Title
A Fast Algorithm for Parameter Identification Problems Based on the Multilevel Augmentation Method.
Abstract
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
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
Hui Cao111.37
M. Thamban Nair2184.61