A family of rules for parameter choice in Tikhonov regularization of ill-posed problems with inexact noise level

DOI10.1016/J.CAM.2011.09.037MaRDI QIDQ2428129zbMATH OpenOpenAlexFDO

Authors Uno Hämarik, Reimo Palm, Toomas Raus

Publication date 24 April 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2011.09.037

discrepancy principle generalized discrepancy principle Hilbert spaces ill-posed problem inverse problem minimal error method order optimality overestimated noise level parameter choice Tikhonov regularization underestimated noise level

Mathematics Subject Classification ID

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)

Review text

The subject of this paper is a class of a posteriori parameter choice strategies for Tikhonov's method to regularize linear ill-posed problems in Hilbert spaces. The considered class includes well-known rules like the discrepancy principle, a modified discrepancy principle and the monotone error rule. Under- and overestimated noise levels are also covered. We give some details, and for this purpose consider an operator equation \( A u = f \), where \( A: H \to F \) is a bounded linear operator between Hilbert spaces \( H \) and \( F \). In addition, \( f \) is supposed to belong to the range of \( A \) which may be non-closed, in general. For the stable solution of \( Au=f \), Tikhonov regularization \( u_\alpha = (\alpha I + A^* A)^{-1} A^* \tilde{f}, \, \alpha > 0 \), is considered, where \( A^*: F \to H \) denotes the adjoint of the operator \( A \), and \( \tilde{f} \in F \) is an approximation to the right-hand side \( f \). The considered parameter choice rule is of the form \[ d(\alpha,q,k,s) := \frac{\kappa_\alpha^{2k+s_0-s} \| D_\alpha^k B_\alpha (Au_\alpha - \tilde{f}) \|^2} {\| D_\alpha^{sq/2} B_\alpha^{2q-2} (Au_\alpha - \tilde{f}) \|^{2/q}} = b \delta^{2-2/q}, \tag{\(*\)} \] where \( q, k, s \) and \( b \) are some parameters, with \( s \geq 0, \, k \geq s/2 \), and \( b \) is sufficiently large. In addition, \( \delta > 0 \) represents some noise level for the right-hand side of \( Au= f\), and this noise level may be under- or overestimated, in general. Moreover we have \( \kappa_\alpha = 1 + \alpha \| A \|^{-2}, \, B_\alpha = \sqrt{\alpha}(\alpha I + A A^*)^{-1/2} \) and \( D_\alpha = \alpha^{-1} AA^* B_\alpha^2 \;(\alpha > 0) \). Finally, there holds \( s_0 = 0 \) if \( 2k = s \), and \( s_0 = 1 \) otherwise. In the course of this paper, the special case \( q = 3/2 \) is considered in more detail. For this setting, the following three results are presented: a) if \( \alpha=\alpha(\delta) \) is the smallest solution of equation \( (*) \) and \( \| \tilde{f} - f \| \leq \delta \) holds, then \( \| u_{\alpha(\delta)} - u_* \| \to 0 \) as \( \delta \to 0 \), where \( u_* \in H \) denotes the minimum norm solution of the equation \( Au=f \); b) if \( \alpha=\alpha(\delta) \) is the largest solution of equation \( (*) \) and \( \| \tilde{f} - f \| \leq c_* \delta \) holds for some constant \( c_* \), then \( \| u_{\alpha(\delta)} - u_* \| \to 0 \) as \( \delta \to 0 \); c) if \( \alpha=\alpha(\delta) \) is the smallest solution of equation \( (*) \), and if in addition \( \alpha(\delta)\) can be bounded from above by some constant specified in the paper, then in the case \( \| \tilde{f} - f \| \leq \delta \) the order optimal estimate \( \| u_{\alpha(\delta)} - u_* \| \leq C\inf_{\alpha>0} \{ \| u_{\alpha}^+ - u_* \| + \tfrac{\delta}{2\sqrt{\alpha}} \} \) holds. Here the notation \( u_\alpha^+ = (\alpha I + A^* A)^{-1} A^* f, \, \alpha > 0 \), is used, and \( C \) is some positive constant. In b), \( k > s/2 \) is additionally required, and in c), \( k \leq 3s/4 \) is assumed. The paper concludes with the presentation of some numerical experiments.

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