Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 326 2 4 a Solution 2026-10-06
Write , , and , with as required by coercivity and by the printed inverse power. The Tikhonov regularization with a coercive penalty operator normal equation givesThis also holds for inconsistent data in , because and therefore . Taking the inner product with givesFor any with , put and use Cauchy-Schwarz inequality to bound the right-hand side by . Since , completing the square in yieldsThe positive root of this quadratic inequality is at most . Infimizing over proves the approximate source bound for coercive Tikhonov regularization, in fact slightly more strongly:Injectivity gives . Given any positive tolerance, approximate by for some finite-norm ; for all sufficiently large it is admissible in the infimum. ThusNo attainment of that infimum is needed.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 326 2 4 b Solution 2026-10-06
The approximate source bound for coercive Tikhonov regularization first allows a fixed sufficiently large to make small, then a sufficiently small to make small. This order of limits proves for every datum in its domain.
For the noise error let . Its normal equation for coercive Tikhonov regularization givesCompleting the square shows , hence . The noise-bias decomposition for linear regularization now givesTherefore the sufficient regularization parameter choice isFor example with works. Coercivity makes boundedly invertible for each positive , so these are continuous linear reconstruction operators and form a convergent regularization of an inverse problem.