Local Regularization Methods for the Stabilization of Ill-Posed Volterra Problems

Patricia K. Lamm
Department of Mathematics
Michigan State University
E. Lansing, MI 48824-1027

Thomas L. Scofield
Department of Mathematics
Calvin College
Grand Rapids, MI 49546

Numerical Functional Analysis and Optimization 22 (2001), pp 913-940.


Abstract:

Inverse problems based on first-kind Volterra integral equations appear naturally in the study of many applications, from geophysical problems to the inverse heat conduction problem. The ill-posedness of such problems means that a regularization technique is required, but classical regularization schemes like Tikhonov regularization destroy the causal nature of the underlying Volterra problem and, in general, can produce oversmoothed results.

In this paper we investigate a class of local regularization methods in which the original (unstable) problem is approximated by a parameterized family of well-posed, second--kind Volterra equations. Being Volterra, these approximating second--kind equations retain the causality of the original problem and allow for quick sequential solution techniques. In addition, the regularizing method we develop is based on the use of a regularization parameter which is a function (rather than a single constant), allowing for more or less smoothing at localized points in the domain. We take this approach even further by adopting the flexibility of an additional penalty term (with variable penalty function) and illustrate the sequential selection of the penalty function in a numerical example.

Text of paper:


Contact: lamm@math.msu.edu