Abstract
We investigate the convergence rates for Tikhonov regularization of the problem of simultaneously estimating the coefficients q and a in the Neumann problem for the elliptic equation \({{-{\rm div}(q \nabla u) + au = f \;{\rm in}\; \Omega, q{\partial u}/{\partial n} = g}}\) on the boundary \({{\partial\Omega, \Omega \subset \mathbb{R}^d, d \geq 1}}\) , when u is imprecisely given by \({{{z^\delta} \in {H^1}(\Omega), \|u-z^\delta\|_{H^1(\Omega)}\le\delta, \delta > 0}}\). We regularize this problem by minimizing the strictly convex functional of (q, a)
over the admissible set K, where ρ > 0 is the regularization parameter and (q*, a*) is an a priori estimate of the true pair (q, a) which is identified, and consider the unique solution of these minimization problem as the regularized one to that of the inverse problem. We obtain the convergence rate \({{{\mathcal {O}}(\sqrt{\delta})}}\), as δ → 0 and ρ ~ δ, for the regularized solutions under the simple and weak source condition
with \({{(q^\dagger, a^\dagger)}}\) being the (q*, a*)-minimum norm solution of the coefficient identification problem, U′(·, ·) the Fréchet derivative of U(·, ·), V the Sobolev space on which the boundary value problem is considered. Our source condition is without the smallness requirement on the source function which is popularized in the theory of regularization of nonlinear ill-posed problems. Furthermore, some concrete cases of our source condition are proved to be simply the requirement that the sought coefficients belong to certain smooth function spaces.
Similar content being viewed by others
References
Acar R.: Identification of the coefficient in elliptic equations. SIAM J. Control Optim. 31(5), 1221–1244 (1993)
Alessandrini G.: An identification problem for an elliptic equation in two variables. Ann. Mat. Pura Appl. 145, 265–296 (1986)
Anderssen R.S., Hegland M.: For numerical differentiation, dimensionality can be a blessing!. Math. Comput. 68(227), 1121–1141 (1999)
Banks, H.T., Kunisch, K.: Estimation Techniques for Distributed Parameter Systems. Systems & Control: Foundations & Applications, vol. 1, Birkhäuser Boston Inc., Boston (1989)
Baumeister J., Kunisch K.: Identifiability and stability of a two-parameter estimation problem. Appl. Anal. 40(4), 263–279 (1991)
Beirão da Veiga H.: On a stationary transport equation. Ann. Univ. Ferrara Sez. VII, Sci. Math. 32, 79–91 (1986)
Chan T.F., Tai X.C.: Identification of discontinuous coefficients in elliptic problems using total variation regularization. SIAM J. Sci. Comput. 25(3), 881–904 (2003)
Chan T.F., Tai X.C.: Level set and total variation regularization for elliptic inverse problems with discontinuous coefficients. J. Comput. Phys. 193, 40–66 (2004)
Chavent G.: Nonlinear Least Squares for Inverse Problems. Theoretical Foundations and Step-by-Step Guide for Applications. Scientific Computation. Springer, New York (2009)
Chavent G., Kunisch K.: The output least squares identifiability of the diffusion coefficient from an H 1-observation in a 2-D elliptic equation. ESAIM Control Optim. Calc. Var. 8, 423–440 (2002)
Chen Z., Zou J.: An augmented Lagrangian method for identifying discontinuous parameters in elliptic systems. SIAM J. Control Optim. 37(3), 892–910 (1999)
Cherlenyak, I.: Numerische Lösungen inverser Probleme bei elliptischen Differentialgleichungen. Dr. rer. nat. Dissertation, Universität Siegen, 2009, Verlag Dr. Hut, München (2010)
Colonius F., Kunisch K.: Output least squares stability in elliptic systems. Appl. Math. Optim. 19, 33–63 (1989)
Engl H.W., Hanke M., Neubauer A.: Regularization of Inverse Problems. Mathematics and its Applications. 375. Kluwer Academic Publishers, Dordrecht (1996)
Engl H.W., Kunisch K., Neubauer A.: Convergence rates for Tikhonov regularization of nonlinear ill-posed problems. Inverse Probl. 5, 523–540 (1989)
Falk R.: Error estimates for the numerical identification of a variable coefficient. Math. Comput. 40, 537–546 (1983)
Hanke M.: A regularizing Levenberg-Marquardt scheme, with applications to inverse groundwater filtration problems. Inverse Probl. 13, 79–95 (1997)
Hào, D.N., Quyen, N.T.T.: Convergence rates for Tikhonov regularization of coefficient identification problems in Laplace-type equation, Inverse Problems 26, (2010) 125014 (23pp)
Hein T., Meyer M.: Simultaneous identification of independent parameters in elliptic equations—numerical studies. J. Inv. Ill Posed Probl. 16, 417–433 (2008)
Ito K., Kunisch K.: The augmented Lagrangian method for parameter estimation in elliptic systems. SIAM J. Control Optim. 28(1), 113–136 (1990)
Ito K., Kunisch K.: On the injectivity and linearization of the coefficient-to-solution mapping for elliptic boundary value problems. J. Math. Anal. Appl. 188, 1040–1066 (1994)
Ito, K., Kunisch, K.: Lagrange Multiplier Approach to Variational Problems and Applications. Advances in Design and Control, vol. 15, Society for Industrial and Applied Mathematics (SIAM), Philadelphia (2008)
Ito K., Kroller M., Kunisch K.: A numerical study of an augmented Lagrangian method for the estimation of parameters in elliptic systems. SIAM J. Sci. Stat. Comput. 12(4), 884–910 (1991)
Kaltenbacher B., Schöberl J.: A saddle point variational formulation for projection-regularized parameter identification. Numer. Math. 91(4), 675–697 (2002)
Keung Y.L., Zou J.: An efficient linear solver for nonlinear parameter identification problems. SIAM J. Sci. Comput 22, 1511–1526 (2000)
Knowles I.: Uniqueness for an elliptic inverse problem. SIAM J. Appl. Math. 59, 1356–1370 (1999)
Knowles, I.: Coefficient identification in elliptic differential equations. In: Direct and Inverse Problems of Mathematical Physics (Newark, DE, 1997), Int. Soc. Anal. Appl. Comput., vol. 5, pp. 149–160. Kluwer Academic Publishers, Dordrecht (2000)
Knowles I.: Parameter identification for elliptic problems. J. Comput. Appl. Math. 131, 19–175 (2001)
Knowles I., Le T., Yan A.: On the recovery of multiple flow parameters from transient head data. J. Comput. Appl. Math. 169(1), 1–15 (2004)
Knowles I., Wallace R.: A variational method for numerical differentiation. Numer. Math. 70(1), 91–110 (1995)
Kohn R.V., Lowe B.D.: A variational method for parameter identification. RAIRO Modél. Math. Anal. Numér. 22(1), 119–158 (1988)
Ladyzhenskaya O.A.: The Boundary Value Problems of Mathematical Physics. Springer, New York (1984)
Neubauer A.: Tikhonov regularization of nonlinear ill-posed problems in Hilbert scales. Appl. Anal. 46(1-2), 59–72 (1992)
Richter G.R.: An inverse problem for the steady state diffusion equation. SIAM J. Appl. Math. 41, 210–221 (1981)
Sun N.-Z.: Inverse Problems in Groundwater Modeling. Kluwer Academic Publishers, Dordrecht (1994)
Troianiello G.M.: Elliptic Differential Equations and Obstacle Problems. Plenum, New York (1987)
Vainikko, G.: Identification of filtration coefficient. In: Ill-Posed Problems in Natural Sciences, (Moscow, 1991), pp. 202–213. VSP, Utrecht (1992)
Vainikko G.: On the discretization and regularization of ill-posed problems with noncompact operators. Numer. Funct. Anal. Optim. 13, 381–396 (1992)
Vainikko G., Kunisch K.: Identifiabilty of the transmissivity coefficient in an elliptic boundary value problem. Zeischrift für Analysis und ihre Anwendungen 12, 327–341 (1993)
Yeh W.W.G.: Review of parameter identification procedures in ground water hydrology: the inverse problem. Water Resour. Res. 22, 95–108 (1986)
Zou J.: Numerical methods for elliptic inverse problems. Int. J. Comput. Math. 70, 211–232 (1998)
Author information
Authors and Affiliations
Corresponding author
Additional information
Supported by NAFOSTED Grant 101.01.22.09.
Rights and permissions
About this article
Cite this article
Hào, D.N., Quyen, T.N.T. Convergence rates for Tikhonov regularization of a two-coefficient identification problem in an elliptic boundary value problem. Numer. Math. 120, 45–77 (2012). https://doi.org/10.1007/s00211-011-0406-z
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-011-0406-z