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August  2016, 10(3): 741-764. doi: 10.3934/ipi.2016019

Lavrentiev's regularization method in Hilbert spaces revisited

Bernd Hofmann 1, , Barbara Kaltenbacher 2, and  Elena Resmerita 2,

1. 

Technische Universität Chemnitz, Reichenhainer Str. 41, 09111 Chemnitz, Germany
2. 

Alpen-Adria-Universität Klagenfurt, Universitätsstraße 65-67, 9020 Klagenfurt, Austria

Received  June 2015 Revised  March 2016 Published  August 2016

In this paper, we deal with nonlinear ill-posed problems involving monotone operators and consider Lavrentiev's regularization method. This approach, in contrast to Tikhonov's regularization method, does not make use of the adjoint of the derivative. There are plenty of qualitative and quantitative convergence results in the literature, both in Hilbert and Banach spaces. Our aim here is mainly to contribute to convergence rates results in Hilbert spaces based on some types of error estimates derived under various source conditions and to interpret them in some settings. In particular, we propose and investigate new variational source conditions adapted to these Lavrentiev-type techniques. Another focus of this paper is to exploit the concept of approximate source conditions.
Keywords: source conditions, Lavrentiev regularization, convergence analysis, regularization parameter choice., monotone operators.
Mathematics Subject Classification: Primary: 65J22; Secondary: 45Q05, 35R30, 47H0.
Citation: Bernd Hofmann, Barbara Kaltenbacher, Elena Resmerita. Lavrentiev's regularization method in Hilbert spaces revisited. Inverse Problems & Imaging, 2016, 10 (3) : 741-764. doi: 10.3934/ipi.2016019
References:
[1]

R. G. Airapetyan and A. G. Ramm, Dynamical systems and discrete methods for solving nonlinear illposed problems,, Applied Mathematical Reviews, (2000), 491.  doi: 10.1142/9789812792686_0012.  Google Scholar

[2]

Y. Alber and I. Ryazantseva, Nonlinear Ill-posed Problems of Monotone Type,, Springer, (2006).   Google Scholar

[3]

R. Andreev, P. Elbau, M. V. de Hoop, L. Qiu and O. Scherzer, Generalized convergence rates results for linear inverse problems in Hilbert spaces,, Numer. Funct. Anal. Optim., 36 (2015), 549.  doi: 10.1080/01630563.2015.1021422.  Google Scholar

[4]

S. W. Anzengruber, B. Hofmann and P. Mathé, Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces,, Applicable Analysis, 93 (2014), 1382.  doi: 10.1080/00036811.2013.833326.  Google Scholar

[5]

I. K. Argyros, Y. J. Cho and S. George, Expanding the applicability of Lavrentiev regularization methods for ill-posed problems,, Boundary Value Problems, 114 (2013).  doi: 10.1186/1687-2770-2013-114.  Google Scholar

[6]

A. Bakushinskii and A. Goncharskii, Ill-Posed Problems: Theory and Applications,, Kluwer, (1994).  doi: 10.1007/978-94-011-1026-6.  Google Scholar

[7]

A. B. Bakushinsky and M. Y. Kokurin, Iterative Methods for Approximate Solution of Inverse Problems,, Springer, (2004).   Google Scholar

[8]

A. Bakushinsky and A. Smirnova, A posteriori stopping rule for regularized fixed point iterations,, Nonlinear Anal., 64 (2006), 1255.  doi: 10.1016/j.na.2005.06.031.  Google Scholar

[9]

A. Bakushinsky and A. Smirnova, Iterative regularization and generalized discrepancy principle for monotone operator equations,, Numer. Funct. Anal. Optim., 28 (2007), 13.  doi: 10.1080/01630560701190315.  Google Scholar

[10]

R. I. Boţ and B. Hofmann, An extension of the variational inequality approach for obtaining convergence rates in regularization of nonlinear ill-posed problems,, Journal of Integral Equations and Applications, 22 (2010), 369.  doi: 10.1216/JIE-2010-22-3-369.  Google Scholar

[11]

D. Düvelmeyer, B. Hofmann and M. Yamamoto, Range inclusions and approximate source conditions with general benchmark functions,, Numer. Funct. Anal. Optim., 28 (2007), 1245.  doi: 10.1080/01630560701749649.  Google Scholar

[12]

H. W. Engl, M. Hanke and A. Neubauer, Regularization of Inverse Problems,, Kluwer Academic Publishers, (1996).  doi: 10.1007/978-94-009-1740-8.  Google Scholar

[13]

J. Flemming, B. Hofmann and P. Mathé, Sharp converse results for the regularization error using distance functions,, Inverse Problems, 27 (2011).  doi: 10.1088/0266-5611/27/2/025006.  Google Scholar

[14]

S. George, S. Pareth and M. Kunhanandan, Newton Lavrentiev regularization for ill-posed operator equations in Hilbert scales,, Appl. Math. Comput., 219 (2013), 11191.  doi: 10.1016/j.amc.2013.05.021.  Google Scholar

[15]

R. Gorenflo, Yu. Luchko and M. Yamamoto, Time-fractional diffusion equation in the fractional Sobolev space,, Fract. Calc. Appl. Anal., 18 (2015), 799.  doi: 10.1515/fca-2015-0048.  Google Scholar

[16]

M. Haase, The Functional Calculus for Sectorial Operators,, Operator Theory: Advances and Applications, (2006).  doi: 10.1007/3-7643-7698-8.  Google Scholar

[17]

T. Hein and B. Hofmann, Approximate source conditions for nonlinear ill-posed problems - chances and limitations,, Inverse Problems, 25 (2009).  doi: 10.1088/0266-5611/25/3/035003.  Google Scholar

[18]

T. Hohage and F. Weidling, Verification of a variational source condition for acoustic inverse medium scattering problems,, Inverse Problems, 31 (2015).  doi: 10.1088/0266-5611/31/7/075006.  Google Scholar

[19]

B. Hofmann, Approximate source conditions in Tikhonov-Phillips regularization and consequences for inverse problems with multiplication operators,, Math. Methods Appl. Sci., 29 (2006), 351.  doi: 10.1002/mma.686.  Google Scholar

[20]

B. Hofmann, On smoothness concepts in regularization for nonlinear inverse problems,, in Banach spaces. Chapter 8 in Mathematical and Computational Modeling: With Applications in Natural and Social Sciences, (2015), 192.   Google Scholar

[21]

B. Hofmann, D. Düvelmeyer and K. Krumbiegel, Approximate source conditions in Tikhonov regularization - new analytical results and some numerical studies,, Mathematical Modelling and Analysis, 11 (2006), 41.   Google Scholar

[22]

B. Hofmann, B. Kaltenbacher, C. Pöschl and O. Scherzer, A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators,, Inverse Problems, 23 (2007), 987.  doi: 10.1088/0266-5611/23/3/009.  Google Scholar

[23]

B. Hofmann and P. Mathé, Parameter choice in Banach space regularization under variational inequalities,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/104006.  Google Scholar

[24]

B. Hofmann, P. Mathé and S. V. Pereverzev, Regularization by projection: Approximation theoretic aspects and distance functions,, J. Inverse Ill-Posed Probl., 15 (2007), 527.  doi: 10.1515/jiip.2007.029.  Google Scholar

[25]

J. Janno, Lavrent'ev regularization of ill-posed problems containing nonlinear near-to-monotone operators with application to autoconvolution equation,, Inverse Problems, 16 (2000), 333.  doi: 10.1088/0266-5611/16/2/305.  Google Scholar

[26]

B. Kaltenbacher, On Broyden's method for nonlinear ill-posed problems,, Numerical Functional Analysis and Optimization, 19 (1998), 807.  doi: 10.1080/01630569808816860.  Google Scholar

[27]

M. M. Lavrentiev, Some Improperly Posed Problems of Mathematical Physics,, Springer, (1967).   Google Scholar

[28]

F. Liu and M. Z. Nashed, Convergence of regularized solutions of nonlinear ill-posed problems with monotone operators, In:, Partial Differential Equations and Applications, (1996), 353.   Google Scholar

[29]

P. Mahale and M. T. Nair, Lavrentiev regularization of nonlinear ill-posed equations under general source condition,, J. Nonlinear Anal. Optim., 4 (2013), 193.   Google Scholar

[30]

P. Mathé, The Lepskiĭ principle revisited,, Inverse Problems, 22 (2006).  doi: 10.1088/0266-5611/22/3/L02.  Google Scholar

[31]

R. Plato, Iterative and Other Methods for Linear Ill-Posed Equations,, Habilitation Thesis, (1995).   Google Scholar

[32]

R. Plato, P. Mathé and B. Hofmann, Optimal rates for Lavrentiev regularization with adjoint source conditions,, Preprint 2016-03, (2016), 2016.   Google Scholar

[33]

J. Prüss, Evolutionary Integral Equations and Applications,, Monographs in Mathematics, (1993).  doi: 10.1007/978-3-0348-8570-6.  Google Scholar

[34]

O. Scherzer, H. W. Engl and K. Kunisch, Optimal a posteriori parameter choice for Tikhonov regularization for solving nonlinear ill-posed problems,, SIAM J. Numer. Anal., 30 (1993), 1796.  doi: 10.1137/0730091.  Google Scholar

[35]

T. Schuster, B. Kaltenbacher, B. Hofmann and K. S. Kazimierski, Regularization Methods in Banach Spaces, volume 10 of Radon Ser. Comput. Appl. Math.,, Walter de Gruyter, (2012).  doi: 10.1515/9783110255720.  Google Scholar

[36]

E. V. Semenova, Lavrentiev regularization and balancing principle for solving ill-posed problems with monotone operators,, Comput. Methods Appl. Math., 10 (2010), 444.  doi: 10.2478/cmam-2010-0026.  Google Scholar

[37]

U. Tautenhahn, On the method of Lavrentiev regularization for nonlinear ill-posed problems,, Inverse Problems, 18 (2002), 191.  doi: 10.1088/0266-5611/18/1/313.  Google Scholar

[38]

U. Tautenhahn, Lavrentiev regularization of nonlinear ill-posed problems,, Vietnam J. Math., 32 (2004), 29.   Google Scholar

[39]

U. Tautenhahn and Q. Jin, Tikhonov regularization and a posteriori rules for solving nonlinear ill-posed problems,, Inverse Problems, 19 (2003), 1.  doi: 10.1088/0266-5611/19/1/301.  Google Scholar

[40]

F. Werner and T. Hohage, Convergence rates in expectation for Tikhonov-type regularization of inverse problems with Poisson data,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/104004.  Google Scholar

show all references

References:
[1]

R. G. Airapetyan and A. G. Ramm, Dynamical systems and discrete methods for solving nonlinear illposed problems,, Applied Mathematical Reviews, (2000), 491.  doi: 10.1142/9789812792686_0012.  Google Scholar

[2]

Y. Alber and I. Ryazantseva, Nonlinear Ill-posed Problems of Monotone Type,, Springer, (2006).   Google Scholar

[3]

R. Andreev, P. Elbau, M. V. de Hoop, L. Qiu and O. Scherzer, Generalized convergence rates results for linear inverse problems in Hilbert spaces,, Numer. Funct. Anal. Optim., 36 (2015), 549.  doi: 10.1080/01630563.2015.1021422.  Google Scholar

[4]

S. W. Anzengruber, B. Hofmann and P. Mathé, Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces,, Applicable Analysis, 93 (2014), 1382.  doi: 10.1080/00036811.2013.833326.  Google Scholar

[5]

I. K. Argyros, Y. J. Cho and S. George, Expanding the applicability of Lavrentiev regularization methods for ill-posed problems,, Boundary Value Problems, 114 (2013).  doi: 10.1186/1687-2770-2013-114.  Google Scholar

[6]

A. Bakushinskii and A. Goncharskii, Ill-Posed Problems: Theory and Applications,, Kluwer, (1994).  doi: 10.1007/978-94-011-1026-6.  Google Scholar

[7]

A. B. Bakushinsky and M. Y. Kokurin, Iterative Methods for Approximate Solution of Inverse Problems,, Springer, (2004).   Google Scholar

[8]

A. Bakushinsky and A. Smirnova, A posteriori stopping rule for regularized fixed point iterations,, Nonlinear Anal., 64 (2006), 1255.  doi: 10.1016/j.na.2005.06.031.  Google Scholar

[9]

A. Bakushinsky and A. Smirnova, Iterative regularization and generalized discrepancy principle for monotone operator equations,, Numer. Funct. Anal. Optim., 28 (2007), 13.  doi: 10.1080/01630560701190315.  Google Scholar

[10]

R. I. Boţ and B. Hofmann, An extension of the variational inequality approach for obtaining convergence rates in regularization of nonlinear ill-posed problems,, Journal of Integral Equations and Applications, 22 (2010), 369.  doi: 10.1216/JIE-2010-22-3-369.  Google Scholar

[11]

D. Düvelmeyer, B. Hofmann and M. Yamamoto, Range inclusions and approximate source conditions with general benchmark functions,, Numer. Funct. Anal. Optim., 28 (2007), 1245.  doi: 10.1080/01630560701749649.  Google Scholar

[12]

H. W. Engl, M. Hanke and A. Neubauer, Regularization of Inverse Problems,, Kluwer Academic Publishers, (1996).  doi: 10.1007/978-94-009-1740-8.  Google Scholar

[13]

J. Flemming, B. Hofmann and P. Mathé, Sharp converse results for the regularization error using distance functions,, Inverse Problems, 27 (2011).  doi: 10.1088/0266-5611/27/2/025006.  Google Scholar

[14]

S. George, S. Pareth and M. Kunhanandan, Newton Lavrentiev regularization for ill-posed operator equations in Hilbert scales,, Appl. Math. Comput., 219 (2013), 11191.  doi: 10.1016/j.amc.2013.05.021.  Google Scholar

[15]

R. Gorenflo, Yu. Luchko and M. Yamamoto, Time-fractional diffusion equation in the fractional Sobolev space,, Fract. Calc. Appl. Anal., 18 (2015), 799.  doi: 10.1515/fca-2015-0048.  Google Scholar

[16]

M. Haase, The Functional Calculus for Sectorial Operators,, Operator Theory: Advances and Applications, (2006).  doi: 10.1007/3-7643-7698-8.  Google Scholar

[17]

T. Hein and B. Hofmann, Approximate source conditions for nonlinear ill-posed problems - chances and limitations,, Inverse Problems, 25 (2009).  doi: 10.1088/0266-5611/25/3/035003.  Google Scholar

[18]

T. Hohage and F. Weidling, Verification of a variational source condition for acoustic inverse medium scattering problems,, Inverse Problems, 31 (2015).  doi: 10.1088/0266-5611/31/7/075006.  Google Scholar

[19]

B. Hofmann, Approximate source conditions in Tikhonov-Phillips regularization and consequences for inverse problems with multiplication operators,, Math. Methods Appl. Sci., 29 (2006), 351.  doi: 10.1002/mma.686.  Google Scholar

[20]

B. Hofmann, On smoothness concepts in regularization for nonlinear inverse problems,, in Banach spaces. Chapter 8 in Mathematical and Computational Modeling: With Applications in Natural and Social Sciences, (2015), 192.   Google Scholar

[21]

B. Hofmann, D. Düvelmeyer and K. Krumbiegel, Approximate source conditions in Tikhonov regularization - new analytical results and some numerical studies,, Mathematical Modelling and Analysis, 11 (2006), 41.   Google Scholar

[22]

B. Hofmann, B. Kaltenbacher, C. Pöschl and O. Scherzer, A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators,, Inverse Problems, 23 (2007), 987.  doi: 10.1088/0266-5611/23/3/009.  Google Scholar

[23]

B. Hofmann and P. Mathé, Parameter choice in Banach space regularization under variational inequalities,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/104006.  Google Scholar

[24]

B. Hofmann, P. Mathé and S. V. Pereverzev, Regularization by projection: Approximation theoretic aspects and distance functions,, J. Inverse Ill-Posed Probl., 15 (2007), 527.  doi: 10.1515/jiip.2007.029.  Google Scholar

[25]

J. Janno, Lavrent'ev regularization of ill-posed problems containing nonlinear near-to-monotone operators with application to autoconvolution equation,, Inverse Problems, 16 (2000), 333.  doi: 10.1088/0266-5611/16/2/305.  Google Scholar

[26]

B. Kaltenbacher, On Broyden's method for nonlinear ill-posed problems,, Numerical Functional Analysis and Optimization, 19 (1998), 807.  doi: 10.1080/01630569808816860.  Google Scholar

[27]

M. M. Lavrentiev, Some Improperly Posed Problems of Mathematical Physics,, Springer, (1967).   Google Scholar

[28]

F. Liu and M. Z. Nashed, Convergence of regularized solutions of nonlinear ill-posed problems with monotone operators, In:, Partial Differential Equations and Applications, (1996), 353.   Google Scholar

[29]

P. Mahale and M. T. Nair, Lavrentiev regularization of nonlinear ill-posed equations under general source condition,, J. Nonlinear Anal. Optim., 4 (2013), 193.   Google Scholar

[30]

P. Mathé, The Lepskiĭ principle revisited,, Inverse Problems, 22 (2006).  doi: 10.1088/0266-5611/22/3/L02.  Google Scholar

[31]

R. Plato, Iterative and Other Methods for Linear Ill-Posed Equations,, Habilitation Thesis, (1995).   Google Scholar

[32]

R. Plato, P. Mathé and B. Hofmann, Optimal rates for Lavrentiev regularization with adjoint source conditions,, Preprint 2016-03, (2016), 2016.   Google Scholar

[33]

J. Prüss, Evolutionary Integral Equations and Applications,, Monographs in Mathematics, (1993).  doi: 10.1007/978-3-0348-8570-6.  Google Scholar

[34]

O. Scherzer, H. W. Engl and K. Kunisch, Optimal a posteriori parameter choice for Tikhonov regularization for solving nonlinear ill-posed problems,, SIAM J. Numer. Anal., 30 (1993), 1796.  doi: 10.1137/0730091.  Google Scholar

[35]

T. Schuster, B. Kaltenbacher, B. Hofmann and K. S. Kazimierski, Regularization Methods in Banach Spaces, volume 10 of Radon Ser. Comput. Appl. Math.,, Walter de Gruyter, (2012).  doi: 10.1515/9783110255720.  Google Scholar

[36]

E. V. Semenova, Lavrentiev regularization and balancing principle for solving ill-posed problems with monotone operators,, Comput. Methods Appl. Math., 10 (2010), 444.  doi: 10.2478/cmam-2010-0026.  Google Scholar

[37]

U. Tautenhahn, On the method of Lavrentiev regularization for nonlinear ill-posed problems,, Inverse Problems, 18 (2002), 191.  doi: 10.1088/0266-5611/18/1/313.  Google Scholar

[38]

U. Tautenhahn, Lavrentiev regularization of nonlinear ill-posed problems,, Vietnam J. Math., 32 (2004), 29.   Google Scholar

[39]

U. Tautenhahn and Q. Jin, Tikhonov regularization and a posteriori rules for solving nonlinear ill-posed problems,, Inverse Problems, 19 (2003), 1.  doi: 10.1088/0266-5611/19/1/301.  Google Scholar

[40]

F. Werner and T. Hohage, Convergence rates in expectation for Tikhonov-type regularization of inverse problems with Poisson data,, Inverse Problems, 28 (2012).  doi: 10.1088/0266-5611/28/10/104004.  Google Scholar

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