A general convergence analysis of some Newton-type methods for nonlinear inverse problems
| dc.contributor | Virginia Tech | en |
| dc.contributor.author | Jin, Q. N. | en |
| dc.contributor.department | Mathematics | en |
| dc.date.accessed | 2014-05-27 | en |
| dc.date.accessioned | 2014-05-28T18:35:06Z | en |
| dc.date.available | 2014-05-28T18:35:06Z | en |
| dc.date.issued | 2011 | en |
| dc.description.abstract | We 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.mimetype | application/pdf | en |
| dc.identifier.citation | Jin, 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: 10.1137/100804231 | en |
| dc.identifier.doi | https://doi.org/10.1137/100804231 | en |
| dc.identifier.issn | 0036-1429 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/48150 | en |
| dc.identifier.url | http://epubs.siam.org/doi/abs/10.1137/100804231 | en |
| dc.language.iso | en | en |
| dc.publisher | Siam Publications | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | nonlinear inverse problems | en |
| dc.subject | newton-type methods | en |
| dc.subject | discrepancy principle | en |
| dc.subject | convergence | en |
| dc.subject | order optimal convergence rates | en |
| dc.subject | levenberg-marquardt scheme | en |
| dc.subject | ill-posed problems | en |
| dc.subject | mathematics, applied | en |
| dc.title | A general convergence analysis of some Newton-type methods for nonlinear inverse problems | en |
| dc.title.serial | Siam Journal on Numerical Analysis | en |
| dc.type | Article - Refereed | en |
| dc.type.dcmitype | Text | en |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- 100804231.pdf
- Size:
- 312.58 KB
- Format:
- Adobe Portable Document Format
- Description:
- Main article