Functional error estimators for the adaptive discretization of inverse problems

DOI10.1088/0266-5611/32/10/104004MaRDI QIDQ2832551zbMATH OpenOpenAlexFDO

Authors Christian Clason, Barbara Kaltenbacher, Daniel Wachsmuth

Publication date 11 November 2016

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.08077

zbMATH Keywords

abstract linear inverse problemadaptive discretizationBanach spaceselliptic inverse source problemnumerical resultsparameter identificationsparsity regularizationTikhonov regularization

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical solution to inverse problems in abstract spaces (65J22) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Abstract: So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for partial differential equations, not only for quadratic Hilbert space regularization terms but also for nonsmooth Banach space penalties. Examples include the measure-space norm (i.e., sparsity regularization) or the indicator function of an $L^{i}nfty$ ball (i.e., Ivanov regularization). The error estimators can be written in terms of residuals in the optimality system that can then be estimated by conventional techniques, thus leading to explicit estimators. This is illustrated by means of an elliptic inverse source problem with the above-mentioned penalties, and numerical results are provided for the case of sparsity regularization.

Review text

The paper is concerned with abstract linear inverse problems consisting of the forward model \(Ay=Bu\) and the measurement equation \(Cy=g\). Here, \(u \in U\) is the unknown parameter, \(A\in L(Y,W^*)\), \(B\in L(U,W^*)\), \(C\in L(Y,G)\) are linear operators, \(G\), \(U\), \(W\), \(Y\) are Banach spaces, and instead of the true input data \(g\) an approximation \(g^{\delta}\) is given, \(\| g-g^{\delta}\|_G \leq \delta\). The authors investigate the Tikhonov regularization scheme \(\min_{u\in U, y\in Y, Ay=Bu} \{ \| Cy-g^{\delta}\|_G^2+R_{\alpha}(u) \}\) and its finite-dimensional counterpart, where \(\{ R_{\alpha} \}_{\alpha>0}\) is a family of proper, convex, lower semicontinuous functionals. A posteriori estimates for the closeness of solutions of the original Tikhonov problems to solutions of the discretized problems are derived. The theory is illustrated by an elliptic inverse source problem, numerical results are also presented.

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(12)

• Error estimates for adaptive spectral decompositions
• Guaranteed lower bounds for cost functionals of time-periodic parabolic optimization problems
• An a posteriori error analysis of an elliptic optimal control problem in measure space
• The Ivanov regularized Gauss-Newton method in Banach space with an a posteriori choice of the regularization radius
• DISCRETIZATION ERROR ANALYSIS FOR TIKHONOV REGULARIZATION
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