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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2013 Volume 14, Issue 4, Pages 468–482 (Mi vmp137)

Вычислительные методы и приложения

Using Lagrange principle for solving linear ill-posed problems with a priori information

Y. Zhang, D. V. Luk'yanenko, A. G. Yagola

M. V. Lomonosov Moscow State University, Faculty of Physics

Abstract: Linear ill-posed problems with a priori information on the exact solution are considered. Using the method of extending compacts, the Lagrange principle and the optimal recovery theory, we propose a method for constructing an optimal regularization algorithm for solving linear ill-posed problems with sourcewise representable solutions and a method of calculating the corresponding optimal worst a posteriori error estimate of the proposed method. A numerical simulation of a heat equation is also considered. This work was partially supported by the Russian Foundation for Basic Research (projects 11-01-00040, 12-01-00524 and 12-01-91153-NFSCa).

Keywords: ill-posed problems; regularization algorithms; optimal recovery; Lagrange principle; regularization parameter.

UDC: 519.6

Received: 25.09.2013



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