Title | ||
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A Fast Algorithm for Parameter Identification Problems Based on the Multilevel Augmentation Method. |
Abstract | ||
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A multilevel augmentation method is considered to solve parameter identification problems in elliptic systems. With the help of the natural linearization technique, the identification problems can be transformed into a linear ill-posed operation equation, where noise exists not only in RHS data but also in operators. Based on multiscale decomposition in solution space, the multilevel augmentation method leads to a fast algorithm for solving discretized ill-posed problems. Combining with Tikhonov regularization, in the implementation of the multilevel augmentation method, one only needs to invert the same matrix with a relatively small size and perform a matrix-vector multiplication at the linear computational complexity. As a result, the computation cost is dramatically reduced. The a posteriori regularization parameter choice rule and the convergence rate for the regularized solution are also studied in this work. Numerical tests illustrate the proposed algorithm and the theoretical estimates. |
Year | DOI | Venue |
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2013 | 10.1515/cmam-2013-0009 | COMPUTATIONAL METHODS IN APPLIED MATHEMATICS |
Keywords | Field | DocType |
Parameter Identification,Multilevel Augmentation Method,Balancing Principle | Mathematical optimization,Computer science,Algorithm | Journal |
Volume | Issue | ISSN |
13 | 3 | 1609-4840 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
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Hui Cao | 1 | 1 | 1.37 |
M. Thamban Nair | 2 | 18 | 4.61 |