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

2012 ◽  
Vol 236 (8) ◽  
pp. 2146-2157 ◽  
Author(s):  
Uno Hämarik ◽  
Reimo Palm ◽  
Toomas Raus
2009 ◽  
Vol 14 (1) ◽  
pp. 99-108 ◽  
Author(s):  
Toomas Raus ◽  
Uno Hämarik

We consider linear ill‐posed problems in Hilbert spaces with noisy right hand side and given noise level. For approximation of the solution the Tikhonov method or the iterated variant of this method may be used. In self‐adjoint problems the Lavrentiev method or its iterated variant are used. For a posteriori choice of the regularization parameter often quasioptimal rules are used which require computing of additionally iterated approximations. In this paper we propose for parameter choice alternative numerical schemes, using instead of additional iterations linear combinations of approximations with different parameters.


2008 ◽  
Vol 8 (3) ◽  
pp. 237-252 ◽  
Author(s):  
U HAMARIK ◽  
R. PALM ◽  
T. RAUS

AbstractWe consider linear ill-posed problems in Hilbert spaces with a noisy right hand side and a given noise level. To solve non-self-adjoint problems by the (it-erated) Tikhonov method, one effective rule for choosing the regularization parameter is the monotone error rule (Tautenhahn and Hamarik, Inverse Problems, 1999, 15, 1487– 1505). In this paper we consider the solution of self-adjoint problems by the (iterated) Lavrentiev method and propose for parameter choice an analog of the monotone error rule. We prove under certain mild assumptions the quasi-optimality of the proposed rule guaranteeing convergence and order optimal error estimates. Numerical examples show for the proposed rule and its modifications much better performance than for the modified discrepancy principle.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Hongqi Yang ◽  
Rong Zhang

Abstract We propose a new concept of noise level: R ⁢ ( K * ) \mathcal{R}(K^{*}) -noise level for ill-posed linear integral equations in Tikhonov regularization, which extends the range of regularization parameter. This noise level allows us to choose a more suitable regularization parameter. Moreover, we also analyze error estimates of the approximate solution with respect to this noise level. For ill-posed integral equations, finding fast and effective numerical methods is a challenging problem. For this, we formulate a matrix truncated strategy based on multiscale Galerkin method to generate the linear system of Tikhonov regularization for ill-posed linear integral equations, which greatly reduce the computational complexity. To further reduce the computational cost, a fast multilevel iteration method for solving the linear system is established. At the same time, we also prove convergence rates of the approximate solution obtained by this fast method with respect to the R ⁢ ( K * ) \mathcal{R}(K^{*}) -noise level under the balance principle. By numerical results, we show that R ⁢ ( K * ) \mathcal{R}(K^{*}) -noise level is very useful and the proposed method is a fast and effective method, respectively.


2020 ◽  
Vol 20 (3) ◽  
pp. 555-571
Author(s):  
Suhua Yang ◽  
Xingjun Luo ◽  
Chunmei Zeng ◽  
Zhihai Xu ◽  
Wenyu Hu

AbstractIn this paper, we apply the multilevel augmentation method for solving ill-posed Fredholm integral equations of the first kind via iterated Tikhonov regularization method. The method leads to fast solutions of the discrete regularization methods for the equations. The convergence rates of iterated Tikhonov regularization are achieved by using a modified parameter choice strategy. Finally, numerical experiments are given to illustrate the efficiency of the method.


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