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Regularized collocation method for Fredholm integral equations of the first kind
Authors:M Thamban Nair  Sergei V Pereverzev  
Institution:aDepartment of Mathematics, Indian Institute of Technology Madras, Chennai 600 036, India;bJohann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Science, Altenbergstrasse 69, 4040 Linz, Austria
Abstract:In this paper we consider a collocation method for solving Fredholm integral equations of the first kind, which is known to be an ill-posed problem. An “unregularized” use of this method can give reliable results in the case when the rate at which smallest singular values of the collocation matrices decrease is known a priori. In this case the number of collocation points plays the role of a regularization parameter. If the a priori information mentioned above is not available, then a combination of collocation with Tikhonov regularization can be the method of choice. We analyze such regularized collocation in a rather general setting, when a solution smoothness is given as a source condition with an operator monotone index function. This setting covers all types of smoothness studied so far in the theory of Tikhonov regularization. One more issue discussed in this paper is an a posteriori choice of the regularization parameter, which allows us to reach an optimal order of accuracy for deterministic noise model without any knowledge of solution smoothness.
Keywords:Ill-posed problems  Collocation method  Regularization  Order optimal error bounds  General source conditions  Operator monotone functions  A posteriori parameter choice
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