Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 1 v Solution Created 2026-10-03 Updated 2026-10-06
The Volterra integration operator is injective and has dense range. Its range of the Volterra integration operator is , and its Moore–Penrose inverse of an operator is differentiation on this domain. Thus the error estimate for implicitly requires , in addition to the printed assumption. For an arbitrary function the same calculation bounds error against , but that function need not be in .
Put , and . The three stencils are forward, central finite differences, and backward on , and , respectively. All shifted evaluation points lie in . For , apply and change variables in each of the six evaluation terms. The resulting integration intervals arePair with , with , and the two middle intervals. Each pair has disjoint interiors, so almost every point is counted at most three times. This overlap multiplicity bound for piecewise difference operators provesFor the bias on the middle interval, write the central finite difference as an average of . The fundamental theorem of calculus giveswhere . Extend by zero to the real line. Young's convolution inequality bounds the middle-interval error by . Combining its squared error with the supplied outer-interval estimate gives the central-difference noise-bias boundThe triangle inequality and the operator norm estimate now giveFor , balancing noise and approximation bias minimizes this upper bound atfor sufficiently small that . Capping the parameter at supplies an admissible rule for all positive noise levels. More generally, and suffice; avoids needing or dividing by .
To prove convergence for every admissible datum, not just data, let with and extend by zero. Each stencil is a forward, centred or backward average of . Translation continuity in Lp makes each averaged difference from tend to zero in . Restricting those three bounds to their respective intervals proves . The noise-bias decomposition for linear regularization, with , finishes the convergent regularization of an inverse problem.