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1.
Tikhonov regularization with the regularization parameter determined by the discrepancy principle requires the computation
of a zero of a rational function. We describe a cubically convergent zero-finder for this purpose.
AMS subject classification (2000) 65F22, 65H05, 65R32 相似文献
2.
Discrepancy principles for Tikhonov regularization of ill-posed problems leading to optimal convergence rates 总被引:4,自引:0,他引:4
H. W. Engl 《Journal of Optimization Theory and Applications》1987,52(2):209-215
We propose a class ofa posteriori parameter choice strategies for Tikhonov regularization (including variants of Morozov's and Arcangeli's methods) that lead to optimal convergence rates toward the minimal-norm, least-squares solution of an ill-posed linear operator equation in the presence of noisy data. 相似文献
3.
Meisam Jozi & Saeed Karimi 《计算数学(英文版)》2022,40(3):335-353
A common way to handle the Tikhonov regularization method for the first kind Fredholm integral equations, is first to discretize and then to work with the final linear system.
This unavoidably inflicts discretization errors which may lead to disastrous results, especially when a quadrature rule is used. We propose to regularize directly the integral
equation resulting in a continuous Tikhonov problem. The Tikhonov problem is reduced
to a simple least squares problem by applying the Golub-Kahan bidiagonalization (GKB)
directly to the integral operator. The regularization parameter and the iteration index are
determined by the discrepancy principle approach. Moreover, we study the discrete version
of the proposed method resulted from numerical evaluating the needed integrals. Focusing
on the nodal values of the solution results in a weighted version of GKB-Tikhonov method
for linear systems arisen from the Nyström discretization. Finally, we use numerical experiments on a few test problems to illustrate the performance of our algorithms. 相似文献
4.
研究了一类变系数椭圆方程的柯西问题,这类问题出现在很多实际问题领域.由于问题的不适定性,不可能通过经典的数值方法来求解上述问题,必须引入正则化手段.采用了一种修正吉洪诺夫正则化方法来求解上述问题.在一种先验和一种后验参数选取准则下,分别获得了问题的误差估计.数值例子进一步显示方法是稳定有效的. 相似文献
5.
Limitations of the L-curve method in ill-posed problems 总被引:3,自引:0,他引:3
Martin Hanke 《BIT Numerical Mathematics》1996,36(2):287-301
This paper considers the Tikhonov regularization method with the regularization parameter chosen by the so-called L-curve criterion. An infinite dimensional example is constructed for which the selected regularization parameter vanishes too rapidly as the noise to signal ratio in the data goes to zero. As a consequence the computed reconstructions do not converge to the true solution. Numerical examples are given to show that similar phenomena can be observed under more general assumptions in discrete ill-posed problems provided the exact solution of the problem is smooth.This work was partially supported by NATO grant CRG 930044. 相似文献
6.
Silvia Gazzola Enyinda Onunwor Lothar Reichel Giuseppe Rodriguez 《Numerical Linear Algebra with Applications》2016,23(1):187-204
The symmetric Lanczos method is commonly applied to reduce large‐scale symmetric linear discrete ill‐posed problems to small ones with a symmetric tridiagonal matrix. We investigate how quickly the nonnegative subdiagonal entries of this matrix decay to zero. Their fast decay to zero suggests that there is little benefit in expressing the solution of the discrete ill‐posed problems in terms of the eigenvectors of the matrix compared with using a basis of Lanczos vectors, which are cheaper to compute. Similarly, we show that the solution subspace determined by the LSQR method when applied to the solution of linear discrete ill‐posed problems with a nonsymmetric matrix often can be used instead of the solution subspace determined by the singular value decomposition without significant, if any, reduction of the quality of the computed solution. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
7.
Alessandro Buccini Marco Donatelli Lothar Reichel 《Numerical Linear Algebra with Applications》2017,24(4)
Tikhonov regularization is one of the most popular approaches to solving linear discrete ill‐posed problems. The choice of the regularization matrix may significantly affect the quality of the computed solution. When the regularization matrix is the identity, iterated Tikhonov regularization can yield computed approximate solutions of higher quality than (standard) Tikhonov regularization. This paper provides an analysis of iterated Tikhonov regularization with a regularization matrix different from the identity. Computed examples illustrate the performance of this method. 相似文献
8.
G. Landi 《Computational Optimization and Applications》2008,39(3):347-368
In many science and engineering applications, the discretization of linear ill-posed problems gives rise to large ill-conditioned
linear systems with the right-hand side degraded by noise. The solution of such linear systems requires the solution of minimization
problems with one quadratic constraint, depending on an estimate of the variance of the noise. This strategy is known as regularization.
In this work, we propose a modification of the Lagrange method for the solution of the noise constrained regularization problem.
We present the numerical results of test problems, image restoration and medical imaging denoising. Our results indicate that
the proposed Lagrange method is effective and efficient in computing good regularized solutions of ill-conditioned linear
systems and in computing the corresponding Lagrange multipliers. Moreover, our numerical experiments show that the Lagrange
method is computationally convenient. Therefore, the Lagrange method is a promising approach for dealing with ill-posed problems.
This work was supported by the Italian FIRB Project “Parallel algorithms and Nonlinear Numerical Optimization” RBAU01JYPN. 相似文献
9.
We consider an ill-posed problem Ta = f* in Hilbert spaces and suppose that the linear bounded operator T is approximately available, with a known estimate for the operator perturbation at the solution. As a numerical scheme the CGNR-method is considered, that is, the classical method of conjugate gradients by Hestenes and Stiefel applied to the associated normal equations. Two a posteriori stopping rules are introduced, and convergence results are provided for the corresponding approximations, respectively. As a specific application, a parameter estimation problem is considered. 相似文献
10.
In this paper, we study a fractional Tikhonov regularization method (FTRM) for solving a Cauchy problem of Helmholtz equation in the frequency domain. On the one hand, the FTRM retains the advantage of classical Tikhonov method. On the other hand, our method can prevent the effect of oversmoothing of classical Tikhonov method and conveniently control the amount of damping. The convergence error estimates between the exact solution and its regularization approximation are constructed. Several interesting numerical examples are provided, which validate the effectiveness of the proposed method. 相似文献
11.
The revised generalized Tikhonov method for the backward time-fractional diffusion equation 下载免费PDF全文
Arumugam Deiveegan Juan J. Nieto Periasamy Prakash 《Journal of Applied Analysis & Computation》2019,9(1):45-56
In this paper, we solve the backward problem for a time-fractional diffusion equation with variable coefficients in a bounded domain by using the revised generalized Tikhonov regularization method. Convergence estimates under an a-priori and a-posteriori regularization parameter choice rules are given. Numerical example shows that the proposed method is effective and stable. 相似文献
12.
Fractional (nonlocal) diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogs and they are used to model anomalous diffusion, especially in physics. In this paper, we study a backward problem for an inhomogeneous time-fractional diffusion equation with variable coefficients in a general bounded domain. Such a backward problem is of practically great importance because we often do not know the initial density of substance, but we can observe the density at a positive moment. The backward problem is ill-posed and we propose a regularizing scheme by using Tikhonov regularization method. We also prove the convergence rate for the regularized solution by using an a priori regularization parameter choice rule. Numerical examples illustrate applicability and high accuracy of the proposed method. 相似文献
13.
Schock (Ref. 1) considered a general a posteriori parameter choice strategy for the Tikhonov regularization of the ill-posed operator equationTx=y which provides nearly the optimal rate of convergence if the minimal-norm least-squares solution
belongs to the range of the operator (T
*
T)
v
, o<v1. Recently, Nair (Ref. 2) improved the result of Schock and also provided the optimal rate ifv=1. In this note, we further improve the result and show in particular that the optimal rate can be achieved for 1/2v1.The final version of this work was written while M. T. Nair was a Visiting Fellow at the Centre for Mathematics and Its Applications, Australian National University, Canberra, Australia. The work of S. George was supported by a Senior Research Fellowship from CSIR, India. 相似文献
14.
Implicit iterative method acquires good effect in solving linear ill-posed problems. We have ever applied the idea of implicit iterative method to solve nonlinear ill-posed problems, under the restriction that α is appropriate large, we proved the monotonicity of iterative error and obtained the convergence and stability of iterative sequence, numerical results show that the implicit iterative method for nonlinear ill-posed problems is efficient. In this paper, we analyze the convergence and stability of the corresponding nonlinear implicit iterative method when αk are determined by Hanke criterion. 相似文献
15.
16.
In this paper, the Cauchy problem for the Helmholtz equation is investigated. By Green’s formulation, the problem can be transformed into a moment problem. Then we propose a modified Tikhonov regularization algorithm for obtaining an approximate solution to the Neumann data on the unspecified boundary. Error estimation and convergence analysis have been given. Finally, we present numerical results for several examples and show the effectiveness of the proposed method. 相似文献
17.
《Applied Mathematical Modelling》2014,38(19-20):4686-4693
In this paper, we consider the problem for identifying the unknown source in the Poisson equation. The Tikhonov regularization method in Hilbert scales is extended to deal with illposedness of the problem and error estimates are obtained with an a priori strategy and an a posteriori choice rule to find the regularization parameter. The user does not need to estimate the smoothness parameter and the a priori bound of the exact solution when the a posteriori choice rule is used. Numerical examples show that the proposed method is effective and stable. 相似文献
18.
This paper is devoted to solve a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain by the Tikhonov regularization method. Based on the eigenfunction expansion of the solution, the backward problem for searching the initial data is changed to solve a Fredholm integral equation of the first kind. The conditional stability for the backward problem is obtained. We use the Tikhonov regularization method to deal with the integral equation and obtain the series expression of solution. Furthermore, the convergence rates for the Tikhonov regularized solution can be proved by using an a priori regularization parameter choice rule and an a posteriori regularization parameter choice rule. Two numerical examples in one-dimensional and two-dimensional cases respectively are investigated. Numerical results show that the proposed method is effective and stable. 相似文献
19.
Delin Chu Lijing Lin Roger C. E. Tan Yimin Wei 《Numerical Linear Algebra with Applications》2011,18(1):87-103
One of the most successful methods for solving the least‐squares problem minx∥Ax?b∥2 with a highly ill‐conditioned or rank deficient coefficient matrix A is the method of Tikhonov regularization. In this paper, we derive the normwise, mixed and componentwise condition numbers and componentwise perturbation bounds for the Tikhonov regularization. Our results are sharper than the known results. Some numerical examples are given to illustrate our results. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
20.
The fractional Tikhonov regularization method for simultaneous inversion of the source term and initial value in a space-fractional Allen-Cahn equation 下载免费PDF全文
In this paper, we consider the inverse problem for identifying the source term and initial value simultaneously in a space-fractional Allen-Cahn equation. This problem is ill-posed, i.e., the solution of this problem does not depend continuously on the data. The fractional Tikhonov method is used to solve this problem. Under the a priori and the a posteriori regularization parameter choice rules, the error estimates between the regularization solutions and the exact solutions are obtained, respectively. Different numerical examples are presented to illustrate the validity and effectiveness of our method. 相似文献