Abstract
We consider the computation of stable approximations to the exact solution x† of nonlinear ill-posed inverse problems F(x) = y with nonlinear operators F : X → Y between two Hilbert spaces X and Y by the Newton type methods xk+1δ=x0-g αk(F'(xkδ) *F'(xkδ) F'(xk δ)*(F(xkδ)-y δ-F'(xkδ)(xk δ-x0) in the case that only available data is a noise yδ of y satisfying ||yδ- y|| ≤ δ with a given small noise level δ > 0. We terminate the iteration by the discrepancy principle in which the stopping index k δ is determined as the first integer such that ||F(x kδδ)-yδ||≤ τ δ < ||F(xkδ)-yδ||, 0≤ k < kδ with a given number τ > 1. Under certain conditions on {α k }, {g α } and F, we prove that xkδδ converges to x † as δ → 0 and establish various order optimal convergence rate results. It is remarkable that we even can show the order optimality under merely the Lipschitz condition on the Fréchet derivative F' of F if x0 - x† is smooth enough.
| Original language | English |
|---|---|
| Pages (from-to) | 509-558 |
| Number of pages | 50 |
| Journal | Numerische Mathematik |
| Volume | 111 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Feb 2009 |
| Externally published | Yes |