A numerical method for solving nonlinear ill-posed problems
The article discusses the numerical solution of an ill-posed equation \(F(x) = 0\) defined by a compact, twice Fréchet-differentiable operator \(F:H \rightarrow H\) on a Hilbert space. The problem is written in the form \(L(x_0,x)(x - x_0) + F(x_0) = 0\) with \(L(x_0,x) = \int_0^1 F'(x_0+t(x-x_0)dt\) and the regularized two step method \[ x_{n+1} = P\big[x_{n-1}-[T(x_{n-1},x_n) + \alpha I]^{-1} [L^*(x_{n-1},x_n)F(x_{n-1})+\alpha(x_{n-1}-x_n)]\big] \] is considered where \(T = L^*L\), \(P\) is an orthonormal projection onto a suitable subspace of eigenfunctions of \(T(x_0,x_1)\), and the regularization parameter \(\alpha > 0\) provides that \(T(x_0,x) + \alpha I\) is boundedly invertible. A convergence result is proved and the method is illustrated with a problem originating in gravimetry. Recommendations for the choice of the parameter are given and some other iterative methods are discussed.
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