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Assume, a problem is modeled by a nonlinear operator equation \(F(x)= y\) in Hilbert spaces, and that the problem is ill-posed: The available data stems from a measurement process. Due to measurement errors, we have to deal with noise data \(y^\delta\) and we have to solve an equation \(F(x)= y^\delta\). The minimizer \(x^\delta_\alpha\) of the Tikhonov function \[ J_\alpha(x,\overline x)=\| y^\delta- F(x)\|^2+ \alpha\| x-\overline x\|^2 \] is regarded as a regularized solution of the disturbed equation. In this paper, under certain assumptions a nonlinear implicit iterative scheme is proposed: \[ x^\delta_{k+1}= x^\delta_k+{1\over\alpha_k} F'(x^\delta_k)^*(y^\delta- F(x^\delta_k)). \] This is the classical Landweber iterative method as \(\alpha_k= 1\). Under the restriction that \(\alpha_k\) is appropriate large, the monotonicity of iterative errors and the convergence and stability of the iterative sequence is proved. The convergence and stability of the proposed method is also analyzed when the numbers \(\alpha_k\) are determined by the Hanke criterion. Numerical tests (for a two-point boundary value problem) show, that the method under consideration for nonlinear ill-posed problems is efficient.
Property / review text: Assume, a problem is modeled by a nonlinear operator equation \(F(x)= y\) in Hilbert spaces, and that the problem is ill-posed: The available data stems from a measurement process. Due to measurement errors, we have to deal with noise data \(y^\delta\) and we have to solve an equation \(F(x)= y^\delta\). The minimizer \(x^\delta_\alpha\) of the Tikhonov function \[ J_\alpha(x,\overline x)=\| y^\delta- F(x)\|^2+ \alpha\| x-\overline x\|^2 \] is regarded as a regularized solution of the disturbed equation. In this paper, under certain assumptions a nonlinear implicit iterative scheme is proposed: \[ x^\delta_{k+1}= x^\delta_k+{1\over\alpha_k} F'(x^\delta_k)^*(y^\delta- F(x^\delta_k)). \] This is the classical Landweber iterative method as \(\alpha_k= 1\). Under the restriction that \(\alpha_k\) is appropriate large, the monotonicity of iterative errors and the convergence and stability of the iterative sequence is proved. The convergence and stability of the proposed method is also analyzed when the numbers \(\alpha_k\) are determined by the Hanke criterion. Numerical tests (for a two-point boundary value problem) show, that the method under consideration for nonlinear ill-posed problems is efficient. / rank
 
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Property / reviewed by
 
Property / reviewed by: Werner H. Schmidt / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65J15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65J20 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47J06 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65L10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 34B15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65L08 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6045292 / rank
 
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Property / zbMATH Keywords
 
nonlinear ill-posed problem
Property / zbMATH Keywords: nonlinear ill-posed problem / rank
 
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Property / zbMATH Keywords
 
Hilbert spaces
Property / zbMATH Keywords: Hilbert spaces / rank
 
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Property / zbMATH Keywords
 
nonlinear implicite iterative method
Property / zbMATH Keywords: nonlinear implicite iterative method / rank
 
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Property / zbMATH Keywords
 
Hanke criterion
Property / zbMATH Keywords: Hanke criterion / rank
 
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Property / zbMATH Keywords
 
discrepancy principle
Property / zbMATH Keywords: discrepancy principle / rank
 
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Property / zbMATH Keywords
 
Landweber scheme
Property / zbMATH Keywords: Landweber scheme / rank
 
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Property / zbMATH Keywords
 
numerical examples
Property / zbMATH Keywords: numerical examples / rank
 
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Property / zbMATH Keywords
 
Tikhonov regularization
Property / zbMATH Keywords: Tikhonov regularization / rank
 
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Property / zbMATH Keywords
 
nonlinear operator equation
Property / zbMATH Keywords: nonlinear operator equation / rank
 
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Property / zbMATH Keywords
 
convergence
Property / zbMATH Keywords: convergence / rank
 
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Property / zbMATH Keywords
 
stability
Property / zbMATH Keywords: stability / rank
 
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Property / zbMATH Keywords
 
two-point boundary value problem
Property / zbMATH Keywords: two-point boundary value problem / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.11.011 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W2061942528 / rank
 
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Property / cites work
 
Property / cites work: Convergence rates for Tikhonov regularisation of non-linear ill-posed problems / rank
 
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Latest revision as of 08:40, 5 July 2024

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A convergence analysis of nonlinear implicit iterative method for nonlinear ill-posed problems
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    A convergence analysis of nonlinear implicit iterative method for nonlinear ill-posed problems (English)
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    11 June 2012
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    Assume, a problem is modeled by a nonlinear operator equation \(F(x)= y\) in Hilbert spaces, and that the problem is ill-posed: The available data stems from a measurement process. Due to measurement errors, we have to deal with noise data \(y^\delta\) and we have to solve an equation \(F(x)= y^\delta\). The minimizer \(x^\delta_\alpha\) of the Tikhonov function \[ J_\alpha(x,\overline x)=\| y^\delta- F(x)\|^2+ \alpha\| x-\overline x\|^2 \] is regarded as a regularized solution of the disturbed equation. In this paper, under certain assumptions a nonlinear implicit iterative scheme is proposed: \[ x^\delta_{k+1}= x^\delta_k+{1\over\alpha_k} F'(x^\delta_k)^*(y^\delta- F(x^\delta_k)). \] This is the classical Landweber iterative method as \(\alpha_k= 1\). Under the restriction that \(\alpha_k\) is appropriate large, the monotonicity of iterative errors and the convergence and stability of the iterative sequence is proved. The convergence and stability of the proposed method is also analyzed when the numbers \(\alpha_k\) are determined by the Hanke criterion. Numerical tests (for a two-point boundary value problem) show, that the method under consideration for nonlinear ill-posed problems is efficient.
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    nonlinear ill-posed problem
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    Hilbert spaces
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    nonlinear implicite iterative method
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    Hanke criterion
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    discrepancy principle
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    Landweber scheme
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    numerical examples
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    Tikhonov regularization
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    nonlinear operator equation
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    convergence
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    stability
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    two-point boundary value problem
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