• Title/Summary/Keyword: nonlinear ill-posed problems

Search Result 8, Processing Time 0.022 seconds

NUMERICAL METHDS USING TRUST-REGION APPROACH FOR SOLVING NONLINEAR ILL-POSED PROBLEMS

  • Kim, Sun-Young
    • Communications of the Korean Mathematical Society
    • /
    • v.11 no.4
    • /
    • pp.1147-1157
    • /
    • 1996
  • Nonlinear ill-posed problems arise in many application including parameter estimation and inverse scattering. We introduce a least squares regularization method to solve nonlinear ill-posed problems with constraints robustly and efficiently. The regularization method uses Trust-Region approach to handle the constraints on variables. The Generalized Cross Validation is used to choose the regularization parameter in computational tests. Numerical results are given to exhibit faster convergence of the method over other methods.

  • PDF

A NEWTON-IMPLICIT ITERATIVE METHOD FOR NONLINEAR INVERSE PROBLEMS

  • Meng, Zehong;Zhao, Zhenyu
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.909-920
    • /
    • 2011
  • A regularized Newton method for nonlinear ill-posed problems is considered. In each Newton step an implicit iterative method with an appropriate stopping rule is proposed and analyzed. Under certain assumptions on the nonlinear operator, the convergence of the algorithm is proved and the algorithm is stable if the discrepancy principle is used to terminate the outer iteration. Numerical experiment shows the effectiveness of the method.

SEMILOCAL CONVERGENCE THEOREMS FOR A CERTAIN CLASS OF ITERATIVE PROCEDURES

  • Ioannis K. Argyros
    • Journal of applied mathematics & informatics
    • /
    • v.7 no.1
    • /
    • pp.29-40
    • /
    • 2000
  • We provide semilocal convergence theorems for Newton-like methods in Banach space using outer and generalized inverses. In contrast to earlier results we use hypotheses on the second instead of the first Frechet-derivative. This way our Newton-Kantorovich hypotheses differ from earlier ones. Our results can be used to solve undetermined systems, nonlinear least square problems and ill-posed nonlinear operator equations.

ILL-VERSUS WELL-POSED SINGULAR LINEAR SYSTEMS: SCOPE OF RANDOMIZED ALGORITHMS

  • Sen, S.K.;Agarwal, Ravi P.;Shaykhian, Gholam Ali
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.3_4
    • /
    • pp.621-638
    • /
    • 2009
  • The linear system Ax = b will have (i) no solution, (ii) only one non-trivial (trivial) solution, or (iii) infinity of solutions. Our focus will be on cases (ii) and (iii). The mathematical models of many real-world problems give rise to (a) ill-conditioned linear systems, (b) singular linear systems (A is singular with all its linearly independent rows are sufficiently linearly independent), or (c) ill-conditioned singular linear systems (A is singular with some or all of its strictly linearly independent rows are near-linearly dependent). This article highlights the scope and need of a randomized algorithm for ill-conditioned/singular systems when a reasonably narrow domain of a solution vector is specified. Further, it stresses that with the increasing computing power, the importance of randomized algorithms is also increasing. It also points out that, for many optimization linear/nonlinear problems, randomized algorithms are increasingly dominating the deterministic approaches and, for some problems such as the traveling salesman problem, randomized algorithms are the only alternatives.

  • PDF

A NOTE ON SCATTERING OPERATOR SYMBOLS FOR ELLIPTIC WAVE PROPAGATION

  • Kim, Jeong-Hoon
    • Communications of the Korean Mathematical Society
    • /
    • v.17 no.2
    • /
    • pp.349-361
    • /
    • 2002
  • The ill-posed elliptic wave propagation problems can be transformed into well-posed initial value problems of the reflection and transmission operators characterizing the material structure of the given model by the combination of wave field splitting and invariant imbedding methods. In general, the derived scattering operator equations are of first-order in range, nonlinear, nonlocal, and stiff and oscillatory with a subtle fixed and movable singularity structure. The phase space and path integral analysis reveals that construction and reconstruction algorithms depend crucially on a detailed symbol analysis of the scattering operators. Some information about the singularity structure of the scattering operator symbols is presented and analyzed in the transversely homogeneous limit.

OBSTACLE SHAPE RECONSTRUCTION BY LOCALLY SUPPORTED BASIS FUNCTIONS

  • Lee, Ju-Hyun;Kang, Sungkwon
    • Honam Mathematical Journal
    • /
    • v.36 no.4
    • /
    • pp.831-852
    • /
    • 2014
  • The obstacle shape reconstruction problem has been known to be difficult to solve since it is highly nonlinear and severely ill-posed. The use of local or locally supported basis functions for the problem has been addressed for many years. However, to the authors' knowledge, any research report on the proper usage of local or locally supported basis functions for the shape reconstruction has not been appeared in the literature due to many difficulties. The aim of this paper is to introduce the general concepts and methodologies for the proper choice and their implementation of locally supported basis functions through the two-dimensional Helmholtz equation. The implementations are based on the complex nonlinear parameter estimation (CNPE) formula and its robust algorithm developed recently by the authors. The basic concepts and ideas are simple. The derivation of the necessary properties needed for the shape reconstructions are elementary. However, the capturing abilities for the local geometry of the obstacle are superior to those by conventional methods, the trial and errors, due to the proper implementation and the CNPE algorithm. Several numerical experiments are performed to show the power of the proposed method. The fundamental ideas and methodologies described in this paper can be applied to many other shape reconstruction problems.

ON THE SUFFICIENT CONDITION FOR THE LINEARIZED APPROXIMATION OF THE B$\"{E}$NARD CONVECTION PROBLEM

  • Song, Jong-Chul;Jeon, Chang-Ho
    • Bulletin of the Korean Mathematical Society
    • /
    • v.29 no.1
    • /
    • pp.125-135
    • /
    • 1992
  • In various viscus flow problems it has been the custom to replace the convective derivative by the ordinary partial derivative in problems for which the data are small. In this paper we consider the Benard Convection problem with small data and compare the solution of this problem (assumed to exist) with that of the linearized system resulting from dropping the nonlinear terms in the expression for the convective derivative. The objective of the present work is to derive an estimate for the error introduced in neglecting the convective inertia terms. In fact, we derive an explicit bound for the L$_{2}$ error. Indeed, if the initial data are O(.epsilon.) where .epsilon. << 1, and the Rayleigh number is sufficiently small, we show that this error is bounded by the product of a term of O(.epsilon.$^{2}$) times a decaying exponential in time. The results of the present paper then give a justification for linearizing the Benard Convection problem. We remark that although our results are derived for classical solutions, extensions to appropriately defined weak solutions are obvious. Throughout this paper we will make use of a comma to denote partial differentiation and adopt the summation convention of summing over repeated indices (in a term of an expression) from one to three. As reference to work of continuous dependence on modelling and initial data, we mention the papers of Payne and Sather [8], Ames [2] Adelson [1], Bennett [3], Payne et al. [9], and Song [11,12,13,14]. Also, a similar analysis of a micropolar fluid problem backward in time (an ill-posed problem) was given by Payne and Straughan [10] and Payne [7].

  • PDF

Review on the Three-Dimensional Inversion of Magnetotelluric Date (MT 자료의 3차원 역산 개관)

  • Kim Hee Joon;Nam Myung Jin;Han Nuree;Choi Jihyang;Lee Tae Jong;Song Yoonho;Suh Jung Hee
    • Geophysics and Geophysical Exploration
    • /
    • v.7 no.3
    • /
    • pp.207-212
    • /
    • 2004
  • This article reviews recent developments in three-dimensional (3-D) magntotelluric (MT) imaging. The inversion of MT data is fundamentally ill-posed, and therefore the resultant solution is non-unique. A regularizing scheme must be involved to reduce the non-uniqueness while retaining certain a priori information in the solution. The standard approach to nonlinear inversion in geophysis has been the Gauss-Newton method, which solves a sequence of linearized inverse problems. When running to convergence, the algorithm minimizes an objective function over the space of models and in the sense produces an optimal solution of the inverse problem. The general usefulness of iterative, linearized inversion algorithms, however is greatly limited in 3-D MT applications by the requirement of computing the Jacobian(partial derivative, sensitivity) matrix of the forward problem. The difficulty may be relaxed using conjugate gradients(CG) methods. A linear CG technique is used to solve each step of Gauss-Newton iterations incompletely, while the method of nonlinear CG is applied directly to the minimization of the objective function. These CG techniques replace computation of jacobian matrix and solution of a large linear system with computations equivalent to only three forward problems per inversion iteration. Consequently, the algorithms are efficient in computational speed and memory requirement, making 3-D inversion feasible.