the problem of downward continuation of the gravity field from the earth’s surface to the reference ellipsoid arises from the fact that the solution to the boundary value problem for geoid determination without applying stokes formula is sought in terms of the disturbing potential on the ellipsoid but the disturbing gravity observations are only available on the earth’s surface. downward contin...

Tikhonov regularization is one of the most popular methods for the solution of linear discrete ill-posed problems. In many applications the desired solution is known to lie in the nonnegative cone. It is then natural to require that the approximate solution determined by Tikhonov regularization also lies in this cone. The present paper describes two iterative methods, that employ modulus-based ...

Total variation-penalized Tikhonov regularization is a popular method for the restoration of images that have been degraded by noise and blur. The method is particularly effective, when the desired noiseand blur-free image has edges between smooth surfaces. The method, however, is computationally expensive. We describe a hybrid regularization method that combines a few steps of the GMRES iterat...

An iterative method is introduced for solving noisy, ill-conditioned inverse problems. Analysis of the semi-convergence behavior identifies three error components iteration error, noise error, and initial guess error. A derived expression explains how the three errors are related to each other relative to the number of iterations. The Standard Tikhonov regularization method is just the first it...

We consider Tikhonov regularization of large linear discrete ill-posed problems with a regularization operator of general form and present an iterative scheme based on a generalized Krylov subspace method. This method simultaneously reduces both the matrix of the linear discrete ill-posed problem and the regularization operator. The reduced problem so obtained may be solved, e.g., with the aid ...

We propose iterative thresholding algorithms based on the iterated Tikhonov method for image deblurring problems. Our method is similar in idea to the modified linearized Bregman algorithm (MLBA) so is easy to implement. In order to obtain good restorations, MLBA requires an accurate estimate of the regularization parameter α which is hard to get in real applications. Based on previous results ...

Abstract. Tikhonov regularization is one of the most popular approaches to solve discrete ill-posed problems with error-contaminated data. A regularization operator and a suitable value of a regularization parameter have to be chosen. This paper describes an iterative method, based on Golub-Kahan bidiagonalization, for solving large-scale Tikhonov minimization problems with a linear regularizat...

In this paper we discuss general regularization estimators. This class includes Tikhonov type and spectral cut-off estimators as well as iterative methods, such as ν-methods and the Landweber iteration. The latter estimators achieve the same (optimal) convergence rates as spectral cut-off, but do not require explicit spectral information on the operator and are often much faster to compute than...

Tikhonov functionals are known to be well suited for obtaining regularized solutions of linear operator equations. We analyze two iterative methods for finding the minimizer of norm-based Tikhonov functionals in Banach spaces. One is the steepest descent method, whereby the iterations are directly carried out in the underlying space, and the other one performs iterations in the dual space. We p...

In this paper, we explore a robust method for calibration of the local volatility surface for European options. Assuming the the volatility surface is smooth, we apply a second order Tikhonov regularization to the calibration problem. Additionally we propose a new approach for choosing the Tikhonov regularization parameter. Using the TAPENADE automatic differentiation tool in order to obtain ad...