181 research outputs found
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 , . 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 . 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
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