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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2020 Volume 60, Number 6, Pages 985–1012 (Mi zvmmf11090)

This article is cited in 3 papers

Extra-optimal methods for solving ill-posed problems: survey of theory and examples

A. S. Leonov

National Research Nuclear University "MEPhI", Moscow, 115409 Russia

Abstract: A new direction in methods for solving ill-posed problems, namely, the theory of regularizing algorithms with approximate solutions of extra-optimal quality is surveyed. A distinctive feature of these methods is that they are optimal not only in the order of accuracy of resulting approximate solutions, but also with respect to a user-specified quality functional. Such functionals can be specified, for example, as an a posteriori estimate of the quality (accuracy) of approximate solutions, a posteriori estimates of various linear functionals of these solutions, and estimates of their mathematical entropy and multidimensional variations of chosen types. The relationship between regularizing algorithms that are extra-optimal and optimal in the order of quality is studied. Issues concerning the practical derivation of a posteriori estimates for the quality of approximate solutions are addressed, and numerical algorithms for finding such estimates are described. The exposition is illustrated by results of numerical experiments.

Key words: ill-posed problems, regularizing algorithms, quality of approximate solution, a posteriori error estimation, extra-optimal quality.

UDC: 517.972

Received: 24.10.2019
Revised: 24.10.2019
Accepted: 11.02.2020

DOI: 10.31857/S004446692006006X


 English version:
Computational Mathematics and Mathematical Physics, 2020, 60:6, 960–986

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