English

Subgradient-based Lavrentiev regularisation of monotone ill-posed problems

Optimization and Control 2024-10-01 v2 Numerical Analysis Numerical Analysis

Abstract

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 A\mathcal{A} and general regularisation functionals R\mathcal{R}. In contrast to Tikhonov regularisation, this approach perturbs the equation itself and avoids the use of the adjoint of the derivative of A\mathcal{A}. It is therefore especially suitable for time-causal problems that only depend on information in the past and allows for real-time computation of regularised solutions. We establish a general well-posedness theory in Banach spaces and prove convergence-rate results with variational source conditions. Furthermore, we demonstrate its application in total-variation denoising in linear Volterra integral operators of the first kind and parameter-identification problems in semilinear parabolic PDEs.

Keywords

Cite

@article{arxiv.2005.08917,
  title  = {Subgradient-based Lavrentiev regularisation of monotone ill-posed problems},
  author = {Markus Grasmair and Fredrik Hildrum},
  journal= {arXiv preprint arXiv:2005.08917},
  year   = {2024}
}

Comments

Revised version with nonlinear PDE example. 31 pages, 10 figures

R2 v1 2026-06-23T15:38:11.103Z