An inverse problem in science is the process of calculating from a set of observations the causal factors that produced them: for example, calculating an image in X-ray computed tomography, source reconstruction in acoustics, or calculating the density of the Earth from measurements of its gravity field. It is called an inverse problem because it starts with the effects and then calculates the causes. It is the inverse of a forward problem, which starts with the causes and then calculates the effects.
Inverse problems are some of the most important mathematical problems in science and mathematics because they tell us about parameters that we cannot directly observe. They have wide application in system identification, optics, radar, acoustics, communication theory, signal processing, medical imaging, computer vision, geophysics, oceanography, astronomy, remote sensing, natural language processing, machine learning, nondestructive testing, slope stability analysis and many other fields.
Starting with the effects to discover the causes has concerned physicists for centuries. A historical example is the calculations of Adams and Le Verrier which led to the discovery of Neptune from the perturbed trajectory of Uranus. However, a formal study of inverse problems was not initiated until the 20th century.
One of the earliest examples of a solution to an inverse problem was discovered by Hermann Weyl and published in 1911, describing the asymptotic behavior of eigenvalues of the Laplace–Beltrami operator. Today known as Weyl's law, it is perhaps most easily understood as an answer to the question of whether it is possible to hear the shape of a drum. Weyl conjectured that the eigenfrequencies of a drum would be related to the area and perimeter of the drum by a particular equation, a result improved upon by later mathematicians.
The field of inverse problems was later touched on by Soviet-Armenian physicist, Viktor Ambartsumian.
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In mathematics, a well-posed problem is one for which the following properties hold: The problem has a solution The solution is unique The solution's behavior changes continuously with the initial conditions Examples of archetypal well-posed problems include the Dirichlet problem for Laplace's equation, and the heat equation with specified initial conditions. These might be regarded as 'natural' problems in that there are physical processes modelled by these problems.
In mathematics, statistics, finance, computer science, particularly in machine learning and inverse problems, regularization is a process that changes the result answer to be "simpler". It is often used to obtain results for ill-posed problems or to prevent overfitting. Although regularization procedures can be divided in many ways, the following delineation is particularly helpful: Explicit regularization is regularization whenever one explicitly adds a term to the optimization problem.
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