Future - Sequential Regularization Methods

نویسنده

  • Patricia K. Lamm
چکیده

We develop a theoretical context in which to study the future-sequential regularization method developed by J. V. Beck for the Inverse Heat Conduction Problem. In the process, we generalize Beck's ideas and view that method as one in a large class of regularization methods in which the solution of an ill-posed rst-kind Volterra equation is seen to be the limit of a sequence of solutions of well-posed second-kind Volterra equations. Such techniques are important because standard regularization methods (such as Tikhonov regularization) tend to transform a naturally-sequential Volterra problem into a full-domain Fredholm problem, destroying the underlying causal nature of the Volterra model and leading to ineecient global approximation strategies. In contrast, the ideas we present here preserve the original Volterra structure of the problem and thus can lead to easily-implemented localized approximation strategies. Theoretical properties of these methods are discussed and proofs of convergence are given.

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 local regularization methods for linear Volterra equations and nonlinear equations of Hammerstein type

Abstract Local regularization methods allow for the application of sequential solution techniques for the solution of Volterra problems, retaining the causal structure of the original Volterra problem and leading to fast solution techniques. Stability and convergence of these methods was shown to hold on a large class of linear Volterra problems, i.e., the class of ν-smoothing problems for ν = ...

متن کامل

Future-Sequential Regularization Methods for Ill-Posed Volterra Equations ∗ Applications to the Inverse Heat Conduction Problem

We develop a theoretical context in which to study the future-sequential regularization method developed by J. V. Beck for the Inverse Heat Conduction Problem. In the process, we generalize Beck’s ideas and view that method as one in a large class of regularization methods in which the solution of an ill-posed first-kind Volterra equation is seen to be the limit of a sequence of solutions of we...

متن کامل

Approximation of Ill-Posed Volterra Problems via Predictor-Corrector Regularization Methods

First-kind Volterra problems arise in numerous applications, from inverse problems in mathematical biology to inverse heat conduction problems. Unfortunately, such problems are also ill-posed due to lack of continuous dependence of solutions on data. Consequently, numerical methods to solve first-kind Volterra equations are only effective when regularizing features are built into the algorithms...

متن کامل

Sequential Regularization Methods for Nonlinear Higher-Index DAEs

Sequential regularization methods relate to a combination of stabilization methods and the usual penalty method for differential equations with algebraic equality constraints. This paper extends an earlier work [SIAM J. Numer. Anal., 33 (1996), pp. 1921–1940] to nonlinear problems and to differential algebraic equations (DAEs) with an index higher than 2. Rather than having one “winning” method...

متن کامل

Numerical Solution of First-kind Volterra Equations by Sequential Tikhonov Regularization

We consider the problem of finding regularized solutions to ill-posed Volterra integral equations. The method we consider is a sequential form of Tikhonov regularization that is particularly suited to problems of Volterra type. We prove that when this sequential regularization method is coupled with several standard discretizations of the integral equation (collocation, rectangular and midpoint...

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 1995