Numerical Methods for the Solution of Ill-Posed Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 940158480X
Total Pages : 257 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Numerical Methods for the Solution of Ill-Posed Problems by : A.N. Tikhonov

Download or read book Numerical Methods for the Solution of Ill-Posed Problems written by A.N. Tikhonov and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many problems in science, technology and engineering are posed in the form of operator equations of the first kind, with the operator and RHS approximately known. But such problems often turn out to be ill-posed, having no solution, or a non-unique solution, and/or an unstable solution. Non-existence and non-uniqueness can usually be overcome by settling for `generalised' solutions, leading to the need to develop regularising algorithms. The theory of ill-posed problems has advanced greatly since A. N. Tikhonov laid its foundations, the Russian original of this book (1990) rapidly becoming a classical monograph on the topic. The present edition has been completely updated to consider linear ill-posed problems with or without a priori constraints (non-negativity, monotonicity, convexity, etc.). Besides the theoretical material, the book also contains a FORTRAN program library. Audience: Postgraduate students of physics, mathematics, chemistry, economics, engineering. Engineers and scientists interested in data processing and the theory of ill-posed problems.

Rank-Deficient and Discrete Ill-Posed Problems

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Publisher : SIAM
ISBN 13 : 0898714036
Total Pages : 259 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Rank-Deficient and Discrete Ill-Posed Problems by : Per Christian Hansen

Download or read book Rank-Deficient and Discrete Ill-Posed Problems written by Per Christian Hansen and published by SIAM. This book was released on 2005-01-01 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is an overview of modern computational stabilization methods for linear inversion, with applications to a variety of problems in audio processing, medical imaging, tomography, seismology, astronomy, and other areas. Rank-deficient problems involve matrices that are either exactly or nearly rank deficient. Such problems often arise in connection with noise suppression and other problems where the goal is to suppress unwanted disturbances of the given measurements. Discrete ill-posed problems arise in connection with the numerical treatment of inverse problems, where one typically wants to compute information about some interior properties using exterior measurements. Examples of inverse problems are image restoration and tomography, where one needs to improve blurred images or reconstruct pictures from raw data. This book describes, in a common framework, new and existing numerical methods for the analysis and solution of rank-deficient and discrete ill-posed problems. The emphasis is on insight into the stabilizing properties of the algorithms and on the efficiency and reliability of the computations. The setting is that of numerical linear algebra rather than abstract functional analysis, and the theoretical development is complemented with numerical examples and figures that illustrate the features of the various algorithms.

Numerical Methods for the Solution of Ill-posed Problems

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Publisher :
ISBN 13 :
Total Pages : 258 pages
Book Rating : 4.:/5 (928 download)

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Book Synopsis Numerical Methods for the Solution of Ill-posed Problems by :

Download or read book Numerical Methods for the Solution of Ill-posed Problems written by and published by . This book was released on 1977 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Methods For The Solution Of Linear Ill-Posed Problems

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Numerical Methods For The Solution Of Linear Ill-Posed Problems by : Abdulaziz Mohammed M Alqahtani

Download or read book Numerical Methods For The Solution Of Linear Ill-Posed Problems written by Abdulaziz Mohammed M Alqahtani and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear ill-posed problems arise in various fields of science and engineering. Their solutions, if they exist, may not depend continuously on the observed data. To obtain stable approximate solutions, it is required to apply a regularization method. The main objective of this dissertation is to investigate regularization approaches and develop some numerical methods for solving problems of this kind. This work begins with an overview of linear ill-posed problems in continuous and discrete formulations. We review the most common regularization methods relying on some factorizations of the system matrix. Several iterative regularization strategies based on Krylov subspace methods are discussed, which are well-suited for solving large-scale problems. We then analyze the behavior of the symmetric block Lanczos method and the block Golub-Kahan bidiagonalization method when they are applied to the solution of linear discrete ill-posed problems. The analysis suggests that it generally is not necessary to compute the more expensive singular value decomposition when solving problems of this kind. The analysis of linear ill-posed problems often is carried out in function spaces using tools from functional analysis. The numerical solution of these problems typically is computed by first discretizing the problem and then applying tools from finite-dimensional linear algebra. We explore the feasibility of applying the Chebfun package to solve ill-posed problems with a regularize-first approach numerically. This allows a user to work with functions instead of vectors and with integral operators instead of matrices. The solution process is much closer to the analysis of ill-posed problems than standard linear algebra-based solution methods. The difficult process of explicitly choosing a suitable discretization is not required. The solution of linear ill-posed operator equations with the presence of errors in the operator and the data is discussed. An approximate solution of an ill-posed operator equation is obtained by first determining an approximation of the operators of generally fairly small dimension by carrying out a few steps of a continuous version of the Golub-Kahan bidiagonalization (GKB) process to the noisy operator. Then Tikhonov regularization is applied to the low-dimensional problem so obtained and the regularization parameter is determined by solving a low-dimensional nonlinear equation. The effect of replacing the original operator by the low-dimensional operator obtained by the GKB process on the accuracy of the solution is analyzed, as is the effect of errors in the operator and data.

Well-posed, Ill-posed, and Intermediate Problems with Applications

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Publisher : Walter de Gruyter
ISBN 13 : 3110195305
Total Pages : 245 pages
Book Rating : 4.1/5 (11 download)

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Book Synopsis Well-posed, Ill-posed, and Intermediate Problems with Applications by : Petrov Yuri P.

Download or read book Well-posed, Ill-posed, and Intermediate Problems with Applications written by Petrov Yuri P. and published by Walter de Gruyter. This book was released on 2011-12-22 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with one of the key problems in applied mathematics, namely the investigation into and providing for solution stability in solving equations with due allowance for inaccuracies in set initial data, parameters and coefficients of a mathematical model for an object under study, instrumental function, initial conditions, etc., and also with allowance for miscalculations, including roundoff errors. Until recently, all problems in mathematics, physics and engineering were divided into two classes: well-posed problems and ill-posed problems. The authors introduce a third class of problems: intermediate ones, which are problems that change their property of being well- or ill-posed on equivalent transformations of governing equations, and also problems that display the property of being either well- or ill-posed depending on the type of the functional space used. The book is divided into two parts: Part one deals with general properties of all three classes of mathematical, physical and engineering problems with approaches to solve them; Part two deals with several stable models for solving inverse ill-posed problems, illustrated with numerical examples.

Methods for Solving Incorrectly Posed Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461252806
Total Pages : 275 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Methods for Solving Incorrectly Posed Problems by : V.A. Morozov

Download or read book Methods for Solving Incorrectly Posed Problems written by V.A. Morozov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some problems of mathematical physics and analysis can be formulated as the problem of solving the equation f € F, (1) Au = f, where A: DA C U + F is an operator with a non-empty domain of definition D , in a metric space U, with range in a metric space F. The metrics A on U and F will be denoted by P and P ' respectively. Relative u F to the twin spaces U and F, J. Hadamard P-06] gave the following defini tion of correctness: the problem (1) is said to be well-posed (correct, properly posed) if the following conditions are satisfied: (1) The range of the value Q of the operator A coincides with A F ("sol vabi li ty" condition); (2) The equality AU = AU for any u ,u € DA implies the I 2 l 2 equality u = u ("uniqueness" condition); l 2 (3) The inverse operator A-I is continuous on F ("stability" condition). Any reasonable mathematical formulation of a physical problem requires that conditions (1)-(3) be satisfied. That is why Hadamard postulated that any "ill-posed" (improperly posed) problem, that is to say, one which does not satisfy conditions (1)-(3), is non-physical. Hadamard also gave the now classical example of an ill-posed problem, namely, the Cauchy problem for the Laplace equation.

Ill-Posed Problems: Theory and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 9401110263
Total Pages : 268 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Ill-Posed Problems: Theory and Applications by : A. Bakushinsky

Download or read book Ill-Posed Problems: Theory and Applications written by A. Bakushinsky and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have been characterized by the increasing amountofpublications in the field ofso-called ill-posed problems. This is easilyunderstandable because we observe the rapid progress of a relatively young branch ofmathematics, ofwhich the first results date back to about 30 years ago. By now, impressive results have been achieved both in the theory ofsolving ill-posed problems and in the applicationsofalgorithms using modem computers. To mention just one field, one can name the computer tomography which could not possibly have been developed without modem tools for solving ill-posed problems. When writing this book, the authors tried to define the place and role of ill posed problems in modem mathematics. In a few words, we define the theory of ill-posed problems as the theory of approximating functions with approximately given arguments in functional spaces. The difference between well-posed and ill posed problems is concerned with the fact that the latter are associated with discontinuous functions. This approach is followed by the authors throughout the whole book. We hope that the theoretical results will be of interest to researchers working in approximation theory and functional analysis. As for particular algorithms for solving ill-posed problems, the authors paid general attention to the principles ofconstructing such algorithms as the methods for approximating discontinuous functions with approximately specified arguments. In this way it proved possible to define the limits of applicability of regularization techniques.

Solutions of Ill-posed Problems

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Publisher : Winston Publishing
ISBN 13 :
Total Pages : 278 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Solutions of Ill-posed Problems by : Andreĭ Nikolaevich Tikhonov

Download or read book Solutions of Ill-posed Problems written by Andreĭ Nikolaevich Tikhonov and published by Winston Publishing. This book was released on 1977 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Methods for Ill-Posed Problems

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110577216
Total Pages : 138 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Optimal Methods for Ill-Posed Problems by : Vitalii P. Tanana

Download or read book Optimal Methods for Ill-Posed Problems written by Vitalii P. Tanana and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-03-19 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers fundamentals of the theory of optimal methods for solving ill-posed problems, as well as ways to obtain accurate and accurate-by-order error estimates for these methods. The methods described in the current book are used to solve a number of inverse problems in mathematical physics. Contents Modulus of continuity of the inverse operator and methods for solving ill-posed problems Lavrent’ev methods for constructing approximate solutions of linear operator equations of the first kind Tikhonov regularization method Projection-regularization method Inverse heat exchange problems

Numerical Methods for Least Squares Problems

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Publisher : SIAM
ISBN 13 : 0898713609
Total Pages : 421 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Numerical Methods for Least Squares Problems by : Ake Bjorck

Download or read book Numerical Methods for Least Squares Problems written by Ake Bjorck and published by SIAM. This book was released on 1996-12-01 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: The method of least squares: the principal tool for reducing the influence of errors when fitting models to given observations.

Surveys on Solution Methods for Inverse Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 3709162963
Total Pages : 279 pages
Book Rating : 4.7/5 (91 download)

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Book Synopsis Surveys on Solution Methods for Inverse Problems by : David Colton

Download or read book Surveys on Solution Methods for Inverse Problems written by David Colton and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems are concerned with determining causes for observed or desired effects. Problems of this type appear in many application fields both in science and in engineering. The mathematical modelling of inverse problems usually leads to ill-posed problems, i.e., problems where solutions need not exist, need not be unique or may depend discontinuously on the data. For this reason, numerical methods for solving inverse problems are especially difficult, special methods have to be developed which are known under the term "regularization methods". This volume contains twelve survey papers about solution methods for inverse and ill-posed problems and about their application to specific types of inverse problems, e.g., in scattering theory, in tomography and medical applications, in geophysics and in image processing. The papers have been written by leading experts in the field and provide an up-to-date account of solution methods for inverse problems.

New Methods for Solution of Discrete Ill-posed Problems

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Publisher :
ISBN 13 :
Total Pages : 85 pages
Book Rating : 4.:/5 (18 download)

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Book Synopsis New Methods for Solution of Discrete Ill-posed Problems by : Laura R. Dykes

Download or read book New Methods for Solution of Discrete Ill-posed Problems written by Laura R. Dykes and published by . This book was released on 2016 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is concerned with the development of numerical methods for the solution of linear discrete ill-posed problems. These problems are linear systems of equations or linear least squares problems in which the matrix represents the model and the right-hand side the observed data, which typically is contaminated by measurement errors. The near-singularity of the matrix and the errors in the right-hand side generally make it impossible to determine a meaningful solution by straightforward solution technique. Instead, one has to replace the given problem with a nearby problem whose solution is less sensitive to the error in the data, and then solve the modified problem. This replacement is referred to as regularization. The two most common regularization methods are Tikhonov regularization, which replaces the given problem by a penalized least squares problem, and truncated iteration, which determines an approximate solution by solving the given problem by an iterative method and carrying out sufficiently few iterations. This dissertation develops new numerical methods for both solution approaches. For the methods derived to use with generalized Tikhonov regularization, a transformation of the penalized least-squares problem to simpler form that is faster to compute than using the generalized singular value decomposition (GSVD) is developed. It can be used in the situation when the regularization matrix has linearly dependent columns and no exploitable structure. This transformation can also be used to provide alternative solutions in the style of the truncated GSVD. The iterative solution of large linear discrete ill-posed problems requires the use of specially designed methods in order to avoid severe error propagation. Range restricted minimal residual methods have been found to be well suited for the solution of many such problems. The methods developed include a family of range restricted minimal residual iterative methods that modify the GMRES method by allowing other initial vectors for the solution subspace and a new implementation of range restricted MINRES that takes advantage of the structure of the matrices that arise in problems with a symmetric matrix.

Numerical Methods for Linear Control Systems

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Publisher : Academic Press
ISBN 13 : 0122035909
Total Pages : 737 pages
Book Rating : 4.1/5 (22 download)

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Book Synopsis Numerical Methods for Linear Control Systems by : Biswa Datta

Download or read book Numerical Methods for Linear Control Systems written by Biswa Datta and published by Academic Press. This book was released on 2004 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods for Linear Control Systems Design and Analysis is an interdisciplinary textbook aimed at systematic descriptions and implementations of numerically-viable algorithms based on well-established, efficient and stable modern numerical linear techniques for mathematical problems arising in the design and analysis of linear control systems both for the first- and second-order models. Unique coverage of modern mathematical concepts such as parallel computations, second-order systems, and large-scale solutions Background material in linear algebra, numerical linear algebra, and control theory included in text Step-by-step explanations of the algorithms and examples

Regularization Algorithms for Ill-Posed Problems

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110556383
Total Pages : 447 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Regularization Algorithms for Ill-Posed Problems by : Anatoly B. Bakushinsky

Download or read book Regularization Algorithms for Ill-Posed Problems written by Anatoly B. Bakushinsky and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-02-05 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This specialized and authoritative book contains an overview of modern approaches to constructing approximations to solutions of ill-posed operator equations, both linear and nonlinear. These approximation schemes form a basis for implementable numerical algorithms for the stable solution of operator equations arising in contemporary mathematical modeling, and in particular when solving inverse problems of mathematical physics. The book presents in detail stable solution methods for ill-posed problems using the methodology of iterative regularization of classical iterative schemes and the techniques of finite dimensional and finite difference approximations of the problems under study. Special attention is paid to ill-posed Cauchy problems for linear operator differential equations and to ill-posed variational inequalities and optimization problems. The readers are expected to have basic knowledge in functional analysis and differential equations. The book will be of interest to applied mathematicians and specialists in mathematical modeling and inverse problems, and also to advanced students in these fields. Contents Introduction Regularization Methods For Linear Equations Finite Difference Methods Iterative Regularization Methods Finite-Dimensional Iterative Processes Variational Inequalities and Optimization Problems

Iterative Regularization Methods for Nonlinear Ill-Posed Problems

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Publisher : Walter de Gruyter
ISBN 13 : 311020827X
Total Pages : 205 pages
Book Rating : 4.1/5 (12 download)

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Book Synopsis Iterative Regularization Methods for Nonlinear Ill-Posed Problems by : Barbara Kaltenbacher

Download or read book Iterative Regularization Methods for Nonlinear Ill-Posed Problems written by Barbara Kaltenbacher and published by Walter de Gruyter. This book was released on 2008-09-25 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear inverse problems appear in many applications, and typically they lead to mathematical models that are ill-posed, i.e., they are unstable under data perturbations. Those problems require a regularization, i.e., a special numerical treatment. This book presents regularization schemes which are based on iteration methods, e.g., nonlinear Landweber iteration, level set methods, multilevel methods and Newton type methods.

Ill-posed Problems of Mathematical Physics and Analysis

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821898147
Total Pages : 300 pages
Book Rating : 4.8/5 (981 download)

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Book Synopsis Ill-posed Problems of Mathematical Physics and Analysis by : Mikhail Mikha_lovich Lavrent_ev

Download or read book Ill-posed Problems of Mathematical Physics and Analysis written by Mikhail Mikha_lovich Lavrent_ev and published by American Mathematical Soc.. This book was released on 1986-12-31 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Physical formulations leading to ill-posed problems Basic concepts of the theory of ill-posed problems Analytic continuation Boundary value problems for differential equations Volterra equations Integral geometry Multidimensional inverse problems for linear differential equations

Theory of Linear Ill-Posed Problems and its Applications

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Publisher : Walter de Gruyter
ISBN 13 : 3110944820
Total Pages : 296 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Theory of Linear Ill-Posed Problems and its Applications by : Valentin K. Ivanov

Download or read book Theory of Linear Ill-Posed Problems and its Applications written by Valentin K. Ivanov and published by Walter de Gruyter. This book was released on 2013-02-18 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a revised and extended version of the Russian edition from 1978. It includes the general theory of linear ill-posed problems concerning e. g. the structure of sets of uniform regularization, the theory of error estimation, and the optimality method. As a distinguishing feature the book considers ill-posed problems not only in Hilbert but also in Banach spaces. It is natural that since the appearance of the first edition considerable progress has been made in the theory of inverse and ill-posed problems as wall as in ist applications. To reflect these accomplishments the authors included additional material e. g. comments to each chapter and a list of monographs with annotations.