Convergence rates for Tikhonov regularisation of non-linear ill-posed problems
Heinz W. Engl, Karl Kunisch, Andreas B. Neubauer
Abstract
Open-access reader
Heinz W. Engl, Karl Kunisch, Andreas B. Neubauer
Abstract
Open-access reader
The authors consider non-linear ill-posed problems in a Hilbert space setting, they show that Tikhonov regularisation is a stable method for solving non-linear ill-posed problems and give conditions that guarantee the convergence rate O( square root delta ) for the regularised solutions, where delta is a norm bound for the noise in the data. They illustrate these conditions for several examples including parameter estimation problems. In an appendix, they study the connection between the ill-posedness of a non-linear problem and its linearisation and show that this connection is rather weak. A sufficient condition for ill-posedness is given in the case that the non-linear operator is compact.
OpenAlex reports 526 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
The authors consider non-linear ill-posed problems in a Hilbert space setting, they show that Tikhonov regularisation is a stable method for solving non-linear ill-posed problems and give conditions that guarantee the convergence rate O( square root delta ) for the regularised solutions, where delta is a norm bound for the noise in the data. They illustrate these conditions for several examples including parameter estimation problems. In an appendix, they study the connection between the ill-posedness of a non-linear problem and its linearisation and show that this connection is rather weak. A sufficient condition for ill-posedness is given in the case that the non-linear operator is compact.
Key concepts: Mathematics, Tikhonov regularization, Well-posed problem, Hilbert space, Connection (principal bundle), Rate of convergence, Applied mathematics, Convergence (economics)