Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 80 4 c Solution Created 2026-10-03 Updated 2026-10-14
To illustrate Tikhonov regularization precisely, take the unknown to be the trace on a chosen enclosing sphere of radius . Use Hilbert spaces and the forward linear operatorAt real positive , , because the real Spherical Bessel functions have a nonzero Wronskian and cannot vanish simultaneously. Moreover . Thus is an injective compact operator: truncating to finitely many harmonic orders approximates it in operator norm, since the remaining diagonal entries tend uniformly to zero. Its inverse is unbounded. This is a linear field reconstruction; estimating the obstacle from the reconstructed field remains a further nonlinear step.
Given coefficients of measured data , minimize the quadratic functionalVarying in every direction gives . The operator is bounded below by , so it is invertible and the minimizer is unique. In coefficients the minimization is separable: has coefficient and has multiplier . Hence the Tikhonov regularization of spherical far-field continuation isThe implied regularized far-field coefficients are . This suppresses precisely the high-order coefficients that make backward continuation unstable.
Let be the exact trace and , with . The noise-bias decomposition for linear regularization isFor a singular value , the noise multiplier is . Since , its supremum is at most . ConsequentlyThis Tikhonov stability bound measures the trace norm, not a distance between obstacle boundaries. The bias coefficient is times the exact coefficient. It tends to zero for each fixed , is bounded by one, and . Splitting off a finite sum and bounding its tail therefore proves as .
A convergent regularization parameter choice thus satisfiesIn nondimensionalized variables, with is one such rule. Without a smoothness assumption on the exact trace there is no universal bias rate and no universal optimal value of . For a concrete normal-operator source condition, suppose and . Each bias multiplier on is , so . Minimizing the resulting bound gives, for ,This optimizes the displayed worst-case bound under that additional source condition, rather than guaranteeing an exact optimum for every datum.
If only the effect of measurement error is minimized, the multiplier bound decreases when increases. Indeed as . But the reconstruction then approaches zero and its bias approaches . Suppressing noise alone does not optimize reconstruction: must balance noise amplification against regularization bias. A geometrically accurate obstacle estimate additionally needs justified shape constraints and a stable procedure for extracting a boundary from the regularized field.