Numerical identification of a nonlinear diffusion law via regularization in Hilbert scales

We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established by Cannon and we therefore focus on the stable solution in the presence of data noise. For this, we utilize a reformulation of the inverse problem as a linear ill-posed operator equation with perturbed data and operators. We are able to explicitly characterize the mapping properties of the corresponding operators which allow us to apply regularization in Hilbert scales. We can then prove convergence and convergence rates of the regularized reconstructions under very mild assumptions on the exact parameter. These are, in fact, already needed for the analysis of the forward problem and no additional source conditions are required. Numerical tests are presented to illustrate the theoretical statements.Comment: 17 pages, 2 figure

An iterative thresholding algorithm for linear inverse problems with a sparsity constraint

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the coefficients of such expansions, with 1 < or = p < or =2, still regularizes the problem. If p < 2, regularized solutions of such l^p-penalized problems will have sparser expansions, with respect to the basis under consideration. To compute the corresponding regularized solutions we propose an iterative algorithm that amounts to a Landweber iteration with thresholding (or nonlinear shrinkage) applied at each iteration step. We prove that this algorithm converges in norm. We also review some potential applications of this method.Comment: 30 pages, 3 figures; this is version 2 - changes with respect to v1: small correction in proof (but not statement of) lemma 3.15; description of Besov spaces in intro and app A clarified (and corrected); smaller pointsize (making 30 instead of 38 pages

On sequential multiscale inversion and data assimilation

Multiscale approaches are very popular for example for solving partial differential equations and in many applied fields dealing with phenomena which take place on different levels of detail. The broad idea of a multiscale approach is to decompose your problem into different scales or levels and to use these decompositions either for constructing appropriate approximations or to solve smaller problems on each of these levels, leading to increased stability or increased efficiency. The idea of sequential multiscale is to first solve the problem in a large-scale subspace and then successively move to finer scale spaces. Our goal is to analyse the sequential multiscale approach applied to an inversion or state estimation problem. We work in a generic setup given by a Hilbert space environment. We work out the analysis both for an unregularized and a regularized sequential multiscale inversion. In general the sequential multiscale approach is not equivalent to a full solution, but we show that under appropriate assumptions we obtain convergence of an iterative sequential multiscale version of the method. For the regularized case we develop a strategy to appropriately adapt the regularization when an iterative approach is taken. We demonstrate the validity of the iterative sequential multiscale approach by testing the method on an integral equation as it appears for atmospheric temperature retrieval from infrared satellite radiances