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Regularized Versions of Continuous Newton's Method and Continuous Modified Newton's Method Under General Source Conditions
Authors:M T Nair  P Ravishankar
Institution:1. Department of Mathematics , I.I.T. Madras , Chennai, India mtnair@iitm.ac.in;3. Department of Mathematics , I.I.T. Madras , Chennai, India
Abstract:Regularized versions of continuous analogues of Newton's method and modified Newton's method for obtaining approximate solutions to a nonlinear ill-posed operator equation of the form F(u) = f, where F is a monotone operator defined from a Hilbert space H into itself, have been studied in the literature. For such methods, error estimates are available only under Hölder-type source conditions on the solution. In this paper, presenting the background materials systematically, we derive error estimates under a general source condition. For the special case of the regularized modified Newton's method under a Hölder-type source condition, we also carry out error analysis by replacing the monotonicity of F by a weaker assumption. This analysis facilitates inclusion of certain examples of parameter identification problems, which was not possible otherwise. Moreover, an a priori stopping rule is considered when we have a noisy data f δ instead of f. This rule yields not only convergence of the regularized approximations to the exact solution as the noise level δ tends to zero but also provides convergence rates that are optimal under the source conditions considered.
Keywords:Continuous Newton's method  Nonlinear ill-posed equations  Parameter identification  Regularization  Regularized approximation  Source conditions  Stopping rule
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