On perturbation method for the first kind equations: regularization and application

DOI10.14529/MMP150206MaRDI QIDQ2792040zbMATH OpenOpenAlexFDO

Authors Denis Sidorov, Nikolaĭ Aleksandrovich Sidorov, Ildar Muftahov

Publication date 16 March 2016

Published in Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.07938

zbMATH Keywords

operator and integral equations of the first kindperturbation methodregularization parameterstable differentiation

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Numerical methods for ill-posed problems for integral equations (65R30)

Abstract: One of the most common problems of scientific applications is computation of the derivative of a function specified by possibly noisy or imprecise experimental data. Application of conventional techniques for numerically calculating derivatives will amplify the noise making the result useless. We address this typical ill-posed problem by application of perturbation method to linear first kind equations $Ax=f$ with bounded operator $A.$ We assume that we know the operator $ildeA$ and source function $ildef$ only such as $||ildeA-A||leqdelt{a}_1,$ $||ildef-f||<delt{a}_2.$ The regularizing equation $ildeAx+B(alpha)x=ildef$ possesses the unique solution. Here $alphainS,$ $S$ is assumed to be an open space in $mathbb{R}^n,$ $0inoverlineS,$ $alpha=alpha(delta).$ As result of proposed theory, we suggest a novel algorithm providing accurate results even in the presence of a large amount of noise.

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