A general convergence analysis of some Newton-type methods for nonlinear inverse problems

dc.contributorVirginia Techen
dc.contributor.authorJin, Q. N.en
dc.contributor.departmentMathematicsen
dc.date.accessed2014-05-27en
dc.date.accessioned2014-05-28T18:35:06Zen
dc.date.available2014-05-28T18:35:06Zen
dc.date.issued2011en
dc.description.abstractWe consider the methods x(n+1)(delta) - x(n)(delta) - g(alpha n) (F'(x(n)(delta))* F'(x(n)(delta)))F'(x(n)(delta))*(F(x(n)(delta)) - y(delta)) for solving nonlinear ill-posed inverse problems F(x) = y using the only available noise data y(delta) satisfying parallel to y(delta) - y parallel to <= delta with a given small noise level delta > 0. We terminate the iteration by the discrepancy principle parallel to F(x(n delta)(delta))-y(delta)parallel to <= tau delta < parallel to F(x(n)(delta))-y(delta)parallel to, 0 <= n < n(delta), with a given number tau > 1. Under certain conditions on {alpha(n)} and F, we prove for a large class of spectral filter functions {g(alpha)} the convergence of x(n delta)(delta) to a true solution as delta -> 0. Moreover, we derive the order optimal rates of convergence when certain Holder source conditions hold. Numerical examples are given to test the theoretical results.en
dc.format.mimetypeapplication/pdfen
dc.identifier.citationJin, Q. N., "A general convergence analysis of some Newton-type methods for nonlinear inverse problems," SIAM J. Numer. Anal., 49(2), 549-573, (2011). DOI: 10.1137/100804231en
dc.identifier.doihttps://doi.org/10.1137/100804231en
dc.identifier.issn0036-1429en
dc.identifier.urihttp://hdl.handle.net/10919/48150en
dc.identifier.urlhttp://epubs.siam.org/doi/abs/10.1137/100804231en
dc.language.isoenen
dc.publisherSiam Publicationsen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectnonlinear inverse problemsen
dc.subjectnewton-type methodsen
dc.subjectdiscrepancy principleen
dc.subjectconvergenceen
dc.subjectorder optimal convergence ratesen
dc.subjectlevenberg-marquardt schemeen
dc.subjectill-posed problemsen
dc.subjectmathematics, applieden
dc.titleA general convergence analysis of some Newton-type methods for nonlinear inverse problemsen
dc.title.serialSiam Journal on Numerical Analysisen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten

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