Summary
In this paper we study a multi-grid method for the numerical solution of nonlinear systems of equations arising from the discretization of ill-posed problems, where the special eigensystem structure of the underlying operator equation makes it necessary to use special smoothers. We provide uniform contraction factor estimates and show that a nested multigrid iteration together with an a priori or a posteriori chosen stopping index defines a regularization method for the ill-posed problem, i.e., a stable solution method, that converges to an exact solution of the underlying infinite-dimensional problem as the data noise level goes to zero, with optimal rates under additional regularity conditions.
Similar content being viewed by others
References
D. Braess, W. Hackbusch: A new convergence proof for the multi-grid method including theV-cycle. SIAM J. Numer. Anal.20, 967–975 (1983)
J. Bramble: Multigrid methods. Pitman Research Notes in Mathematics Series 294, Longman Scientific & Technical, Harlow, UK, 1993
A. Brandt: Multilevel adaptive solutions to boundary value problems Math. Comp.31, 333–390 (1977)
C.G. Ciarlet: The Finite Element Method for Elliptic Problems, North Holland, Amsterdam — New York — Oxford, 1978
P. Deuflhard, H. W. Engl, O. Scherzer: A convergence analysis of iterative methods for the solution of nonlinear ill-posed problems under affinely invariant conditions. Inverse Problems14, 1081–1106 (1998)
P. Deuflhard, G. Heindl: Affine invariant convergence theorems for Newton’s method and extensions to related methods. SIAM J. Numer. Anal.16, 1–10 (1979)
H.W. Engl: Integralgleichungen. Springer, Wien — New York, 1997
H. W. Engl, A. Neubauer: On projection methods for solving linear ill-posed problems. In: A. Vogel, ed., Model Optimization in Exploration Geophysics, Vieweg, Braunschweig, 1987, 73–92
H.W. Engl, M. Hanke, A. Neubauer: Regularization of Inverse Problems. Kluwer, Dordrecht, 1996
C.W. Groetsch: Inverse Problems in Mathematical Sciences. Vieweg, Braunschweig, 1993
C.W. Groetsch, A. Neubauer: Convergence of a general projection method for an operator equation of the first kind. Houston J. Mathem.14, 201–207 (1988)
W. Hackbusch: Multi-Grid Methods and Applications. Springer, Berlin, 1985
M. Hanke, A. Neubauer, O. Scherzer: A convergence analysis of the Landweber iteration for nonlinear ill-posed problems. Numer. Math.72, 21–37 (1995)
M. Hanke, C.R. Vogel: Two-level preconditioners for regularized inverse problems I: Theory. Numer. Math.83, 385–402 (1999)
B. Blaschke-Kaltenbacher, H.W. Engl: Regularization methods for nonlinear ill-posed problems with applications to phase reconstruction. H.W. Engl, A.K. Louis, W. Rundell, eds., Inverse Problems in Medical Imaging and Nondestructive Testing, Springer, Vienna-New York, 1997
B. Kaltenbacher: On Broyden’s method for nonlinear ill-posed problems. Numerical Functional Analysis and Optimization19, 807–833 (1998)
B. Kaltenbacher: A projection-regularized Newton method for nonlinear ill-posed problems with application to parameter identification problems with finite element discretization. SIAM J. Numer. Anal.37 (2000) 1885–1908
B. Kaltenbacher: On the regularizing properties of a full multigrid method for ill-posed problems. Inverse Problems 17 (2001), special issue to celebrate Pierre Sabatier’s 65th birthday, 767–788
B. Kaltenbacher: Regularization by projection with a posteriori discretization level choice for linear and nonlinear ill-posed problems. Inverse Problems16, 1523–1539 (2000)
J.T. King: Multilevel algorithms for ill-posed problems. Numer. Math.61, 311–334 (1992)
A.K. Louis: Inverse und schlecht gestellte Probleme. Teubner, Stuttgart, 1989
V.A. Morozov: Regularization Methods for Ill-Posed Problems. CRC Press, Boca Raton, 1993
F. Natterer: Regularisierung schlecht gestellter Probleme durch Projektionsverfahren. Numer. Math.28, 329–341 (1977)
F. Natterer: The Mathematics of Computerized Tomography. Teubner, Stuttgart, 1986
A. Rieder: A wavelet multilevel method for ill-posed problems stabilized by Tikhonov regularization. Numer. Math.75, 501–522 (1997)
O. Scherzer: Convergence criteria of iterative methods based on Landweber iteration for nonlinear problems. J. Math. Anal. Appl.194, 911–933 (1995)
O. Scherzer, H.W. Engl, K. Kunisch: Optimal a posteriori parameter choice for Tikhonov regularization leading to optimal convergence rates. SIAM J. Numer. Anal.30, 1796–1838 (1993)
A.N. Tikhonov, V.A. Arsenin: Methods for Solving Ill-Posed Problems. Nauka, Moskau, 1979
G.M. Vainikko, A.Y. Veterennikov: Iteration Procedures in Ill-Posed Problems. Nauka, Moscow, 1986. In Russian
Author information
Authors and Affiliations
Additional information
Supported by the Fonds zur Förderung der wissenschaftlichen Forschung under grant T 7-TEC and project F1308 within Spezialforschungsbereich 13
Rights and permissions
About this article
Cite this article
Kaltenbacher, B., Schicho, J. A multi-grid method with a priori and a posteriori level choice for the regularization of nonlinear ill-posed problems. Numer. Math. 93, 77–107 (2002). https://doi.org/10.1007/BF02679438
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02679438