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Discrepancy Principle And Orders Of Convergence For Inverse Problems

Posted on:2009-12-24Degree:MasterType:Thesis
Country:ChinaCandidate:G M WangFull Text:PDF
GTID:2120360245994829Subject:Applied Mathematics
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A character of Inverse Problem is that it is an ill-posed problem usually. Operator formula:Method used usually of solving ill-posed problems is regularization strategy:a family of well-posed problem converge ill-posed problem. Tikhonov Variational regularization method for stable solution of (1) consists of solving the problem F(u) := ||Au-fδ||2+ a||u||2=min,where a is regularization parameters > 0,α= const. An important method for choosing regularization parameter is discrepancy principle.Firstly.this paper study a discrepancy principle and orders of convergence based Dynamical Systems Method (DSM).Assume (l)is a solvable linear equation in a Hilbert space. ||A||<∞, and R(A) is not closed, so problem (1) is ill-posed. A solvable quation (1) is equivalent toBu = A*f,B :=A*A. Let (?)(t) be a monotone, decreasing function,(?)(t)>0,limt→0(?)(t)= 0,limt→∞sup1/2≤s≤t|(?)|(?)-2(t) = 0.A DSM (dynamical systems method) for solving (1), consists of solving the followingCauchy problem:where u0 is arbitrary, and proving that, for any u0.Cauchy problem has a unique solution for all t>0, there exists y:=u(∞) := lirnt→∞u(t), Ay =f, and y is the unique minimal-norm solution to (1). These results are proved in [3]. If fδis given. such that ||f-fδ||≤δ, then uδ(t) is denned as the solution to Cauchy problem with f replaced by fg. The stopping time is defined as a number tδ为such that limδ→0||uδ(tδ)-y||=0,and limδ→0tδ=∞.Let us assume fδ⊥N(A*). Then this discrepancy principle:theorem 1 If A is a bounded linear operator in a Hilbert space H, equation (1) is solvable,||fδ||>δ,fδ⊥N(A*) , and (?)(t) satisfies the assumptions stated above, then equationhas a unique solution tδ, andholds, where y is the unique minimalnorm solution to (1).Furthermore,we estimate the convergence of solution for the discrepancy principle: theorem 2 If A is a bounded linear operator in a Hilbert space H, equation (1)is solvable, uδ,∈(tδl) from DSMobtained.thenLety=A*z,||z||≤E , can choose t(tδ),such thatThe second part of this paper study some DSM solving ill-posed problem and another discrepancy principle:(1)DSM of selfadjoint operatorThe DSM for solving equation (1) with a linear selfadjoint operator can be constructedas follows. Consider the problemwhere a=const > 0. Our first result is formulated as Theorem 3.theorem 3 If Ay = f and y⊥N , then Our second result shows that the method, based on Theorem 1, gives a stable solution of the equation Au = f. Assume that ||fδ-f||≤δ, and let ua,δ(t)be the solution towith fs in place of f.theorem 4 There exist t = tδ, limδ→0tδ=∞:and a=a(δ),limδ→0a(δ)=0 , such that uδ:= ua(δ),δ(tδ) satisfiesWe will discuss the ways to choose a(δ) and tδafter the proofs of these theorems are given.(2)Improved DSM of selfadjoint operatorConsider problem u=i(A + ia)uα-if,u(0)=0;u =((du)/(dt)), with a=a(t).theorem 5 Assume that a(t) > 0 is a continuous function monotonically decayingto zero as t→∞andThe solution to this problem isthenFurtlicrmorc,Thoorem 5 yields a stable solution to equation (1).theorem 6 There exists a stopping time tδ,limδ→0tδ=∞, such thathold , where uδ=uδ(tδ) solving||fδ-f||≤δ.(3) Another discrepancy principle based DSM Suppose that the assumption fδ⊥N(A*) does not hold. Then one can use the discrepancy principle of the form:theorem 7 Ifwhere f = Ay,y⊥N ,that a(t) > 0 is a continuous function monotonically decaying to zero as t→∞andthenDSM method u = -u + Ta(t)-1A*f, u(0) = 0, yields a stable solution to problem (1).theorem 8 If tδis chosen so thatholds,then the solution ofsatisfiestheorem 9 Assume that a(t)>0 is a monotonically decaying twice continuously differentiate function.The equationhas a solution t = tδ,limδ→0tδ=∞,such that holds,where uδis the solution to||fδll>Cδ.The third part of this paper study a new discrepancy principle and orders of convergence :theorem 10 Assume that A is a bounded linear operator in a Hilbert space H, that f = Ay,y⊥N,||fδ-f||≤6,||fδ||≥Cδ,C=const,C∈(1.2),and uα,βis any element which satisfies the inequality:whereb=const > 0 , and C2>1+b. Then equationhas a solution for any fixedδ>0 , limδ→0a(δ)=0, andAnother version of theorem 10 :theorem 10 ' Assume thati)A is a bounded linear operator in a Hilbert spaceⅡ,ii)Thc equation Au = f solvable , y is the unique minimalnorm solution ,iii) ||fδ-f||≤δ,||fδ||≥Cδ.C = const>1.thena)The equationhas a solution tor any fixedδ>0, where uδ,(?) satisfied F(uδ,(?))≤m + (C2-1-b)δ2,F(u) := ||A(u)-fδ||2+∈||u||2,m=m(δ.∈) := infuF(u), b=canst>0,C2>1+b,b) If (?) = (?)(δ) solved ||Auδ,(?)-fδ||=Cδ,uδ:=uδ.(?)(δ),then limδ→0||uδ-y||=0.Furthermore,we estimate the convergence of solution for the discrepancy principle: theorem 11 Assume thati)A is a bounded linear operator in a Hilbert space H,ii)The equation Au = f solvable , y is the unique minimalnorm solution ,iii) ||(?)δ-(?)||≤δ,||(?)δ||≥Cδ,C = const>1.thenc)If t = (?)(δ) solved ||Auδ,(?)-fδ||= Cδ,uδ:= uδ,(?)(δ),then ||uδ-y||=O(δ1/2).d)If ||uδ-y||=o(δ1/2), then R(A) has to be finite dimension, that is, orders of convergence O(δ1/2)is optimal.
Keywords/Search Tags:regularization method, dynamical systems method, discrepancy principle, orders of convergence
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