Skip to main content
Log in

Self–regularization by projection for noisy pseudodifferential equations of negative order

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

It is well known, that pseudodifferential equations of negative order considered in Sobolev spaces with small smoothness indices are ill–posed. On the other hand, it is known that efficient discretization schemes with properly chosen discretization parameters allow to obtain a regularization effect for such equations. The main accomplishment of the present paper is the principle for the adaptive choice of the discretization parameters directly from noisy discrete data. We argue that the combination of this principle with wavelet–based matrix compression techniques leads to algorithms which are order–optimal in the sense of complexity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Atkinson, K.E.: A discrete Galerkin method for first kind integral equations with a logarithmic kernel. J. Integral. Equations Appl. 1, 343–363 (1988)

    MathSciNet  MATH  Google Scholar 

  2. Bakushinskii, A.B.: Remarks on choosing a regularization parameter using the quasi–optimality and ratio criterion. USSR Comput. Math. and Math. Phys. 24, 181–182 (1984)

    Google Scholar 

  3. Bruckner, G., Prössdorf, S., Vainikko, G.: Error bounds of discretization methods for boundary integral equations with noisy data. Appl. Analysis 63, 25–37 (1996)

    MathSciNet  MATH  Google Scholar 

  4. Cohen, A., Dahmen, W., DeVore, R.: Adaptive Wavelet Methods for elliptic operator equations. Convergence Rates, Preprint, RWTH Aachen, 1998

  5. Dahmen, W.: Stability of multiscale transformations, The Journal of Fourier Analysis and Applications 2, 341–361 (1996)

    Google Scholar 

  6. Dahmen, W.: Wavelet and multiscale methods for operator equations. Acta Numerica 6, 55–228 (1997)

    MATH  Google Scholar 

  7. Dahmen, W., Prössdorf, S., Schneider, R.: Multiscale methods for pseudo–differential equations on smooth closed manifolds. In: Proceedings of the International Conference on Wavelets: Theory, Algorithms and Applications, C.K. Chui, L. Mentefusco, L. Puccio (eds.), Academic Press, 385–424, (1994)

  8. Dahmen, W., Prössdorf, S., Schneider, R.: Multiscale methods for pseudodifferential equations. In: Recent Advances in Wavelet Analysis, L. L. Schumacher, G. Webb (eds.). Academic Press, 191–235, (1994)

  9. DeVore, R.: Nonlinear approximation, Acta Numerica 7, 51–150 (1998)

    Google Scholar 

  10. Dicken, V., Maaß, R.: Wavelet–Galerkin–methods for ill–posed problems, J. Inverse Ill–Posed Probl. 4, 203–221 (1996)

    MathSciNet  MATH  Google Scholar 

  11. Donoho, D.L.: Nonlinear solution of linear inverse problems by wavelet- vaguelette decomposition. Appl. Comput. Harm. Analysis 2, 101–126 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  12. Goldenshluger, A., Pereverzev, S.V.: Adaptive estimation of linear functionals in Hilbert scales from indirect white noise observations. Probab. Theory Relat. Fields. 118, 169–186 (2000)

    Google Scholar 

  13. Hansen, P.C.: Analysis of discrete ill–posed problems by means of the L–curve. SIAM Review 34, 561–580 (1992)

    MathSciNet  MATH  Google Scholar 

  14. Kaltenbacher, B.: Regularization by projection with a posteriori discretization level choice for linear and nonlinear ill–posed problems. Inverse Problems 16, 137–155 (2000)

    Article  Google Scholar 

  15. Lepskii, O.: A problem of adaptive estimation in Gaussian white noise. Theory Probab. Appl. 36, 454–466 (1990)

    MathSciNet  Google Scholar 

  16. Mathe, P., Pereverzev, S.V.: Optimal discretization of inverse problems in Hilbert scales. Regularization and self–regularization of projection methods. SIAM J. Numer. Anal. 38, 1999–2001 (2001)

    MATH  Google Scholar 

  17. McLean, W.: A spectral Galerkin method for a boundary integral equations. Math. Comput. 47, 597–607 (1986)

    MathSciNet  MATH  Google Scholar 

  18. Natterer, F.: Regularisation schlecht gestellter Probleme durch Projektionsverfahren. Numer. Math. 28, 329–341 (1997)

    MATH  Google Scholar 

  19. Natterer, F.: Error bounds for Tikhonov regularization in Hilbert scales. Appl. Anal. 19, 29–37 (1984)

    MathSciNet  Google Scholar 

  20. Novak, E.: On the power of adaptation, J. Complexity, 12, 199–237 (1996)

    Google Scholar 

  21. Pereverzev, S.V.: Prössdorf, S., On the characterization of self–regularization properties of a fully discrete projection methods for Symm's integral equation. J. Integral. Equations Appl. 12, 113–130 (2000)

    Google Scholar 

  22. Pinkus, A.: n–Widths in Approximation Theory. New York: Springer–Verlag, 1985

  23. Saranen, J., Schroderus, L.: Quadrature methods for strongly elliptic equations of negative order on smooth closed curves. SIAM J. Numer. Anal. 30, 1769–1795 (1993)

    MathSciNet  MATH  Google Scholar 

  24. Schneider, R.: Multiskalen– und Wavelet–Matrixkompression: Analysisbasierte Methoden zur Lösung grosser vollbesetzter Gleichungssysteme. B.G. Teubner, Stuttgart, 1998

  25. Traub, J.F., Wasilkowski, G.W., Wozniakowski, H.: Information–based complexity. Academic Press, Boston, 1988

  26. Vainikko, G.M., Hämarik, U.A.: Projection methods and self–regularization of ill–posed problems. Iz. VUZ. Mat. 29, 1–17 (1985)

    Google Scholar 

  27. Yan, Y., Sloan, I.H.: On integral equations of the first kind with logarithmic kernels. J. Integral Equations. Appl. 1, 549–579 (1988)

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Helmut Harbrecht.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Harbrecht, H., Pereverzev, S. & Schneider, R. Self–regularization by projection for noisy pseudodifferential equations of negative order. Numer. Math. 95, 123–143 (2003). https://doi.org/10.1007/s00211-002-0417-x

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-002-0417-x

Keywords

Navigation