Regularization of Linear Ill-posed Problems by the Augmented Lagrangian Method and Variational Inequalities

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a standard source condition. Using the method of variational inequalities, we extend these results in this paper to convergence rates of lower order, both for the case of an a priori parameter choice and an a posteriori choice based on Morozov's discrepancy principle. In addition, our approach allows the derivation of convergence rates with respect to distance measures different from the Bregman distance. As a particular application, we consider sparsity promoting regularization, where we derive a range of convergence rates with respect to the norm under the assumption of restricted injectivity in conjunction with generalized source conditions of H\"older type

Interpolation and harmonic majorants in big Hardy-Orlicz spaces

Free interpolation in Hardy spaces is caracterized by the well-known Carleson condition. The result extends to Hardy-Orlicz spaces contained in the scale of classical Hardy spaces $H^p$, $p>0$. For the Smirnov and the Nevanlinna classes, interpolating sequences have been characterized in a recent paper in terms of the existence of harmonic majorants (quasi-bounded in the case of the Smirnov class). Since the Smirnov class can be regarded as the union over all Hardy-Orlicz spaces associated with a so-called strongly convex function, it is natural to ask how the condition changes from the Carleson condition in classical Hardy spaces to harmonic majorants in the Smirnov class. The aim of this paper is to narrow down this gap from the Smirnov class to ``big'' Hardy-Orlicz spaces. More precisely, we characterize interpolating sequences for a class of Hardy-Orlicz spaces that carry an algebraic structure and that are strictly bigger than $\bigcup_{p>0} H^p$. It turns out that the interpolating sequences are again characterized by the existence of quasi-bounded majorants, but now the weights of the majorants have to be in suitable Orlicz spaces. The existence of harmonic majorants in such Orlicz spaces will also be discussed in the general situation. We finish the paper with an example of a separated Blaschke sequence that is interpolating for certain Hardy-Orlicz spaces without being interpolating for slightly smaller ones.Comment: 19 pages, 2 figure

On Robustness of Discrete Time Optimal Filters

A new result on stability of an optimal nonlinear filter for a Markov chain with respect to small perturbations on every step is established. An exponential recurrence of the signal is assumed

Functional Integration Approach to Hysteresis

A general formulation of scalar hysteresis is proposed. This formulation is based on two steps. First, a generating function g(x) is associated with an individual system, and a hysteresis evolution operator is defined by an appropriate envelope construction applied to g(x), inspired by the overdamped dynamics of systems evolving in multistable free energy landscapes. Second, the average hysteresis response of an ensemble of such systems is expressed as a functional integral over the space G of all admissible generating functions, under the assumption that an appropriate measure m has been introduced in G. The consequences of the formulation are analyzed in detail in the case where the measure m is generated by a continuous, Markovian stochastic process. The calculation of the hysteresis properties of the ensemble is reduced to the solution of the level-crossing problem for the stochastic process. In particular, it is shown that, when the process is translationally invariant (homogeneous), the ensuing hysteresis properties can be exactly described by the Preisach model of hysteresis, and the associated Preisach distribution is expressed in closed analytic form in terms of the drift and diffusion parameters of the Markovian process. Possible applications of the formulation are suggested, concerning the interpretation of magnetic hysteresis due to domain wall motion in quenched-in disorder, and the interpretation of critical state models of superconducting hysteresis.Comment: 36 pages, 9 figures, to be published on Phys. Rev.

On a coupled PDE model for image restoration

In this paper, we consider a new coupled PDE model for image restoration. Both the image and the edge variables are incorporated by coupling them into two different PDEs. It is shown that the initial-boundary value problem has global in time dissipative solutions (in a sense going back to P.-L. Lions), and several properties of these solutions are established. This is a rough draft, and the final version of the paper will contain a modelling part and numerical experiments

Transmutation operators as a solvability concept of abstract singular equations

One of the methods of studying differential equations is the transmutation operators method. Detailed study of the theory of transmutation operators with applications may be found in the literature. Application of transmutation operators establishes many important results for different classes of differential equations including singular equations with Bessel operato