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In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…

Numerical Analysis · Mathematics 2023-01-12 Tim Jahn

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…

Probability · Mathematics 2010-07-26 S. Attanasio , F. Flandoli

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

Numerical Analysis · Mathematics 2020-01-29 Frank Werner , Bernd Hofmann

We consider determining $\R$-minimizing solutions of linear ill-posed problems $A x = y$, where $A: {\mathscr X} \to {\mathscr Y}$ is a bounded linear operator from a Banach space ${\mathscr X}$ to a Hilbert space ${\mathscr Y}$ and…

Numerical Analysis · Mathematics 2023-07-05 Qinian Jin , Wei Wang

In a Hilbert space, we propose a class of general mixed-order primal-dual dynamical systems with Tikhonov regularization for a convex optimization problem with linear equality constraints. The proposed dynamical system is characterized by…

Optimization and Control · Mathematics 2025-07-31 Honglu Li , Rong Hu , Xin He , Yibin Xiao

In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…

Optimization and Control · Mathematics 2015-01-20 Raphael Hauser , Sergey Shahverdyan

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

Probability · Mathematics 2022-05-24 Beom-Seok Han

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We introduce subgradient-based Lavrentiev regularisation of the form \begin{equation*} \mathcal{A}(u) + \alpha \partial \mathcal{R}(u) \ni f^\delta \end{equation*} for linear and nonlinear ill-posed problems with monotone operators…

Optimization and Control · Mathematics 2024-10-01 Markus Grasmair , Fredrik Hildrum

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem…

Optimization and Control · Mathematics 2017-08-14 Veronika Karl , Frank Pörner

We devise and analyze a class of interior penalty discontinuous Galerkin methods for nonlinear and nonsmooth variational problems. Discrete duality relations are derived that lead to optimal error estimates in the case of total-variation…

Numerical Analysis · Mathematics 2020-04-21 Sören Bartels

We study Tikhonov regularization for solving ill--posed operator equations where the solutions are functions defined on surfaces. One contribution of this paper is an error analysis of Tikhonov regularization which takes into account…

Numerical Analysis · Mathematics 2016-12-15 Guozhi Dong , Bert Juettler , Otmar Scherzer , Thomas Takacs

This article develops a new primal dual formulation for the Kirchhoff-Love non-linear plate model. At first we establish a duality principle which includes sufficient conditions of global optimality through the dual formulation. At this…

Optimization and Control · Mathematics 2020-05-14 Fabio Botelho

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Analysis of PDEs · Mathematics 2019-02-25 Jialin Hong , Zhihui Liu

In this paper we consider second order parabolic partial differential equations subject to the Dirichlet boundary condition on smooth domains. We establish weighted $L_{q}$-maximal regularity in weighted Triebel-Lizorkin spaces for such…

Analysis of PDEs · Mathematics 2019-11-07 Nick Lindemulder

Let $\alpha\in(1,\infty)$ and $\mu$ be a regular finite Borel measure on a locally compact abelian group. The paper deals with a general trigonometric approximation problem in $L^\alpha(\mu)$, which arises in prediction theory of…

Functional Analysis · Mathematics 2017-11-22 Lutz Klotz , Conrad Mädler

The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and…

Optimization and Control · Mathematics 2025-09-16 Zixi Chen , Yumin Xu , Ruixun Zhang

If the magnetic field caused by a magnetic dipole is measured, the electrical conductivity of the subsurface can be determined by solving the inverse problem. For this problem a form of regularisation is required as the forward model is…

Geophysics · Physics 2022-11-24 Wouter Deleersnyder , David Dudal , Benjamin Maveau , Marieke Paepen