Dynamical systems method for solving operator equations.

Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) Linear operators and ill-posed problems, regularization (47A52) Nonlinear ill-posed problems (47J06) Iterative procedures involving nonlinear operators (47J25) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

Abstract: Consider an operator equation

F (u) = 0

in a real Hilbert space. The problem of solving this equation is ill-posed if the operator

F^{'} (u)

is not boundedly invertible, and well-posed otherwise. A general method, dynamical systems method (DSM) for solving linear and nonlinear ill-posed problems in a Hilbert space is presented. This method consists of the construction of a nonlinear dynamical system, that is, a Cauchy problem, which has the following properties: 1) it has a global solution, 2) this solution tends to a limit as time tends to infinity, 3) the limit solves the original linear or non-linear problem. New convergence and discretization theorems are obtained. Examples of the applications of this approach are given. The method works for a wide range of well-posed problems as well.

Review text

The paper is concerned with the operator equation \(F(u) \equiv B(u)-f=0\), where \(B\) is a linear or nonlinear (monotone or non-monotone) smooth operator in a real Hilbert space \(H\). Let \(u^*\) be a solution to the equation. In the cases of regular and irregular operator \(B\), the author studies several schemes of the form \({\dot u}=\Phi(t,u)\), \(u(0)=u_0\) for approximating \(u^*\). Let \(u=u(t), t \geq 0\) be a solution to this Cauchy problem. The functions \(\Phi\) generate approximations \(u(t)\) such that \(\lim_{t \to \infty} \| u(t)-u^* \|=0\). Specifically, the scheme with \(\Phi(t,u)=-(F^{\prime *}(u) F^{\prime}(u)+\varepsilon(t)I)^{-1} [F^{\prime *}(u) F(u)+\varepsilon(t)(u-{\tilde u}_0)]\) is applicable to irregular equations with non-monotone operators. The case of noisy element \(f\) is also analyzed.

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