On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy

DOI10.3934/IPI.2016.10.1zbMATH Open1334.35416arXiv1410.6222OpenAlexW1480600243MaRDI QIDQ254777FDOQ254777

Authors: A. De Cezaro, J. P. Zubelli, Vinicius Albani 

Publication date: 16 March 2016

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Abstract: We address the classical issue of appropriate choice of the regularization and discretization level for the Tikhonov regularization of an inverse problem with imperfectly measured data. We focus on the fact that the proper choice of the discretization level in the domain together with the regularization parameter is a key feature in adequate regularization. We propose a discrepancy-based choice for these quantities by applying a relaxed version of Morozov's discrepancy principle. Indeed, we prove the existence of the discretization level and the regularization parameter satisfying such discrepancy. We also prove associated regularizing properties concerning the Tikhonov minimizers.

Full work available at URL: https://arxiv.org/abs/1410.6222

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zbMATH Keywords

Tikhonov regularizationdiscrepancy principlesdiscrete settingregularization convergence rates

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Nonlinear ill-posed problems (47J06) Numerical solution to inverse problems in abstract spaces (65J22)

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Cited In (18)

• Solving ill-posed control problems by stabilized finite element methods: an alternative to Tikhonov regularization
• Adaptive discretizations for the choice of a Tikhonov regularization parameter in nonlinear inverse problems
• The Morozov's principle applied to data assimilation problems
• An adaptive discretization for Tikhonov-Phillips regularization with a posteriori parameter selection
• A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
• Convex regularization of local volatility estimation
• Space-Time Finite Element Methods for Distributed Optimal Control of the Wave Equation
• The calibration of stochastic local-volatility models: an inverse problem perspective
• Analysis of the discrepancy principle for Tikhonov regularization with oversmoothing penalty term under low order source conditions
• Efficient computation of the Tikhonov regularization parameter by goal-oriented adaptive discretization
• An adaptive finite element method for distributed elliptic optimal control problems with variable energy regularization
• Morozov principle for Kullback-Leibler residual term and Poisson noise
• Stable reconstruction of the volatility in a regime-switching local-volatility model
• Discrepancy sets for combined least squares projection and Tikhonov regularization
• A splitting strategy for the calibration of jump-diffusion models
• The discretized discrepancy principle under general source conditions
• A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles
• A novel fractional Tikhonov regularization coupled with an improved super-memory gradient method and application to dynamic force identification problems

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