Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 326 / 1

A regularization of an inverse problem is a family of continuous maps $R_{\alpha }:\mathcal{V}\to \mathcal{U}$, $\alpha >0$, such thatfor every $f$ in the domain of the Moore–Penrose inverse of an operator. A linear regularization has each $R_{\alpha }$ bounded and linear. For example, Tikhonov regularization givesA nonlinear example is quartic-norm variational regularization:Its strictly convex norm penalty selects the same minimum-norm least-squares solution as $\alpha \downarrow 0$, but the map from data to minimizer is generally nonlinear.

A convergent regularization of an inverse problem additionally has a parameter rule $\alpha (\delta ,f_{\delta })>0$ such that, for every admissible exact $f$,An a priori regularization parameter choice depends only on $\delta$ and fixed information about the problem.

Let $u^{†}=A^{†}f$. Linearity and the triangle inequality give the noise-bias decomposition for linear regularizationThe first term tends to zero by the assumed noise-amplification bound. The second tends to zero because $\alpha (\delta )\to 0$ and $R_{\alpha }$ is a regularization of an inverse problem. The right side is independent of the particular noisy datum within its allowed ball. Its convergence therefore proves the uniform noisy-data convergence required of a convergent regularization of an inverse problem.

Use the singular system of a compact operator convention $A{x}_j={\sigma }_j{y}_j$ and $A^{\ast }{y}_j={\sigma }_j{x}_j$. Starting from zero gives no component in $\ker A$. Write $x(t)={\sum }_j{c}_j(t)x_j$. The coefficient equations areSolving these scalar linear ordinary differential equations givesConsequently asymptotic regularization has the spectral regularization method representationThe component of $f$ orthogonal to the closure of the range of $A$ is annihilated by $A^{\ast }$ and contributes nothing. The scalar filter satisfies $(1-e^{-{\sigma }^2/\alpha })/\sigma \le \min (\sigma /\alpha ,1/\sigma )\le {\alpha }^{-1/2}$, so every fixed-$\alpha$ reconstruction is a bounded linear operator. Its long-time limit is the Moore–Penrose inverse of an operator on admissible data.