Heuristic parameter-choice rules for convex variational regularization based on error estimates

In this paper, we are interested in heuristic parameter choice rules for general convex variational regularization which are based on error estimates. Two such rules are derived and generalize those from quadratic regularization, namely the Hanke-Raus rule and quasi-optimality criterion. A posteriori error estimates are shown for the Hanke-Raus rule, and convergence for both rules is also discussed. Numerical results for both rules are presented to illustrate their applicability

Regularity of a inverse problem for generic parabolic equations

The paper studies some inverse boundary value problem for simplest parabolic equations such that the homogenuous Cauchy condition is ill posed at initial time. Some regularity of the solution is established for a wide class of boundary value inputs.Comment: 9 page

On prescribed change of profile for solutions of parabolic equations

Parabolic equations with homogeneous Dirichlet conditions on the boundary are studied in a setting where the solutions are required to have a prescribed change of the profile in fixed time, instead of a Cauchy condition. It is shown that this problem is well-posed in L_2-setting. Existence and regularity results are established, as well as an analog of the maximum principle