On the quasi-optimal rules for the choice of the regularization parameter in case of a noisy operator (Q421365)

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On the quasi-optimal rules for the choice of the regularization parameter in case of a noisy operator
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    On the quasi-optimal rules for the choice of the regularization parameter in case of a noisy operator (English)
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    23 May 2012
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    The article deals with an operator equation \[ Au = f, \quad f \in R(A) \] with a linear operator \(A:\;H \to F\) between Hilbert spaces \(H\) and \(F\); it is assumed that \(f\) and \(A\) are given up to the exactness \(\delta\) and \(\eta\) correspondingly. The approximations to solutions for the equation under consideration are defined by \[ u_r = K_{r,\eta}u_0 + g_r(A_\eta^*A_\eta)A_\eta^*f_\delta, \quad K_{r,\eta} = I - A_\eta^*A_\eta g_r(A_\eta^*A_\eta)\eqno(1) \] (\(r\) is the regularization parameter, \(u_0\) an initial approximation, \(g_r\) a given function satisfying some special conditions). Further, the rule \(R\) for the \textit{a posteriori} choice of the regularization parameter \(r = r(R)\) is quasi-optimal for method (1), if there exist constant \(C\) and \(C'\) (not depending on \(A,A_\eta\), \(u_*\), \(f_\delta\), \(u_0\) and \(r\)) such that, for \(\|f_\delta - f\| \leq \delta\), \(A_\eta - A\| \leq \eta\) the error estimate \[ \|u_{r(R)} - u_*\| \leq C \inf_{r \geq 0} \, \psi_\eta(r) + C'(\delta + \eta\|u_*\|) \] with \[ \psi_\eta(r) = \|K_{r,\eta}(u_0 - u_*)\| + \gamma_* \sqrt{r} (\delta + \eta\|u_*\|) \] holds (\(\gamma_*\) is a constant depending on \(g_r(\lambda)\)). The authors discuss this property for different well-known rules as the discrepancy principle and its modifications, balancing principle, monotone error principle and formulate the corresponding error estimate for many special cases.
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    ill-posed problems
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    regularization method
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    a posteriori parameter choice rule
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    quasi-optimality
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    oracle inequality
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    linear operator equation
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    Hilbert spaces
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    discrepancy principle
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    balancing principle
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    monotone error principle
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    error estimate
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