Discrepancy principle for DSM
Functional Analysis
2007-05-23 v1 Numerical Analysis
Abstract
Let , is a linear operator in a Hilbert space , , is not closed, . Given , one wants to construct such that . A version of the DSM (dynamical systems method) for finding consists of solving the problem \bee \dotu_\delta(t)=-u_\delta(t)+T^{-1}_{a(t)} A^\ast f_\delta, \quad u(0)=u_0, \eqno{(\ast)}\eee where , , and , as is suitably chosen. It is proved that has the property . Here the stopping time is defined by the discrepancy principle: \bee \eqno{(\ast\ast)}\eee is a constant. Equation defines uniquely and . Another version of the discrepancy principle is also proved in this paper.
Cite
@article{arxiv.math/0603632,
title = {Discrepancy principle for DSM},
author = {A. G. Ramm},
journal= {arXiv preprint arXiv:math/0603632},
year = {2007}
}