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适定性问题

数学术语适定性问题来自于数学家阿达马(英文: Jacques Solomon Hadamard)所给出的定义。他认为物理现象中的数学模型应该具备下述性质:

  1. 存在解
  2. 解是唯一的
  3. 解随着起始条件连续的改变

适定性问题的原型范例包括对于拉普拉斯方程狄利克雷问题,以及给定初始条件的热传导方程式。在物理过程中解决的这些问题,也许被视为“自然”问题。相较之下,反向热导方程,推演来自最终数据的温度的稍早分布就不是适定的,因为这个解对最终数据极为敏感。一个问题如果不是适定的,哈达玛就将其视为不适定逆问题通常是不适定的。

这些连续问题必须使其离散,以取得数值解。泛函分析问题通常是连续的,当以有限精度或存有错误的资料求解时,它可以承受这些数值的不稳定性。

即使一个问题是适定的,它也可能仍是病态的;即在初始资料中的一个微小错误,可以造成很大错误的答案。病态问题以大的条件数表示。

如果某一个问题是适定的,它就有机会在使用了稳定算法的电脑上取得解。如果问题是不适定的,就需要为数值处理重新以公式表示。这通常包含了额外的假设,例如:解的平滑性。这个过程称为正则化英语Regularization (mathematics)(Regularization)。吉洪诺夫正则化是最常使用的正则化方法之一。

参考

[编辑]
  • Jacques Hadamard (1902): Sur les problèmes aux dérivées partielles et leur signification physique. Princeton University Bulletin, 49--52.
  • McGraw-Hill Dictionary of Scientific and Technical Terms, 4th edition 1974, 1989. Sybil B. Parker, editor in chief. McGraw-Hill book company, New York. ISBN 0-07-045270-9
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适定性问题
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