )\psi _1(\xi ,y)d\xi ];$$

$$\left[\underset{0}{\overset{x}{}}k_1(x,y,\xi )x\underset{0}{\overset{1}{}}k_1(1,y,\xi )\right]\psi _1(\xi ,y)d\xi $$

$$\left[\underset{0}{\overset{y}{}}k_2(x,y,\eta )y\underset{0}{\overset{1}{}}k_2(x,1,\eta )\right]\psi _2(x,\eta )d\eta =0,x,y[0,1].$$
(6.29)
From Eq. (6.28), we find

$$\psi _2(x,y)=F(x,y,\psi _1)+\underset{0}{\overset{y}{}}Q(x,y,\eta )F(x,\eta ,\psi _1)𝑑\eta ,$$
(6.30)
where $`Q(x,y,\eta )`$ is the resolvent of the kernel $`_y^2k_2(x,y,\eta )/_yk_2(x,y,y)`$.

Substitution of the expression (6.30) into (6.29) leads to a Fredholm integral equation of the first kind with respect to the function $`\psi _1(x,y)`$.

The described procedure can be directly extended to differential equations of other types. As an illustration we consider the simplest problem of thermal conductivity:

$$_tu_x^2u_2=0,$$
(6.31)
$$u(x,0)=u_0\left(x\right);u(0,t)=u(1,t)=0.$$
(6.32)
From $`\psi =_x^2u`$, equation (6.31) and conditions (6.32), we get

$$u(x,t)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,t)d\xi ;$$

$$u(x,t)=\underset{0}{\overset{t}{}}\psi (x,\eta )𝑑\eta +u_0\left(x\right).$$

As a consequence,

$$\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,t)d\xi \underset{0}{\overset{t}{}}\psi (x,\eta )𝑑\eta =u_0\left(x\right);x,y[0,1].$$

In order to make an analogous reduction of the problem of the bending of a rectangular plate of variable stiffness $`D`$, fixed along a contour, we write :

$$D\mathrm{\Delta }\mathrm{\Delta }u+2_xD_x\mathrm{\Delta }u+2_yD_y\mathrm{\Delta }u+\mathrm{\Delta }D\mathrm{\Delta }u$$

$$\left(1\nu \right)\left(_x^2D_y^2u2_{xy}D_{xy}u+_y^2D_x^2u\right)=q,$$
(6.33)
$$_x^nu(0,y)=_x^nu(a,y)=_y^nu(x,0)=_y^nu(x,b)=0,n=0,1,$$
(6.34)
where $`\mathrm{\Delta }=_x^2+_y^2`$; $`\nu `$ is the Poisson coefficient; $`q(x,y)`$ is the intensity of the transverse load. To calculate the derivatives with respect to $`x`$, we can set

$$u(x,y)=\underset{0}{\overset{x}{}}k(x,y,\xi )\psi (\xi ,y)𝑑\xi +\underset{j=1}{\overset{4}{}}x^{j1}g_{1j}\left(y\right).$$
(6.35)
Here,

$$_x^nk_1(x,y,x)=0,n=0,1;_x^3k_2(x,y,y)0,x[0,a];y[0,b],$$

and the functions $`g_{1j}\left(y\right)`$ are intended to satisfy the conditions (6.34) for $`x=0`$, $`x=a`$.

The second representation of the solution via $`\psi (x,y)`$ is determined by means of the substitution of (6.35) into Eq. (6.33) and four-fold integration over the variable $`y`$. The appearing functions $`g_{2j}\left(x\right)`$ allow us to satisfy the conditions (6.34) for $`y=0`$, $`y=b`$. After that, $`u(x,y)`$ is eliminated from the representation of the solution..

Note that with the help of a special structure of the kernel $`k(x,y,\eta )`$ one can easily satisfy conditions of the type $`u(x_i,y_i)=0`$ at isolated points inside the considered domain. The procedure of the reduction also applies to mixed boundary conditions ( a change of the type along a side) and to the case of a connection of plates. Analogously, three-dimensional problems of mathematical physics can also be reduced to Fredholm integral equations of the first kind.

### 6.3 Universality and analogous approaches

Thus, a rather elementary method of the reduction of linear boundary-value and initial-boundary-value problems to Fredholm integral equations of the first kind is practically universal from the point of view of its realizations as far as the following aspects are concerned:

\- the order and structure of differential equations;

\- the form of boundary conditions;

\- the availability of variable coefficients;

\- the form of the domain;

\- the dimensionality of the problem.

In this situation, all the information about a concrete problem is transferred into a functional equation, whose solution does not require any conditions on the contour of the domain, which poses a substantial advantage. Thus, its solution can be sought in the form of a series of a system of coordinate elements intended exclusively to ensure the efficiency of the procedure of the numerical realization.

However, the problem obtained as a result of transformations is incorrect, hence its numerical realization requires adequate methods. At the same time, in applications, the solution of such a problem can be acceptably approximated by a series with the number of terms that does not affect the stability of the numerical algorithms. Therefore, one can hardly explain the absence of interest to a systematic use of this procedure, especially in the period before the general orientation at the discretization of problems of mathematical modeling.

One may state that special literature did not point out the existence of a formalized method of the reduction of practically arbitrary initial-boundary-value problems to Fredholm integral equations of the first kind. At the same time, there a number of examples of applications of analogous transformations in rather particular situations. As a rule, they were a given physical interpretation that considerably disguised the generality of this approach.

Thus, Yu. V. Repman used as new unknown variables boundary forces of a plate of a canonical configuration that allowed one to satisfy conditions on an internal contour of complex configuration . L. A. Rozin has developed a method of separation that admits a reduction of the problems of calculations of membranes under the forces of interaction of isolated bars to systems of Fredholm integral equations of the first kind (, section 9). Some publications point out the advantages of the approximation of higher-order derivative of differential equations with respect to one of the variables that, compared to numerical differentiation, are much more accurate (see ). It should be noted, however, that an actual transition to an incorrect formulation, as a rule, passed unnoticed.

In general, we think that there occurred a kind of assimilation of the discussed procedure of the reduction by the methods of the theory of the potential, based on the use of integral relations along the boundaries of the domains and by the techniques of fundamental solutions . The reduction of the dimensionality of the sought functions, achieved in this way, seems to have overweighed by its importance the above-mentioned universality. Moreover, the construction of integral equations with strong singularities in the kernels that partly smooth over the factor of incorrectness attracted certain attention .

Some problems for differential equations, and, in particular, the following one:

$$_{xy}u=a_xu+b_yu+cu+f,$$

where $`a`$, $`b`$, $`c`$ and $`f`$ are given functions of the variables $`x`$ and $`y`$, can be reduced directly to Volterra and Fredholm integral equations of the second kind with respect to the higher-order derivative ($`\psi =_{xy}u`$). These issues are studied in detail by G. Müntz . Of considerable interest is the fact, established by this author, that analogous transformations cannot be extended to the case of the simplest equation of the elliptic type.

### 6.4 A connection to the algorithm of the previous section

Fredholm integral equations of the first kind, appearing in the above-discussed case of the reduction of two-dimensional boundary-value problems, can be represented in the form

$$\left(A\psi \right)(x,y)\underset{0}{\overset{1}{}}\tau _1(x,y,\xi )\psi (\xi ,y)𝑑\xi +\underset{0}{\overset{1}{}}\tau _2(x,y,\eta )\psi (x,\eta )𝑑\eta =f(x,y),$$
(6.36)
$$x,y[0,1].$$

A typical discontinuity of the kernels $`\tau _1(x,y,\xi )`$, $`\tau _2(x,y,\eta )`$ on the diagonal $`\xi =x`$, $`\eta =y`$, as well as other analogous complications, are of no principal importance.

The algorithm of section 5 does not require in this case any substantial changes. The differences are related only to the structure of the operator $`A`$. The analog of the system of Fredholm integral equations of the second kind (5.37) and (5.45) takes the form

$$\phi _0(x,y)=\mu \lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\left(A\phi _0\right)(\xi ,y)𝑑\xi +\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi (\xi ,y)𝑑\xi ;$$
(6.37)
$$\chi (x,y)=\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi (\xi ,y)𝑑\xi \mu \left(A\psi \right)(x,y)$$

$$\frac{1}{2}\lambda \underset{1}{\overset{0}{}}\left[h(x,\xi )+H(x,\xi ,\lambda )\right]\phi _0(\xi ,y)𝑑\xi +\mu f(x,y),x,y[0,1],$$

where

$$\psi (x,y)=\chi (x,y)+\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi (\xi ,y)𝑑\xi .$$
(6.38)
Under the condition (5.47), taking into account (5.43) and the notation (5.48), we can reduce the problem to the solution of a system of two dimensional Fredholm integral equations of the second kind:

$$\chi _1(x,y)=\mu [\underset{0}{\overset{1}{}}K_{11}(x,y,\xi )\chi _1(\xi ,y)d\xi +\underset{0}{\overset{1}{}}K_{12}(x,y,\eta )\chi _1(x,\eta )d\eta $$

$$+\underset{0}{\overset{1}{}}\underset{0}{\overset{1}{}}K_{13}(x,y,\xi ,\eta )\chi _1(\xi ,\eta )d\xi d\eta +\underset{0}{\overset{1}{}}K_{14}(x,\xi )\chi _2(\xi ,y)d\xi ]+F_1(x,y);$$

$$\chi _2(x,y)=\mu [\underset{0}{\overset{1}{}}K_{21}(x,\xi )\chi _1\left(\xi \right)d\xi +\underset{0}{\overset{1}{}}K_{22}(x,y,\xi )\chi _2(\xi ,y)d\xi $$

$$+\underset{0}{\overset{1}{}}\underset{0}{\overset{1}{}}K_{23}(x,y,\xi ,\eta )\chi _2(\xi ,\eta )d\xi d\eta ],x,y[0,1].$$

Here,

$$K_{11}(x,y,\xi )=\left[H(x,\xi ,\mu )+\tau _1(x,y,\xi )+\underset{0}{\overset{1}{}}\tau _1(x,y,\zeta )H(\zeta ,\xi ,\mu )𝑑\zeta \right];$$

$$K_{12}(x,y,\eta )=\tau _2(x,y,\eta );K_{13}(x,y,\xi ,\eta )=\tau _2(x,y,\eta )H(x,\xi ,\mu );$$

$$K_{14}(x,\xi )=\frac{1}{2}\left[h(x,\xi )+H(x,\xi ,\mu )\right];F_1(x,y)=\mu f(x,y);$$

$$K_{21}(x,\xi )=H(x,\xi ,\mu );K_{22}(x,y,\xi )=\mu \underset{0}{\overset{1}{}}H(x,\zeta ,\mu )\tau _1(\zeta ,y,\xi )𝑑\zeta ;$$

$$K_{23}(x,y,\xi ,\eta )=\mu H(x,\xi ,\mu )\tau _2(\xi ,y,\eta ).$$

In addition to (5.47), the parameter $`\mu `$ should not coincide with the characteristic numbers of the above system of the equations. To simplify the procedure of the numerical realization, it is reasonable to choose this parameter in agreement with conditions of the type (5.55), (5.57).

The function $`\psi (x,y)`$ satisfying Eq. (6.36) in the sense of (5.59) is determined from (6.38) with $`\chi (x,y)\chi _1(x,y)`$. It should be noted that the techniques of the numerical realization of Fredholm integral equations of the second kind, pointed out in section 5.3, can be directly applied to this case. One can also use special methods of the evaluation of two-dimensional integrals (, section 3).

## Chapter 7 Other classes of problems

### 7.1 The initial-boundary-value problem for the Korteweg-de Vries equation

Consider the formulation

$$_tu6u_xu+_x^3u=0,$$
(7.1)
$$u(x,0)=u_0\left(x\right);u(0,t)=u_1\left(t\right);_xu(0,t)=u_2\left(t\right);u(1,t)=u_3\left(t\right),$$
(7.2)
where the given functions $`u_0\left(x\right)`$; $`u_i\left(t\right)`$, $`i=1,2,3`$ are supposed to impose no additional restrictions on the model of the process under consideration.

It should be noted that up to now there is no any general theory that allows one to investigate a priori the solvability of the problems of the type (7.1), (7.2) in adequate classes of functions. In this situation, the main means of the specification of the mathematical model are results of numerical simulations as well as solutions of specially simplified equations near the boundary (see , section 10).

Using the procedure of the previous section, it is not difficult to reduce the problem (7.1), (7.2) to an integral equation of the first kind with respect to

$$\psi (x,t)=_x^3u(x,t),$$

which yields

$$u(x,t)=\frac{1}{2}\underset{0}{\overset{x}{}}\left(x\xi \right)^2\psi (\xi ,t)𝑑\xi +\frac{1}{2}x^2g_3\left(t\right)+xg_2\left(t\right)+g_1\left(t\right),$$
(7.3)
with the functions of integration determined from the boundary conditions:

$$g_1\left(t\right)=u_1\left(t\right);g_2\left(t\right)=u_2\left(t\right);$$

$$g_3\left(t\right)=2\left[u_3\left(t\right)u_2\left(t\right)u_1\left(t\right)\right]\underset{0}{\overset{1}{}}\left(1\xi \right)^2\psi (\xi ,t)𝑑\xi .$$

Substitution into (7.3) leads to the expression

$$u(x,t)=\frac{1}{2}\left[\underset{0}{\overset{x}{}}\left(x\xi \right)^2x^2\underset{0}{\overset{1}{}}\left(1\xi \right)^2\right]\psi (\xi ,t)d\xi $$

$$+x^2u_3\left(t\right)+x\left(1x\right)u_2\left(t\right)+\left(1x^2\right)u_1\left(t\right).$$
(7.4)
Now we rewrite Eq. (7.1) in the form

$$_tu=6u_xu_x^3u.$$
(7.5)
The substitution of (7.4) into the right-hand side of (7.5) and integration from $`0`$ to $`t`$ under the initial condition (7.2) allows us to determine

$$u(x,t)=6\underset{0}{\overset{t}{}}[\underset{0}{\overset{x}{}}(x\xi )^2+x^2\underset{0}{\overset{1}{}}(1\xi )^2]\psi (\xi ,\eta )d\xi \{[\underset{0}{\overset{x}{}}(x\xi )$$

$$x\underset{0}{\overset{1}{}}(1\xi )]\psi (\xi ,\eta )d\xi +2xu_3\left(\eta \right)+(12x)u_2\left(\eta \right)\}d\eta +[2xu_3\left(\eta \right)$$

$$+(12x)u_2\left(\eta \right)+2xu_1\left(\eta \right)][\underset{0}{\overset{x}{}}(x\xi )x\underset{0}{\overset{1}{}}(1\xi )]\psi (\xi ,\eta )d\xi \}d\eta $$

$$\underset{0}{\overset{t}{}}\psi (x,\eta )𝑑\eta +6\underset{0}{\overset{t}{}}\left[x^2u_3\left(\eta \right)+x\left(1x\right)u_2\left(\eta \right)+\left(1x^2\right)u_1\left(\eta \right)\right]$$

$$\times \left[2xu_3\left(\eta \right)+\left(12x\right)u_2\left(\eta \right)2xu_1\left(\eta \right)\right]d\eta +u_0\left(x\right).$$
(7.6)
Eliminating $`u(x,t)`$ from (7.4), (7.6), we get the equation

$$\left(A\psi \right)(x,t)=f(x,t),x,t\mathrm{\Omega }:0x,t1,$$
(7.7)
where the expressions for the operator $`A`$ and the free term $`f`$ are rather obvious.

Let the data $`u_0\left(x\right)`$, $`u_i\left(t\right)`$ be such that $`f(x,t)L_2\left(\mathrm{\Omega }\right)`$ and, besides, the solution of the problem (7.1), (7.2) be a $`L_2`$-function. In this case, following section 5.1, we can use the relation

$$\psi (x,t)=\lambda \left(B\psi \right)(x,t),x,t\mathrm{\Omega },$$

where the operator $`B`$ and the parameter $`\lambda `$ are the same.

The algorithm of section 5.1 allows us to reduce the considered problem to the solution of a system of two nonlinear integral equations of the second kind (6.37), where the variable $`y`$ should be replaced by $`t`$.

By virtue of continuous dependence of the integrand of (7.6) on $`\psi (x,t)`$ and the principle of contracted mappings for sufficiently small values of the parameter $`\mu `$ satisfying the condition (5.47), the solution of this system of equations is achieved by means of simple iterations with an arbitrary initial approximation from $`L_2`$. An estimate of the influence of the error of calculations, the issue of the acceleration of the convergence, as well as other aspects of the numerical realization are discussed in .

It should be emphasized that the realization of the conditions of convergence with the help of the parameter $`\mu `$, which, in fact, allows one to determine particular solutions by comparatively simple means, is of special importance in the nonlinear case. It is implied that other solutions can be determined in the framework of numerical simulations for large $`\mu `$, related to studies of implicit functions, branching and bifurcations.

Using expressions (7.4), (7.6), the solution can be given a form that satisfies identically both the initial and boundary conditions (7.2). We can also estimate the error by analogy with the discussion in section 6.2.

### 7.2 A boundary-value problem for a substantially nonlinear differential equation

Here, we discuss nonlinearity related to higher-order derivatives. As an example, consider Monge-Ampère’s equation that plays an important role in a number of problems of geometry:

$$_x^2u_y^2u\left(_{xy}u\right)^2=s_1_x^2u+s_2_y^2u+s_3_{xy}u+q,$$
(7.8)
where $`s_i`$, $`i=1,2,3`$ and $`q`$ depend on the variables $`x`$, $`y`$, the sought function $`u(x,y)`$ and its first derivatives $`_xu`$, $`_yu`$ .

For definitiveness, we set $`s_i=s_i(x,y)`$, $`q=q(x,y)`$ and

$$u(0,y)=u(1,y)=u(x,0)=u(x,1)=0.$$
(7.9)
Without going into analysis of the conditions imposed on the data of this problem to ensure the existence and uniqueness of the solution, we outline a scheme of a numerical simulation. It should be noted that corresponding estimates are rather non-trivial and, as a rule, cover only certain particular cases .

We use the notation

$$_x^2u(x,y)=\psi _1(x,y);_y^2u(x,y)=\psi _2(x,y);$$

$$_{xy}u(x,y)=\psi (x,y),x,y\mathrm{\Omega }:0x,y1.$$

As a result, taking into account (7.9), we get

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi _1(\xi ,y)d\xi ;$$

$$u(x,y)=\left[\underset{0}{\overset{y}{}}\left(y\eta \right)y\underset{0}{\overset{1}{}}\left(1\eta \right)\right]\psi _2(x,\eta )d\eta ;$$

$$u(x,y)=\underset{0}{\overset{x}{}}𝑑\xi \underset{0}{\overset{y}{}}\psi (\xi ,\eta )𝑑\eta .$$

Upon the substitution of these expressions into (7.8) and the elimination of the function $`u(x,y)`$, we reduce the problem to the following system of equations:

$$\psi _1(x,y)\psi _2(x,y)\psi ^2(x,y)=s_1(x,y)\psi _1(x,y)$$

$$+s_2(x,y)\psi _2(x,y)+s_3(x,y)\psi (x,y)+q(x,y);$$
(7.10)
$$\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi _1(\xi ,y)d\xi \underset{0}{\overset{x}{}}𝑑\xi \underset{0}{\overset{y}{}}\psi (\xi ,\eta )𝑑\eta =0;$$
(7.11)
$$\left[\underset{0}{\overset{y}{}}\left(y\eta \right)y\underset{0}{\overset{1}{}}\left(1\eta \right)\right]\psi _2(x,\eta )d\eta \underset{0}{\overset{x}{}}𝑑\xi \underset{0}{\overset{y}{}}\psi (\xi ,\eta )𝑑\eta =0,x,y\mathrm{\Omega }.$$
(7.12)
The existence of $`_x^2u`$, $`_y^2u`$ implies a possibility of two-fold differentiation of Eqs. (7.11), (7.12) with respect to $`x`$ and $`y`$, respectively, which yields

$$\psi _1(x,y)=\underset{0}{\overset{y}{}}_x\psi (x,\eta )d\eta ;\psi _2(x,y)=\underset{0}{\overset{x}{}}_y\psi (\xi ,y)d\xi .$$

Equation (7.10) takes the form

$$\left[\underset{0}{\overset{y}{}}_x\psi (x,\eta )d\eta \right]\left[\underset{0}{\overset{x}{}}_y\psi (\xi ,y)d\xi \right]\psi ^2(x,y)=s_1(x,y)\underset{0}{\overset{y}{}}_x\psi (x,\eta )d\eta $$

$$+s_2(x,y)\underset{0}{\overset{x}{}}_y\psi (\xi ,y)d\xi +s_3(x,y)\psi (x,y)+q(x,y),x,y\mathrm{\Omega },$$

and after integration in the limits $`0,x`$ and $`0,y`$:

$$\left(A\psi \right)(x,y)=f(x,y),x,y\mathrm{\Omega },$$
(7.13)
where

$$\left(A\psi \right)(x,y)=\underset{0}{\overset{x}{}}\psi (\xi ,y)𝑑\xi \underset{0}{\overset{y}{}}\psi (x,\eta )𝑑\eta \underset{0}{\overset{x}{}}\psi (\xi ,\eta )𝑑\xi \underset{0}{\overset{y}{}}\psi (x,\eta )𝑑\eta $$

$$\underset{0}{\overset{x}{}}\psi (\xi ,y)d\xi \underset{0}{\overset{y}{}}\psi (\xi ,\eta )d\eta \underset{0}{\overset{y}{}}d\eta \underset{0}{\overset{\eta }{}}[s_1(x,\eta )\psi (\xi ,\eta _1)s_1(0,\eta )\psi (0,\eta _1)$$

$$\underset{0}{\overset{x}{}}_\xi s_1(\xi ,\eta )\psi (\xi ,\eta _1)d\xi ]d\eta _1_0^xd\xi _0^\xi [s_2(\xi ,y)\psi (\xi _1,\eta )s_2(\xi ,0)\psi (\xi _1,0)$$

$$\underset{0}{\overset{y}{}}_\eta s_2(\xi ,\eta )\psi (\xi _1,\eta )d\eta ]d\xi _1_0^xs_3(\xi ,\eta )d\xi _0^y\psi (\xi ,\eta )d\eta ;$$

$$f(x,y)=\underset{0}{\overset{x}{}}𝑑\xi \underset{0}{\overset{y}{}}q(\xi ,\eta )𝑑\eta .$$

The above implies the existence of the derivatives $`_xs_1`$, $`_ys_2`$.

As far as a numerical realization of Eq. (7.13) is concerned, the considerations of the previous section can be applied.

### 7.3 Nonlinearity of the boundary condition

Consider a typical problem of the irradiation of an infinite plate with a thermally insulated surface into a medium whose absolute temperature is equal to zero :

$$a_T_x^2u_tu=0,$$
(7.14)
$$u(x,0)=u_0\left(x\right);p_xu(0,t)+u^m(0,t)=0;_xu(1,t)=0.$$
(7.15)
Here, $`u(x,t)`$ is the temperature gradient; $`u_0\left(x\right)`$ is a given function; $`a_T`$ is the temperature conductivity; $`p=\lambda /\alpha `$, with $`\lambda `$, $`\alpha `$ being the thermal-conductivity and the heat-transfer coefficients, respectively.

Introduce the notation

$$_x^2u(x,y)=\psi (x,t),$$
(7.16)
which leads to

$$u(x,t)=\underset{0}{\overset{x}{}}\left(x\xi \right)\psi (\xi ,t)𝑑\xi +xg_1\left(t\right)+g_2\left(t\right),$$

where $`g_i\left(t\right)`$ are functions of integration.

The boundary conditions (7.15) yield

$$g_1\left(t\right)=\underset{0}{\overset{1}{}}\psi (\xi ,t)𝑑\xi ;g_1\left(t\right)=pg_2^m\left(t\right),$$

and, respectively,

$$u(x,t)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\right]\psi (\xi ,t)d\xi +\left[p\underset{0}{\overset{1}{}}\psi (\xi ,t)𝑑\xi \right]^{\frac{1}{m}}.$$

Using (7.14), (7.15) and taking into account the initial condition (7.15), we get

$$u(x,t)=a_T\underset{0}{\overset{t}{}}\psi (x,\eta )𝑑\eta +u_0\left(x\right),$$

and the problem under consideration is reduced to the solution of the nonlinear integral equation of the first kind (7.7), where

$$A_{}=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\right]_{}d\xi +\left(p\underset{}{\overset{1}{\underset{0}{}}}𝑑\xi \right)^{\frac{1}{m}}a_T\underset{}{\overset{t}{\underset{0}{}}}𝑑\eta ;$$

$$f(x,t)=u_0\left(x\right).$$

### 7.4 A small parameter by the highest-order derivative of the differential equation of the problem

As an illustration of general considerations, we consider the problem of heat transport induced by the processes of thermal conduction and convection (the first and the second terms, respectively, of the differential equation) :

$$_tu=ϵ_x^2u+\beta _xu.$$
(7.17)
Here, $`\beta >0`$ is a constant; $`ϵ`$ is a small parameter,

$$u(0,x)=0;u(t,0)=0;u(t,1)=u_1\left(t\right),$$
(7.18)
with $`u_1\left(t\right)`$ being a given function.

The notation (7.16) under the boundary conditions (7.18) leads to

$$u(x,t)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,t)d\xi +u_1\left(t\right).$$
(7.19)
The integration of (7.17) in the limits $`0,t`$ with the use of (7.19) and of the initial condition (7.18) yields

$$u(x,t)=\underset{0}{\overset{t}{}}\left[ϵ\psi (x,\eta )+\beta \underset{0}{\overset{x}{}}\psi (\xi ,\eta )𝑑\xi \right]𝑑\eta .$$

The problem is reduced to the linear integral equation of the first kind (7.7), where

$$A=A_1+A_2,$$

$$A_1=ϵ\underset{}{\overset{t}{\underset{0}{}}}𝑑\eta ;A_2=\beta \underset{0}{\overset{x}{}}𝑑\xi \underset{}{\overset{t}{\underset{0}{}}}𝑑\eta \left[\underset{0}{\overset{x}{}}\left(x\xi \right)\underset{0}{\overset{1}{}}\left(1\xi \right)\right]_{}d\xi ;$$

$$f(x,t)=u_1\left(t\right).$$

The algorithm of section 5 allows us to go over to a Fredholm integral equation of the second kind

$$\chi (x,t)=\mu \left[\left(ϵR_1+R_2\right)\chi \right](x,t)+F(x,t),$$
(7.20)
where $`R_1`$ and $`R_2`$ are corresponding operators.

As a result of the expansion

$$\chi (x,t)=\underset{m=0}{\overset{\mathrm{}}{}}ϵ^m\chi _m(x,t),$$

we get a sequence of recursion relations

$$\chi _0(x,t)=\mu \left(R_2\chi _0\right)(x,t)+F(x,t);$$

$$\chi _1(x,t)=\mu \left(R_2\chi _1\right)(x,t)+\mu \left(R_2\chi _0\right)(x,t);$$

$$\mathrm{}$$

$$\chi _{m+1}(x,t)=\mu \left(R_2\chi _{m+1}\right)(x,t)+\mu \left(R_2\chi _m\right)(x,t)$$

that are integral equation of the same type of the canonical structure.

The above allows us to state that the proposed approach is rather efficient in the problems of mathematical physics with a singular perturbation, whose numerical realization, as a rule, meets with considerable difficulties (see, in particular, ). Indeed, we managed to transform the singular perturbation (7.17) into the regular one (7.20), which facilitated a radical simplification of the problem.<sup>1</sup><sup>1</sup>1According to a standard classification, singular and regular perturbations affect,respectively, main and dependent terms of the operators.

### 7.5 Equations of a mixed type

Boundary-value problems for equations of this type are characterized by non-triviality of the investigation of the issues of existence and uniqueness (see ). As a consequence, one has to consider such equations on rather special domains, which restricts the field of practical applications.

As an illustration, consider well-known Tricomi’s equation

$$y_x^2u+_y^2u=0.$$
(7.21)
this equation belongs both to the hyperbolic and elliptical types for $`y<0`$ and $`y>0`$, respectively. We restrict ourselves to the framework of a numerical simulation, that is, we do not consider a priori the solvability of the problem and employ, for example, the following boundary conditions:

$$u(0,y)=u(1,y)=u(x,1)=0;u(x,1)=\nu \left(x\right),$$
(7.22)
where the function $`\nu \left(x\right)`$ and satisfies the conditions $`\nu \left(0\right)=\nu \left(1\right)=0`$.

Introduce the notation

$$_x^2u(x,y)=\psi (x,y),$$
(7.23)
which, taking into account (7.22), leads to

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,y)d\xi .$$

Two-fold integration of Eq. (7.21) in the limits $`1`$, $`y`$ under the conditions (7.23) and (7.33) yields the expression

$$u(x,y)=\left[\underset{1}{\overset{y}{}}\left(y\eta \right)\frac{1+y}{2}\underset{1}{\overset{1}{}}\left(1\eta \right)\right]\eta \psi (x,\eta )d\eta +\frac{1}{2}\left(1+y\right)\nu \left(x\right).$$

The problem is reduced to the solution of the Fredholm integral equation of the second kind (7.13) on the domain $`\mathrm{\Omega }:0x1,1y1`$ with the operator

$$A_{}=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]_{}d\xi +\left[\underset{1}{\overset{y}{}}\left(y\eta \right)\frac{1+y}{2}\underset{1}{\overset{1}{}}\left(1\eta \right)\right]\eta _{}d\eta $$

and the free term

$$f(x,y)=\frac{1}{2}\left(1+y\right)\nu \left(x\right).$$

Note that the so-called condition of matching on the line of parabolic degeneracy $`y=0`$, imposed on the solution of Eq. (7.21) (, p. 27), is fulfilled in a natural way:

$$\underset{y+0}{lim}u(x,y)=\underset{y0}{lim}u(x,y),x[0,1];$$

$$\underset{y+0}{lim}_yu(x,y)=\underset{y0}{lim}_yu(x,y),x[0,1].$$

As in the previous subsection, this situation results from the fact that the singularity of the problem is transferred from the main term of its operator to the dependent one.

### 7.6 The inverse problem of the restoration of the coefficient of the differential equation

Small oscillations in the transverse direction of a stretched string of variable density are described by the equation

$$_t^2u=a\left(x\right)_x^2u.$$
(7.24)
Here, $`x`$, $`t`$ are dimensionless coordinates;

$$a\left(x\right)=NT^2/\rho \left(x\right)l^2,$$

with $`N`$ being the tension, $`\rho \left(x\right)`$ the density of the material, $`2l`$ the length of the string, $`T`$ the time interval.

We assume that the ends of the string are fixed, whereas its density and the oscillations are symmetric with respect to the coordinate $`x=0`$. The corresponding boundary conditions have the form

$$_xu(0,t)=u(1,t)=0.$$
(7.25)
We also employ the following initial conditions:

$$u(x,0)=u_0\left(x\right);_tu(x,0)=0.$$
(7.26)
The coefficient $`a\left(x\right)`$ is to be determined from (7.24)-(7.28) for given $`u_0\left(x\right)`$, $`N`$, $`l`$, $`T`$ and additional information on the oscillations of the middle cross-section of the string:

$$u(0,t)=\nu \left(t\right).$$
(7.27)
It is known  that the solution of this problem can exist and be unique in the classes of functions that are fully adequate to the method our consideration. We assume that the necessary, in this sense, requirements are fulfilled.

By analogy with what was done many time before, using the notation (7.16) and (7.24)-(7.26), we find the representations

$$u(x,y)=\left[\underset{0}{\overset{x}{}}\left(x\xi \right)x\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,y)d\xi .$$
(7.28)
$$u(x,y)=a\left(x\right)\underset{0}{\overset{t}{}}\left(t\eta \right)\psi (x,\eta )𝑑\eta +u_0\left(x\right).$$

By eliminating $`u(x,t)`$, we obtain an equation of the type (7.7). The substitution of (7.28) into (7.27) leads to the integral equation

$$\left(A_1\psi \right)\left(t\right)=f_1\left(t\right),t[0,1],$$

where

$$A_1=\underset{0}{\overset{1}{}}\left(1\xi \right)_{}𝑑\xi ;f_1\left(t\right)=\nu \left(t\right).$$

One can estimate the convergence of successive approximations to the solution of the thus formulated problem by the smoothing of the dependence of the coefficient $`a`$ on the values of $`t`$ in the process of calculations.

### 7.7 The problem of the Stefan type

Consider the classical model :

$$_tu=_x^2u,0<x<\gamma \left(t\right);0<t1,$$
(7.29)
$$u(x,0)=u_0\left(x\right);u(0,t)=u(\gamma \left(t\right),t)=0,u_0\left(0\right)=0.$$
(7.30)
On the moving boundary that separates the phases an additional condition is imposed:

$$\alpha _xu(\gamma \left(t\right),t)=\gamma ^{}\left(t\right),\gamma \left(0\right)=\gamma _0,$$
(7.31)
where $`\gamma _0>0`$; the constant $`\alpha `$ can be both positive and negative; $`\gamma ^{}\left(t\right)=d\gamma \left(t\right)/dt`$.

Thus, the data of the problem are $`u_0\left(x\right)`$, $`\alpha `$ and $`\gamma _0`$; the functions $`u(x,t)`$ and $`\gamma \left(t\right)`$ are to be determined.

In Eqs. (7.29)-(7.31), it is reasonable to make a non-orthogonal mapping

$$\overline{x}=x/\gamma \left(t\right),\overline{t}=t$$
(7.32)
on the canonical domain $`\mathrm{\Omega }:0\overline{x},\overline{t}1`$.

We get:

$$_{\overline{t}}u\left[\overline{x}\gamma ^{}\left(\overline{t}\right)/\gamma \left(\overline{t}\right)\right]_{\overline{x}}u=_{\overline{x}}^2u,$$
(7.33)
$$u(\overline{x},0)=0;u(0,\overline{t})=u(1,\overline{t})=0;$$
(7.34)
$$\alpha _{\overline{x}}u(1,\overline{t})=\gamma ^{}\left(\overline{t}\right),\gamma \left(0\right)=\gamma _0.$$
(7.35)
By analogy with the above, the notation

$$_{\overline{x}}^2u(\overline{x},\overline{y})=\psi (\overline{x},\overline{y}),$$

conditions (7.34) and equation (7.34) lead to

$$u(\overline{x},\overline{y})=\left[\underset{0}{\overset{\overline{x}}{}}\left(\overline{x}\xi \right)\overline{x}\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,\overline{t})d\xi ;$$
(7.36)
$$u(\overline{x},\overline{y})=\underset{0}{\overset{t}{}}\left\{\psi (x,\eta )+\left[\overline{x}\gamma ^{}\left(\overline{t}\right)/\gamma \left(\overline{t}\right)\right]\left[\underset{0}{\overset{x}{}}\underset{0}{\overset{1}{}}\left(1\xi \right)\right]\psi (\xi ,\eta )d\xi \right\}𝑑\eta $$

$$+u_0\left(x\right).$$
(7.37)
The substitution of (7.36) into (7.35) yields

$$\gamma ^{}\left(\overline{t}\right)=\alpha \underset{0}{\overset{1}{}}\xi \psi (\xi ,\overline{t})𝑑\xi ,$$

from which we get

$$\gamma \left(\overline{t}\right)=\alpha \underset{0}{\overset{1}{}}\xi 𝑑\xi \underset{0}{\overset{\overline{t}}{}}\psi (\xi ,\eta )𝑑\eta +\gamma _0,$$
(7.38)
and, respectively, in the expression (7.37), we have

$$\frac{\overline{x}\gamma ^{}\left(\overline{t}\right)}{\gamma \left(\overline{t}\right)}=\alpha \overline{x}\underset{0}{\overset{1}{}}\xi \psi (\xi ,\overline{t})𝑑\xi /\left[\alpha \underset{0}{\overset{1}{}}\xi 𝑑\xi \underset{0}{\overset{T}{}}\psi (\xi ,\eta )𝑑\eta +\gamma _0\right].$$

The elimination of $`u(\overline{x},\overline{t})`$ from (7.36), (7.37) leads to the integral equation of the first kind (7.7), whose solution was discussed above. The function $`\overline{\psi }`$ determined from this equation should be approximated by an analytical dependence on $`\overline{x}`$ in order to make an inverse change of variables. The sought boundary is determined from the nonlinear integral equation (7.38). Finally, using Eqs. (7.36), (7.37) and (7.32), we calculate the function $`u(x,t)`$.

## Chapter 8 Conclusions

Let us briefly summarize the above consideration. Thus, the solution of the Fredholm integral equation of the first kind

$$\left(A\psi \right)\left(x\right)\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1]$$
(8.1)
in the ”convenient” for the numerical realization space $`L_2`$ is, without any doubt, an incorrectly formulated problem.In the case of the space $`l_2`$, the situation is diametrically different: the data of equation. (8.1) may satisfy the conditions of its correctness, but, nevertheless, the solution determined by Picard’s theorem will constitute a series that diverges as a result of the accumulation of round-off errors.

It should be noted that even an actual verification of whether the data of (8.1) belongs to the space $`l_2`$ is, as a rule, infeasible. Moreover, as an objective factor of incorrectness, there appear the error of experimental determination of $`f\left(x\right)`$ as well as different errors of the identification of the system under consideration, i.e., $`k(x,\xi )`$.

As ma matter of fact, the basis of our consideration is formed by the suggestion to connect adaptively Eq. (8.1) to the space $`l_2`$ by means of a functional model of the allowed error, including the smoothing of information by the procedure of integration characterized by the condition

$$\delta f_{L_2(0,1)}=0.$$
(8.2)
Starting by heuristic considerations that were later supported by more firm arguments, we showed the usefulness of the representation of the error as a difference between the sought function and of the integral component:

$$\left(\delta f\right)\left(x\right)=\psi \left(x\right)\lambda \left(B\psi \right)\left(x\right),B_{}=\underset{1}{\overset{1}{}}h(x,\xi )_{}𝑑\xi ,$$

in order to satisfy (8.2) by $`\psi \left(x\right)`$, $`x[1,0)`$.

We developed the proposed concept by transforming the formulation of the problem under consideration:

$$\mathrm{\Psi }\left(x\right)=\lambda \left(B\mathrm{\Psi }\right)\left(x\right)+\{\begin{array}{c}\chi \left(x\right),x[0,1];\\ 0,x[1,0);\end{array}$$
(8.3)
$$\mathrm{\Psi }\left(x\right)=\lambda \left(B\mathrm{\Psi }\right)\left(x\right)+\{\begin{array}{c}\mu \left(A\mathrm{\Psi }\right)\left(x\right)\mu f\left(x\right)+\chi \left(x\right),x[0,1];\\ 0,x[1,0];\end{array}$$
(8.4)
$$\mathrm{\Psi }^{}\left(x\right)=\lambda \left(B\mathrm{\Psi }^{}\right)\left(x\right)+\{\begin{array}{c}0,x[0,1];\\ \kappa \left(x\right),x[1,0).\end{array}$$
(8.5)
Here,

$$\mathrm{\Psi }\left(x\right)=\{\begin{array}{c}\psi \left(x\right),x[0,1];\\ \phi \left(x\right),x[1,0);\end{array}\mathrm{\Psi }^{}\left(x\right)=\{\begin{array}{c}\psi \left(x\right),x[0,1];\\ \phi ^{}\left(x\right),x[1,0).\end{array}$$

Note that the solution of the Fredholm integral equation of the second kind (8.3), expressed via the resolvent of the kernel $`h(x,\xi )`$, ensures, in fact, the achievement of the set goal, because it contains on $`x[0,1]`$ and $`[1,0)`$ the function $`\psi \left(x\right)`$, respectively, explicitly and under the integral sign:

$$\psi \left(x\right)=\chi \left(x\right)+\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ,x[0,1];$$
(8.6)
$$\phi \left(x\right)=\lambda \underset{0}{\overset{1}{}}H(x,\xi ,\lambda )\chi \left(\xi \right)𝑑\xi ,x[1,0).$$
(8.7)
Later, using the data of the problem (8.1), which is important, we expressed by means of integration of $`\chi \left(x\right)`$ the function $`\phi _0\left(x\right)`$ that constitutes the solution of the Fredholm integral equation of the second kind (8.4) for $`f\left(x\right)0`$, as well as

$$\kappa \left(x\right)=\lambda \underset{1}{\overset{0}{}}h(x,\xi )\phi _0\left(\xi \right)𝑑\xi \phi _0\left(x\right).$$

From the Fredholm integral equation of the second kind (8.5), a new representation of the sought solution via $`\chi \left(x\right)`$ emerged:

$$\psi \left(x\right)=\lambda \underset{1}{\overset{0}{}}H(x,\xi ,\lambda )\kappa \left(\xi \right)𝑑\xi ,x[0,1].$$
(8.8)
The measure of non-identity of this representation to (8.6) is reflected exactly by the error $`\left(\delta f\right)\left(x\right)`$. Therefore, the solution of the problem (8.1), understood in the sense

$$A\psi f\delta f_{L_2(0,1)}=0,$$
(8.9)
could be represented by expressions of principally different structure: with the function $`\chi \left(x\right)`$ that enters explicitly, equation (8.6), and without this function, equation (8.8).

This factor predetermined the reduction of the considered problem to the solution of the Fredholm integral equation of the second kind

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}\left[Q(x,\xi )k^{}(x,\xi )\right]\chi \left(\xi \right)𝑑\xi +\mu f\left(x\right),x[0,1],$$
(8.10)
where

$$k^{}(x,\xi )=k(x,\xi )+\lambda \underset{0}{\overset{1}{}}k(x,\xi )H(\zeta ,\xi ,\lambda )𝑑\zeta ,$$
(8.11)
by the substitution of expressions (8.6)-(8.8) into (8.4).

The structure of Eq. (8.10) allows us to give the following interpretation. As a result of (8.6), (8.11) and (8.9), the obtained solution must also satisfy the homogeneous equation

$$\chi \left(x\right)=\mu \underset{0}{\overset{1}{}}Q(x,\xi )\chi \left(\xi \right)𝑑\xi ,x[0,1],$$
(8.12)
with accuracy that depends on $`\delta f`$, which is quite natural. This means that in the process of transformation we build up, in a way, the kernel $`Q(x,\xi )`$ for which the solution of the problem is an eigenfunction, with equation (8.12) positioned on the spectrum.

Thus, the traditional formulation (8.1) is transformed into equation (8.10), whose advantage lies in the fact of continuous dependence of the solution on the data of the problem. an additional advantage consists in a possibility to choose the parameter $`\mu `$ from the condition of convergence to the solution by simple iteration

$$\chi _{n+1}\left(x\right)=\mu \underset{0}{\overset{1}{}}\left[Q(x,\xi )k^{}(x,\xi )\right]\chi _n\left(\xi \right)𝑑\xi +\mu f\left(x\right),x[0,1].$$

Note that it proved to be sufficient to allot the kernel $`h(x,\xi )`$ the property of completeness, whereas its symmetry, dependence on the difference of arguments and periodicity were also very important and facilitated analytical transformations.

We have shown that wide classes of problems of numerical simulations can be rather elementarily reduced to Fredholm integral equations of the first kind. After that, the discussed procedure of the correct formulation and numerical realization can be applied to them without any substantial changes. By the way, a traditional difference between direct and inverse formulations of problems of mathematical physics practically vanishes. In the situation of nonlinearity, the realization of iteration algorithms of the solution to the obtained integral equation by means of the parameter $`\mu `$ is of special importance.

In light of the above, we can draw a conclusion that, if the phenomenon (process) admits an adequate description by methods of numerical simulations, the restoration of its underlying cause or of different parameters from an objectively sufficient volume of additional information does not pose principal difficulties, because the corresponding problems can be correctly formulated. From this point of view, an analysis of actually observed events, including multi-factor social-economic and ecological processes, can be done with much larger efficiency.

Maybe, it would be reasonable to suggest that, in general, the process of the understanding of the World is much simpler than a wide audience usually supposes it to be under the influence of the sphere of applied science that, at present, armed with means of electronic processing of information, constitutes, in fact, a natural monopoly with an almost dominant role of commercial component and, correspondingly, a systematic drive for investment?

Thus, colossal means are invested in problems of the restoration of dependencies from empirical data and, in particular, in remote probing of the surface of the Earth by spacecraft. What is actually realized is a search for minimally and maximally acceptable values of the parameter $`\alpha `$ in the integral equation of the type

$$\alpha \psi \left(x\right)+\underset{0}{\overset{1}{}}k(x,\xi )\psi \left(\xi \right)𝑑\xi =f\left(x\right),x[0,1].$$

The essence lies in the necessity to establish a balance between computational and, respectively, financial abilities of the solution of an ill-posed system of linear algebraic equations (which implies a realization of one of discretization methods) and an approximation of the formulation of the problem under consideration to an exact one that is erroneously associated with the factor of incorrectness for $`\alpha =0`$.

In this regard, we note that, of course, it would be incorrect to suppose that problems in science are altogether absent or that one can develop, irrespective of the circumstances, efficient means to overcome these problems. However, in our opinion, complications of principal character are inherent, in the first place, to direct formulations of some problems, that is, to the construction of mathematical models of insufficiently studied processes and phenomena.

It is clear that the solution of some classes of inverse problems may also pose substantial difficulties, but, nevertheless, the wide-spread thesis that the procedure of the restoration of the cause from the consequence is incorrect, in general, seems to be manifestly erroneous.

J. Hadamard’s statement that the problems that adequately describe real processes are correct is an ingenious idea, whose constructive development allows one to attain a qualitatively higher level of the potential of methods of numerical simulations.

March 21, 2001.

## Appendix A A method of successive approximations for Fredholm integral equations of the first kind

V. M. Fridman<sup>1</sup><sup>1</sup>1Uspekhi, Mat. Nauk 11, No 1, 233-234 (1956).

Theorem. Let $`K(x,s)`$ be a symmetric square integrable positive definite kernel, and let the equation

$$\underset{a}{\overset{b}{}}K(x,s)\phi \left(s\right)𝑑s=f\left(x\right),f\left(x\right)L_2(a,b)$$
(A.1)
be solvable. Then the sequence $`\left\{\phi _n\left(x\right)\right\}`$, determined by the recursion relation

$$\phi _n\left(x\right)=\phi _{n1}\left(x\right)+\lambda \left[f\left(x\right)f_{n1}\left(x\right)\right],$$
(A.2)
where

$$\phi _0\left(x\right)L_2(a,b),$$

$$f_{n1}\left(x\right)=\underset{a}{\overset{b}{}}K(x,s)\phi _{n1}\left(s\right)𝑑s,$$
(A.3)
$$0<\lambda <2\lambda _1,$$
(A.4)
and $`\lambda _1`$ is a minimal characteristic number of the kernel $`K(x,s)`$, converges in the mean to the solution of Eq. (A.1).

Proof. Let us set in Eq. (A.2)

$$\phi _n\left(x\right)=\phi \left(x\right)+u_n\left(x\right),$$

multiply both its parts by an eigenfunction of the kernel $`v_i\left(x\right)`$ and integrate over $`x`$ from $`a`$ to $`b`$:

$$\alpha _i^n=\alpha _i^{n1}\underset{a}{\overset{b}{}}v_i\left(x\right)𝑑x\underset{a}{\overset{b}{}}K(x,s)u_{n1}\left(s\right)𝑑s,$$

where

$$\alpha _i^n=\underset{a}{\overset{b}{}}u_n\left(x\right)v_i\left(x\right)𝑑x.$$

As a result of the fact that $`K(x,s)`$ is symmetric and $`v_i\left(x\right)`$ satisfies the equation

$$v_i\left(x\right)\lambda _i\underset{a}{\overset{b}{}}K(x,s)v_i\left(s\right)𝑑s=0,$$

we have:

$$\underset{a}{\overset{b}{}}v_i\left(x\right)𝑑x\underset{a}{\overset{b}{}}K(x,s)u_{n1}\left(s\right)𝑑s=\underset{a}{\overset{b}{}}u_{n1}\left(x\right)𝑑x\underset{a}{\overset{b}{}}K(x,s)v_i\left(s\right)𝑑s$$

$$=\frac{1}{\lambda _i}\underset{a}{\overset{b}{}}u_{n1}\left(x\right)v_i\left(x\right)𝑑x=\frac{\alpha _i^{n1}}{\lambda _i}.$$

Thus,

$$\alpha _i^n=\left(1\frac{\lambda }{\lambda _i}\right)\alpha _i^{n1}=\left(1\frac{\lambda }{\lambda _i}\right)^n\alpha _i^0.$$
(A.5)
By virtue of the completeness of the system of functions $`v_i\left(x\right)`$,

$$\underset{a}{\overset{b}{}}u_n^2\left(x\right)𝑑x=\underset{i=1}{\overset{\mathrm{}}{}}\left(\alpha _i^n\right)^2,$$
(A.6)
which is to be estimated.

The series $`_{i=k}^{\mathrm{}}\left(\alpha _i^n\right)^2=_{i=k}^{\mathrm{}}\left(1\frac{\lambda }{\lambda _i}\right)^{2n}\left(\alpha _i^0\right)^2`$ is majorized by the series $`_{i=k}^{\mathrm{}}\left(\alpha _i^0\right)^2`$, because, by the inequality (A.4),

$$\left(1\frac{\lambda }{\lambda _i}\right)^21.$$
(A.7)
Therefore, for any given small positive $`ϵ`$, there exists $`k>K\left(ϵ\right)`$ that does not depend on $`n`$, such that

$$\underset{i=k}{\overset{\mathrm{}}{}}\left(\alpha _i^n\right)^2<\frac{ϵ}{2}.$$

At the same time, by choosing $`n>N\left(ϵ\right)`$, we can make

$$\underset{i=1}{\overset{k}{}}\left(\alpha _i^n\right)^2=\underset{i=1}{\overset{k}{}}\left(1\frac{\lambda }{\lambda _i}\right)^{2n}\left(\alpha _i^0\right)^2<\frac{ϵ}{2},$$

because for finite $`i`$ we have the inequality sign in the formula (A.7).

Thus, we arrive at the inequality

$$\underset{a}{\overset{b}{}}u_n^2\left(x\right)𝑑x<ϵ,$$
(A.8)
which proves the Theorem.

Submitted on March 29, 1954.