A Regularizing Levenberg - Marquardt Scheme , with Applications to Inverse Groundwaterfiltration

نویسنده

  • MARTIN HANKE
چکیده

The rst part of this paper studies a Levenberg-Marquardt scheme for nonlinear inverse problems where the corresponding Lagrange (or regularization) parameter is chosen from an inexact Newton strategy. While the convergence analysis of standard implementations based on trust region strategies always requires the invertibility of the Fr echet derivative of the nonlinear operator at the exact solution, the new Levenberg-Marquardt scheme is suitable for ill-posed problems as long as the Taylor remainder is of second order in the interpolating metric between the range and domain topologies. Estimates of this type are established in the second part of the paper for ill-posed parameter identiication problems arising in inverse groundwater hydrology. Both, transient and steady state data are investigated. Finally, the numerical performance of the new Levenberg-Marquardt scheme is studied and compared to a usual implementation on a realistic but synthetic 2D model problem from the engineering literature.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the Regularizing Levenberg-marquardt Scheme in Banach Spaces

By making use of duality mappings and the Bregman distance, we propose a regularizing Levenberg-Marquardt scheme to solve nonlinear inverse problems in Banach spaces, which is an extension of the one proposed in [6] in Hilbert space setting. The method consists of two components: an outer Newton iteration and an inner scheme. The inner scheme involves a family of convex minimization problems in...

متن کامل

On the convergence of a regularizing Levenberg-Marquardt scheme for nonlinear ill-posed problems

In this note we study the convergence of the Levenberg-Marquardt regularization scheme for nonlinear ill-posed problems. We consider the case that the initial error satisfies a source condition. Our main result shows that if the regularization parameter does not grow too fast (not faster than a geometric sequence), then the scheme converges with optimal convergence rates. Our analysis is based ...

متن کامل

Pii: S0022-4073(02)00292-3

In this paper we present di0erent inversion algorithms for nonlinear ill-posed problems arising in atmosphere remote sensing. The proposed methods are Landweber’s method (LwM), the iteratively regularized Gauss–Newton method, and the conventional and regularizing Levenberg–Marquardt method. In addition, some accelerated LwMs and a technique for smoothing the Levenberg–Marquardt solution are pro...

متن کامل

A Statistical Method for Regularizing Nonlinear Inverse Problems

Inverse problems are typically ill-posed or ill-conditioned and require regularization. Tikhonov regularization is a popular approach and it requires an additional parameter called the regularization parameter that has to be estimated. The χ method introduced by Mead in [8] uses the χ distribution of the Tikhonov functional for linear inverse problems to estimate the regularization parameter. H...

متن کامل

The Levenberg–Marquardt iteration for numerical inversion of the power density operator

In this paper we develop a convergence analysis in an infinite dimensional setting of the Levenberg–Marquardt iteration for the solution of a hybrid conductivity imaging problem. The problem consists in determining the spatially varying conductivity from a series of measurements of power densities for various voltage inductions. Although this problem has been very well studied in the literature...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1997