Displaying similar documents to “Regularization of nonlinear ill-posed problems by exponential integrators”

Gradient descent and fast artificial time integration

Uri M. Ascher, Kees van den Doel, Hui Huang, Benar F. Svaiter (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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The integration to steady state of many initial value ODEs and PDEs using the forward Euler method can alternatively be considered as gradient descent for an associated minimization problem. Greedy algorithms such as steepest descent for determining the step size are as slow to reach steady state as is forward Euler integration with the best uniform step size. But other, much faster methods using bolder step size selection exist. Various alternatives are investigated from both theoretical...

A multiplicative Schwarz method and its application to nonlinear acoustic-structure interaction

Roland Ernst, Bernd Flemisch, Barbara Wohlmuth (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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A new Schwarz method for nonlinear systems is presented, constituting the multiplicative variant of a straightforward additive scheme. Local convergence can be guaranteed under suitable assumptions. The scheme is applied to nonlinear acoustic-structure interaction problems. Numerical examples validate the theoretical results. Further improvements are discussed by means of introducing overlapping subdomains and employing an inexact strategy for the local solvers.

Breaking the curse of dimensionality

Markus Weimar

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In modern science, efficient numerical treatment of high-dimensional problems becomes more and more important. A fundamental insight of the theory of information-based complexity (IBC for short) is that the computational hardness of a problem cannot be described properly only by the rate of convergence. There exist problems for which an exponential number of information operations is needed in order to reduce the initial error, although there are algorithms which provide an arbitrarily...

Highly anisotropic nonlinear temperature balance equation and its numerical solution using asymptotic-preserving schemes of second order in time

Alexei Lozinski, Jacek Narski, Claudia Negulescu (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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This paper deals with the numerical study of a nonlinear, strongly anisotropic heat equation. The use of standard schemes in this situation leads to poor results, due to the high anisotropy. An Asymptotic-Preserving method is introduced in this paper, which is second-order accurate in both, temporal and spacial variables. The discretization in time is done using an L-stable Runge−Kutta scheme. The convergence of the method is shown to be independent of the anisotropy parameter , and...

A parameter choice for Tikhonov regularization for solving nonlinear inverse problems leading to optimal convergence rates

Otmar Scherzer (1993)

Applications of Mathematics

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We give a derivation of an a-posteriori strategy for choosing the regularization parameter in Tikhonov regularization for solving nonlinear ill-posed problems, which leads to optimal convergence rates. This strategy requires a special stability estimate for the regularized solutions. A new proof fot this stability estimate is given.