ON THE CHOICE OF THE TIKHONOV REGULARIZATION PARAMETER AND THE DISCRETIZATION LEVEL: A DISCREPANCY-BASED STRATEGY

被引:20
|
作者
Albani, Vinicius [1 ]
De Cezaro, Adriano [2 ]
Zubelli, Jorge P. [3 ]
机构
[1] Univ Vienna, Computat Sci Ctr, Oskar Morgenstern Pl 1, A-1090 Vienna, Austria
[2] Fed Univ Rio Grande, Inst Math Stat & Phys, Ave Italia KM 8, BR-96201900 Rio Grande, Brazil
[3] Inst Nacl Matemat Pura & Aplicada, Estrada Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil
关键词
Tikhonov regularization; discrete setting; regularization convergence rates; discrepancy principles; LOCAL VOLATILITY; CONVEX REGULARIZATION; CONVERGENCE ANALYSIS; POSED PROBLEMS; CALIBRATION; RATES;
D O I
10.3034/ipi.2016.10.1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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. We conclude by presenting some numerical examples of interest.
引用
收藏
页码:1 / 25
页数:25
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