Adaptive Strategy for the Damping Parameters in an Iteratively Regularized Gauss–Newton Method

In this paper, a convergence analysis of an adaptive choice of the sequence of damping parameters in the iteratively regularized Gauss–Newton method for solving nonlinear ill-posed operator equations is presented. The selection criterion is motivated from the damping parameter choice criteria, which are used for the efficient solution of nonlinear least-square problems. The performance of this selection criterion is tested for the solution of nonlinear ill-posed model problems.     

A robust variant of the method of contracting compacta

There is presented a modified method of contracting compacta that gives an estimate of the error of approximate solutions of certain ill-posed problems in the case when all initial data are measured with a preassigned exactness.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 12, pp. 1693–1696, December, 1991.     

Finite-dimensional parametric problems in inverse problems of astrophysics

Two inverse problems of astrophysics are considered: determining the velocity of the moon by the method of stellar eclipses (occultations of stars by the moon) and determining the geometrical parameters of double systems from light curve observations. These methods produce basic stellar data with accuracy several orders of magnitude higher than standard methods. The initial problems are ill-posed. A stable solution is obtained by finite-dimensional parametrization.Translated from Metody Matematicheskogo Modelirovaniya, Avtomatizatsiya Obrabotki Nablyudenii i Ikh Primeneniya, pp. 23–39, 1986.     

The optimal choice of initial approximations to solutions of regularized equations in the theory of branching

In [1, 2], V. A. Trenogin and the author proposed a method for constructing regularizing equations (R.E.) for ill-posed problems in the theory of branching [3, 4]. Here we consider the problem of choosing initial approximations, that are optimal in a certain sense, to simple solutions of R.E. in a neighborhood of a branching point.Translated from Matematicheskie Zametki, Vol. 20, No. 2, pp. 273–278, August, 1976.The author thanks V. A. Trenogin for his interest in this research and his valuable advice.     

Newton-Kantorovich Iterative Regularization for Nonlinear Ill-Posed Equations Involving Accretive Operators

The Newton-Kantorovich iterative regularization for nonlinear ill-posed equations involving monotone operators in Hilbert spaces is developed for the case of accretive operators in Banach spaces. An estimate for the convergence rates of the method is established.__________Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 2, pp. 271–276, February, 2005.     

KKT Conditions for Rank-Deficient Nonlinear Least-Square Problems with Rank-Deficient Nonlinear Constraints

In nonlinear least-square problems with nonlinear constraints, the function , where f ₂ is a nonlinear vector function, is to be minimized subject to the nonlinear constraints f ₁(x)=0. This problem is ill-posed if the first-order KKT conditions do not define a locally unique solution. We show that the problem is ill-posed if either the Jacobian of f ₁ or the Jacobian of J is rank-deficient (i.e., not of full rank) in a neighborhood of a solution satisfying the first-order KKT conditions. Either of these ill-posed cases makes it impossible to use a standard Gauss–Newton method. Therefore, we formulate a constrained least-norm problem that can be used when either of these ill-posed cases occur. By using the constant-rank theorem, we derive the necessary and sufficient conditions for a local minimum of this minimum-norm problem. The results given here are crucial for deriving methods solving the rank-deficient problem.     

Generalization of the Cramer Formula

We apply the method of parametrized continued fractions to the solution of systems of linear algebraic equations on the basis of their Liouville–Neumann formal power series. We construct an analog of the Cramer formula, which is also applicable to the cases of singular, ill-posed, and rectangular matrices.     

Operator Hamiltonians and anticanonic equations with periodic coefficients

In a Hilbert space we study Hamiltonians and anticanonic equations with periodic coefficients. We prove existence theorems for the solutions of ill-posed Cauchy problems for the given equations. Following Krein we define the notion of the genus of the spectrum points of the monodromy operator of an equation of the class being studied. We formulate existence and uniqueness theorems for the solutions when determining the reflected and the transmitted waves for a specified incident wave. The theory developed is applied to the study of cylindrical waveguides with a periodic filling.Translated from Problemy Matematicheskogo Analiza. No. 4: Integralnye i Differentsial'nye Operatory. Differentsial'nye Uraveniya, pp. 9–36, 1973.     

On the unsolvability of the boundary inverse problem of heat conduction

It is shown that the boundary inverse nonstationary problem of heat conduction with given heat flux and temperature on one of the boundary surfaces is essentially ill-posed, since it has no solution in the class of continuous functions.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 35, 1992, pp. 114–118.     

Well-posed problems in a layer with differential operators in boundary conditions

We obtain a criterion for the well-posedness of a boundary-value problem in the layer ⁿ x [0, T] for a linear differential evolution equation with constant complex coefficients in the class of functions of power growth under a two-point condition that contains two arbitrary differential operators with respect to space variables (one of the operators can be zero). Examples of well-posed and ill-posed problems of this form are given.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 8, pp. 1083–1090, August, 1992.     

A study of the nonoscillatory character of solutions of partial differential equations by the method of separation of variables

The oscillatory character of solutions of partial differential equations is studied by the method of separation of variables; an ill-posed boundary value problem for a fourth-order polyharmonic equation, where the boundary conditions are given on two rectangles embedded one in the other, is studied; bounds for conditional stability and regularization are established.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 3, pp. 317–323, March, 1992.     

Some results on the regularization of LSQR for large-scale discrete ill-posed problems

LSQR, a Lanczos bidiagonalization based Krylov subspace iterative method, and its mathematically equivalent conjugate gradient for least squares problems (CGLS) applied to normal equations system, are commonly used for large-scale discrete ill-posed problems. It is well known that LSQR and CGLS have regularizing effects, where the number of iterations plays the role of the regularization parameter. However, it has long been unknown whether the regularizing effects are good enough to find best possible regularized solutions. Here a best possible regularized solution means that it is at least as accurate as the best regularized solution obtained by the truncated singular value decomposition (TSVD) method. We establish bounds for the distance between the k-dimensional Krylov subspace and the k-dimensional dominant right singular space. They show that the Krylov subspace captures the dominant right singular space better for severely and moderately ill-posed problems than for mildly ill-posed problems. Our general conclusions are that LSQR has better regularizing effects for the first two kinds of problems than for the third kind, and a hybrid LSQR with additional regularization is generally needed for mildly ill-posed problems. Exploiting the established bounds, we derive an estimate for the accuracy of the rank k approximation generated by Lanczos bidiagonalization. Numerical experiments illustrate that the regularizing effects of LSQR are good enough to compute best possible regularized solutions for severely and moderately ill-posed problems, stronger than our theory predicts, but they are not for mildly ill-posed problems and additional regularization is needed.     

REGULARIZATION TOOLS: A Matlab package for analysis and solution of discrete ill-posed problems

The package REGULARIZATION TOOLS consists of 54 Matlab routines for analysis and solution of discrete ill-posed problems, i.e., systems of linear equations whose coefficient matrix has the properties that its condition number is very large, and its singular values decay gradually to zero. Such problems typically arise in connection with discretization of Fredholm integral equations of the first kind, and similar ill-posed problems. Some form of regularization is always required in order to compute a stabilized solution to discrete ill-posed problems. The purpose of REGULARIZATION TOOLS is to provide the user with easy-to-use routines, based on numerical robust and efficient algorithms, for doing experiments with regularization of discrete ill-posed problems. By means of this package, the user can experiment with different regularization strategies, compare them, and draw conclusions from these experiments that would otherwise require a major programming effert. For discrete ill-posed problems, which are indeed difficult to treat numerically, such an approach is certainly superior to a single black-box routine. This paper describes the underlying theory gives an overview of the package; a complete manual is also available.This work was supported by grants from Augustinus Fonden, Knud Højgaards Fond, and Civ. Ing. Frants Allings Legat.     

A convergence analysis of nonlinear implicit iterative method for nonlinear ill-posed problems

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 α_k are determined by Hanke criterion.     

Regularization for a class of ill-posed evolution problems in Banach space

We study evolution equations in Banach space, and provide a general framework for regularizing a wide class of ill-posed Cauchy problems by proving continuous dependence on modeling for nonautonomous equations. We approximate the ill-posed problem by a well-posed one, and obtain H?lder-continuous dependence results that provide estimates of the error for a class of solutions under certain stabilizing conditions. For examples that include the linearized Korteweg-de Vries equation and the Schr?dinger equation in L ^p ,p??2, we obtain a family of regularizing operators for the ill-posed problem. This work extends to the nonautonomous case several recent results for ill-posed problems with constant coefficients.     

Error estimates for stabilized finite element methods applied to ill-posed problems

We propose an analysis for the stabilized finite element methods proposed in Burman (2013) [2] valid in the case of ill-posed problems for which only weak continuous dependence can be assumed. A priori and a posteriori error estimates are obtained without assuming coercivity or inf–sup stability of the continuous problem.     

A Dynamical Tikhonov Regularization for Solving Ill-posed Linear Algebraic Systems

The Tikhonov method is a famous technique for regularizing ill-posed linear problems, wherein a regularization parameter needs to be determined. This article, based on an invariant-manifold method, presents an adaptive Tikhonov method to solve ill-posed linear algebraic problems. The new method consists in building a numerical minimizing vector sequence that remains on an invariant manifold, and then the Tikhonov parameter can be optimally computed at each iteration by minimizing a proper merit function. In the optimal vector method (OVM) three concepts of optimal vector, slow manifold and Hopf bifurcation are introduced. Numerical illustrations on well known ill-posed linear problems point out the computational efficiency and accuracy of the present OVM as compared with classical ones.     

Convergence Domains for Some Iterative Processes in Banach Spaces Using Outer or Generalized Inverses

We provide a semilocal Ptak–Kantorovich-type analysis for inexact Newton-like methods using outer and generalized inverses to approximate a locally unique solution of an equation in a Banach space containing a nondifferentiable term. We use Banach-type lemmas and perturbation bounds for outer as well as generalized inverses to achieve our goal. In particular we determine a domain such that starting from any point of our method converges to a solution of the equation. Our results can be used to solve undetermined systems, nonlinear least-squares problems, and ill-posed nonlinear operator equations in Banach spaces. Finally, we provide two examples to show that our results compare favorably with earlier ones.     

Convolution, Average Sampling, and a Calderon Resolution of the Identity for Shift-Invariant Spaces

In this article, we study three interconnected inverse problems in shift invariant spaces: 1) the convolution/deconvolution problem; 2) the uniformly sampled convolution and the reconstruction problem; 3) the sampled convolution followed by sampling on irregular grid and the reconstruction problem. In all three cases, we study both the stable reconstruction as well as ill-posed reconstruction problems. We characterize the convolutors for stable deconvolution as well as those giving rise to ill-posed deconvolution. We also characterize the convolutors that allow stable reconstruction as well as those giving rise to ill-posed reconstruction from uniform sampling. The connection between stable deconvolution, and stable reconstruction from samples after convolution is subtle, as will be demonstrated by several examples and theorems that relate the two problems.