Optimal discretization of inverse problems in Hilbert scales. Regularization and self-regularization of projection methods

Citation
P. Mathe et Sv. Pereverzev, Optimal discretization of inverse problems in Hilbert scales. Regularization and self-regularization of projection methods, SIAM J NUM, 38(6), 2001, pp. 1999-2021
Citations number
43
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
38
Issue
6
Year of publication
2001
Pages
1999 - 2021
Database
ISI
SICI code
0036-1429(20010208)38:6<1999:ODOIPI>2.0.ZU;2-9
Abstract
We study the efficiency of the approximate solution of ill-posed problems, based on discretized noisy observations, which we assume to be given before hand. A basic purpose of the paper is the consideration of stochastic noise , but deterministic noise is also briefly discussed. We restrict ourselves to problems which can be formulated in Hilbert scales. Within this framewor k we shall quantify the degree of ill-posedness, provide general conditions on projection schemes to achieve the best possible order of accuracy We pa y particular attention on the problem of self-regularization vs. Tikhonov r egularization. Moreover, we study the information complexity Asymptotically, any method wh ich achieves the best possible order of accuracy must use at least such amo unt of noisy observations.