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About convergence rates in regularization for ill posed operator equations of hammerstein type

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The aim of this paper is to study convergence rates of the regularized solutions in connection with the finite-dimensional approximations for the operator equation of Hammerstein type x+ F2F1(x)=f in reflexive Banach spaces under the perturbations for not only the operators Fi,i=1,2, but also f.

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Nội dung Text: About convergence rates in regularization for ill posed operator equations of hammerstein type

’<br /> Tap ch´ Tin hoc v` Diˆu khiˆ n hoc, T.23, S.1 (2007), 50—58<br /> ı<br /> e<br /> e<br /> .<br /> . a `<br /> .<br /> <br /> ABOUT CONVERGENCE RATES IN REGULARIZATION<br /> FOR ILL-POSED OPERATOR EQUATIONS OF HAMMERSTEIN TYPE<br /> NGUYEN BUONG1 , DANG THI HAI HA2<br /> 1 Vietnamse<br /> <br /> Academy of Science and Technology, Institute of Information Technology<br /> 2 Vietnamese<br /> <br /> Forestry University, Xuan Mai, Ha Tay<br /> <br /> Abstract. The aim of this paper is to study convergence rates of the regularized solutions in<br /> connection with the finite-dimensional approximations for the operator equation of Hammerstein<br /> type x + F2 F1 (x) = f in reflexive Banach spaces under the perturbations for not only the operators<br /> Fi , i = 1, 2, but also f . The conditions of convergence and convergence rates given in this paper for<br /> a class of inverse-strongly monotone operators Fi , i = 1, 2, are much simpler than those in the past<br /> papers.<br /> ´<br /> ´ . .<br /> ’<br /> T´m t˘t. Muc d´ cua b`i b´o n`y l` nghiˆn c´.u tˆc dˆ hˆi tu cua nghiˆm hiˆu chınh d˜ du.o.c<br /> o<br /> a<br /> ıch ’<br /> a a a a<br /> e u o o o . ’<br /> e<br /> e<br /> a<br /> .<br /> .<br /> .<br /> .<br /> `<br /> ´p xı h˜.u han chiˆu cho phu.o.ng tr` to´n tu. loai Hammerstein x + F2 F1 (x) = f trong khˆng<br /> ’ .<br /> ’ u<br /> e<br /> ınh a<br /> o<br /> xˆ<br /> a<br /> .<br /> ˜<br /> `<br /> ’ o ’ a<br /> ’<br /> a ’ ’<br /> e<br /> e o .<br /> e<br /> o<br /> a ’<br /> gian Banach phan xa v´.i nhiˆu khˆng chı c´ o. c´c to´n tu. Fi , i = 1, 2 m` ca o. f . Diˆu kiˆn hˆi tu<br /> .<br /> .<br /> . o<br /> ´ . .<br /> `<br /> ´<br /> v` tˆc dˆ hˆi tu trong b`i b´o n`y cho to´n tu. ngu.o.c do.n diˆu manh Fi , i = 1, 2 l` yˆu ho.n nhiˆu<br /> a o o o .<br /> e<br /> a a a<br /> a ’<br /> e<br /> a e<br /> .<br /> .<br /> .<br /> .i c´c kˆt qua tru.´.c.<br /> ´<br /> ’<br /> so v´ a e<br /> o<br /> o<br /> <br /> 1. INTRODUCTION<br /> Let X be a reflexive real Banach space, and X ∗ be its dual which both are strictly convex.<br /> For the sake of simplicity the norms of X and X ∗ are denoted by the symbol . . We write<br /> x∗ , x or x, x∗ instead of x∗ (x) for x∗ ∈ X ∗ and x ∈ X . Concerning the space X , in<br /> addition assume that it possesses the property: the weak convergence and convergence of<br /> norms for any sequence follows its strong convergence. Let F1 : X → X ∗ and F2 : X ∗ → X<br /> be monotone, in general nonlinear, bounded (i.e. image of any bounded subset is bounded)<br /> and continuous operators.<br /> Our main aim of this paper is to study a stable method of finding an approximative solution<br /> for the equation of Hammerstein type<br /> x + F2 F1 (x) = f, f ∈ X.<br /> <br /> (1.1)<br /> <br /> Usually instead of Fi , i = 1, 2, and f we know their monotone continuous approximations Fih<br /> and fδ , such that<br /> h<br /> F1 (x) − F1 (x)<br /> hg( x ) ∀x ∈ X,<br /> h<br /> F2 (x∗ ) − F2 (x∗ )<br /> <br /> g(t)<br /> <br /> M t + N,<br /> <br /> hg( x∗ ) ∀x∗ ∈ X ∗ ,<br /> M, N<br /> <br /> 0,<br /> <br /> 51<br /> <br /> ABOUT CONVERGENCE RATES IN REGULARIZATION FOR ILL-POSED<br /> <br /> where g(t) is a real nonegative, non-decreasing, bounded function (the image of a bounded set<br /> δ. Without additional conditions for the operators<br /> is bounded) with g(0) = 0, and fδ − f<br /> Fi such as the strongly monotone property, equation (1.1) is ill-posed (see the example at the<br /> end of the paper). To solve (1.1) we need to use stable methods. One of them is the operator<br /> equation<br /> h<br /> h<br /> x + F2,α F1,α (x) = fδ<br /> (1.2)<br /> h<br /> (see [1], [2]), where Fi,α = Fih + αUi , Ui , i = 1, 2, are the normalized dual mappings of X and<br /> ∗ , respectively (see [9]), and α > 0 is the small parameter of regularization. For every α > 0<br /> X<br /> equation (1.2) has a unique solution xh,δ , and the sequence {xh,δ } converges to a solution x0<br /> α<br /> α<br /> of (1.1) as (h + δ)/α, α → 0. Moreover, this solution xh,δ , for every fixed α > 0, depends<br /> α<br /> continuously on Fih , i = 1, 2 and fδ , the finite-dimensional problems<br /> h<br /> h<br /> x + F2,α,n F1,α,n (x) = fδ,n , x ∈ Xn ,<br /> <br /> (1.3)<br /> <br /> h<br /> h<br /> ∗<br /> h<br /> ∗ h<br /> where F2,α,n = Pn F2,α Pn , F1,α,n = Pn F1,α Pn , fδ,n = Pn fδ , Pn is a linear projection from X<br /> onto its finite-dimensional subspace Xn such that Xn ⊂ Xn+1 , Pn x → x, as n → ∞ for every<br /> ∗<br /> x ∈ X , and Pn is the dual of Pn with Pn<br /> c = constant, for all n, have a unique solution<br /> ˜<br /> h,δ<br /> h,δ<br /> h,δ<br /> xα,n , and the sequence {xα,n } converges to xα , as n → ∞, without additional conditions on<br /> Fi , i = 1, 2. In the case of linearity for F2 and fδ = f for all δ > 0, the convergence rates for<br /> the sequences {xh,δ } and {xh,δ } are given in the paper [3] provided the existence of bounded<br /> α<br /> α,n<br /> −1 , where I denotes the identity operator in X . It is not difficult to<br /> inversion (I + F2 F1 (x0 ))<br /> verify that this condition can be replaced by the bounded inversion of (I + F2 (x∗ )F1 (x0 ))−1 ,<br /> 0<br /> when F2 also is nonlinear, where x∗ = F1 (x0 ). The last requirement is equivalent to that<br /> 0<br /> -1 is not an eigenvalue of the operator F2 (x∗ )F1 (x0 ) and is used in studying a method of<br /> 0<br /> collocation-type for nonlinear integral equations of Hammerstein type (see [6]). In general<br /> case, i.e., when both the operators Fi , i = 1, 2, are nonlinear, it means that R, the range of<br /> the operator I + F2 (x∗ )F1 (x0 ), is the whole space X . It is natural to ask if we can estimate<br /> 0<br /> the convergence rates for the sequences {xh,δ }, {xh,δ }, when R is not the whole space X . For<br /> α<br /> α,n<br /> this purpose, only demanding that R contains a necessary element of X , the convergence rates<br /> of {xh,δ } and {xh,δ } are estimated in [4], [5] on the base of the zero value of the derivatives<br /> α<br /> α,n<br /> of higher order for F1 and F2 at x0 and x∗ , respectively. This result is formulated in the<br /> 0<br /> following theorem.<br /> <br /> Theorem 1.1. (see [4] or [5]). Let the following conditions hold:<br /> (i) F1 is Fr´chet differentiable at some neighbourhood U0 of x0 s1 −1-times if s1 = [s1 ], the<br /> e<br /> e<br /> integer part of s1 , [s1 ]-times if s1 = [s1 ], and F2 is Fr´chet differentiable at some neighbourhood<br /> V0 of x∗ s2 − 1-times, if s2 = [s2 ], [s2 ]-times if s2 = [s2 ],<br /> 0<br /> (ii) there exists a constant L > 0 such that<br /> (k)<br /> <br /> (k)<br /> <br /> F1 (x0 ) − F1 (y)<br /> (k)<br /> <br /> (k)<br /> <br /> F2 (x∗ ) − F2 (y ∗ )<br /> 0<br /> (k)<br /> <br /> L x0 − y , ∀ y ∈ U 0 ,<br /> <br /> L x∗ − y ∗ , ∀ y ∗ ∈ V 0 ,<br /> 0<br /> <br /> for Fi : k = si − 1 if si = [si ], k = [si ] if si = [si ], and if [si ]<br /> (k)<br /> (2)<br /> (k)<br /> F1 (x0 ) = 0, and F2 (x∗ ) = ... = F1 (x∗ ) = 0,<br /> 0<br /> 0<br /> <br /> (2)<br /> <br /> 3, then F1 (x0 ) = ... =<br /> <br /> 52<br /> <br /> NGUYEN BUONG, DANG THI HAI HA<br /> <br /> (iii) there exists an element x1 ∈ X such that<br /> I + F2 (x∗ )∗ F1 (x0 )∗ x1 = F2 (x∗ )∗ U1 (x0 ) − U2 (x∗ ),<br /> 0<br /> 0<br /> 0<br /> <br /> if s1 = [s1 ] then L x1 < m1 s1 !, and if s2 = [s2 ] then L F1 (x0 )∗ x1 − U1 (x0 ) < m2 s2 !<br /> Then, if α is chosen such that α ∼ (h + ε)ρ , 0 < ρ < 1, we have<br /> xω − x0<br /> <br /> = O((h + ε)θ ),<br /> 1 − ρ + θ2<br /> },<br /> θ = min {θ1 ,<br /> s1 − 1<br /> 1−ρ ρ<br /> , }, i = 1, 2.<br /> θi = min {<br /> si si<br /> <br /> In this paper, the convergence rates of {xh,δ } and {xh,δ } are established under much weaker<br /> α<br /> α,n<br /> conditions on Fi , i = 1, 2. These are the assumptions that R contains some element of X , and<br /> Fi , i = 1, 2, are inverse-strongly monotone, i.e.<br /> F1 (x) − F1 (y), x − y<br /> ∗<br /> <br /> ∗<br /> <br /> ∗<br /> <br /> F2 (x ) − F2 (y ), x − y<br /> <br /> ∗<br /> <br /> m1 F1 (x) − F1 (y) 2 ,<br /> ˜<br /> ∗<br /> <br /> ∗<br /> <br /> 2<br /> <br /> m2 F2 (x ) − F2 (y ) ,<br /> ˜<br /> <br /> x, y ∈ X,<br /> <br /> x∗ , y ∗ ∈ X ∗ ,<br /> <br /> (1.4)<br /> <br /> where mi , i = 1, 2, are some positive constants. Note that in [7] the inverse-strongly monotone<br /> ˜<br /> property was used to estimate the convergence rates of the regularized solutions for ill-posed<br /> variational inequalities.<br /> Below, by “a ∼ b” we mean “a = O(b) and b = O(a)”.<br /> 2. MAIN RESULTS<br /> Assume that the normalized dual mappings Ui , i = 1, 2, of the spaces X and X ∗ satisfy<br /> the following conditions (see [8])<br /> i<br /> i<br /> i<br /> i<br /> Ui (y1 ) − Ui (y2 ), y1 − y2<br /> i<br /> i<br /> Ui (y1 ) − Ui (y2 )<br /> <br /> i<br /> i<br /> mi y 1 − y 2<br /> <br /> si<br /> <br /> , mi > 0, si<br /> <br /> i<br /> i<br /> ci (Ri ) y1 − y2<br /> <br /> νi<br /> <br /> , 0 < νi<br /> <br /> 2,<br /> <br /> 1,<br /> <br /> (2.1)<br /> (2.2)<br /> <br /> i<br /> i<br /> where y1 , y2 ∈ X or X ∗ on dependence of i = 1 or 2, respectively, and ci (Ri ), Ri > 0, are<br /> i<br /> i<br /> the positive increasing functions on Ri = max { y1 , y2 }.<br /> The following theorem answers the question on convergence rates for {xh,δ }.<br /> α<br /> <br /> Theorem 2.1. Assume that the following conditions hold:<br /> (i) Fi , i = 1, 2, are inverse-strongly monotone and continuously Fr´chet differentiable at<br /> e<br /> ∗ , respectively, and<br /> some neighbourhoods U of x0 and V of x0<br /> F1 (x) − F1 (x0 ) − F1 (x0 )(x − x0 )<br /> ∗<br /> <br /> F2 (x ) −<br /> <br /> F2 (x∗ ) −<br /> 0<br /> <br /> F2 (x∗ )(x∗<br /> 0<br /> <br /> −<br /> <br /> x∗ )<br /> 0<br /> <br /> where τi , i = 1, 2, are some positive constants,<br /> <br /> τ1 F1 (x) − F1 (x0 ) ,<br /> ∗<br /> <br /> τ2 F2 (x ) −<br /> <br /> F2 (x∗ )<br /> 0<br /> <br /> ,<br /> <br /> ∀x ∈ U ,<br /> <br /> ∀x∗ ∈ V,<br /> <br /> ABOUT CONVERGENCE RATES IN REGULARIZATION FOR ILL-POSED<br /> <br /> 53<br /> <br /> (ii) there exists an element x1 ∈ X such that<br /> I + F2 (x∗ )∗ F1 (x0 )∗ x1 = F2 (x∗ )∗ U1 (x0 ) − U2 (x∗ ).<br /> 0<br /> 0<br /> 0<br /> <br /> Then, if α is chosen such that α ∼ (h + δ)ρ , 0 < ρ < 1, we have<br /> xh,δ − x0<br /> α<br /> <br /> = O (h + δ)θ/s1 ),<br /> <br /> θ = min {ρ/2, 1 − ρ}.<br /> <br /> Proof. Set<br /> A = m1 xh,δ − x0<br /> α<br /> <br /> s1<br /> <br /> + m2 xh,δ,∗ − x∗<br /> α<br /> 0<br /> <br /> s2<br /> <br /> h<br /> , xh,δ,∗ = F1,α (xh,δ ).<br /> α<br /> α<br /> <br /> It is easy to see that x0 is a solution of (1.1) iff z0 = [x0 , x∗ ] is a solution of the system of<br /> 0<br /> following operator equations<br /> F1 (x) − x∗ = 0,<br /> F2 (x∗ ) + x − f = 0.<br /> <br /> h,δ<br /> Similarily, xh,δ is a regularized solution of the operator equation (1.2) iff zα = [xh,δ , xh,δ,∗ ] is<br /> α<br /> α<br /> α<br /> a solution of the system of following equations<br /> h<br /> F1 (x) + αU1 (x) − x∗ = 0,<br /> <br /> h<br /> F2 (x∗ ) + αU2 (x∗ ) + x − fδ = 0.<br /> <br /> Consider the space Z = X × X ∗ with the norm z 2 = x 2 + x∗ 2 , z = [x, x∗ ], x ∈ X, and<br /> x∗ ∈ X ∗ . Then, the two above systems of equations can be written, respectively, in form of<br /> equations<br /> A(z) = f ,<br /> (2.3)<br /> Ah (z) ≡ Ah (z) + αJ(z) = f δ ,<br /> α<br /> where<br /> A(z) = [F1 (x), F2 (x∗ )] + [−x∗ , x],<br /> <br /> h<br /> h<br /> Ah (z) = [F1 (x), F2 (x∗ )] + [−x∗ , x],<br /> <br /> J (z) = [U1 (x), U2 (x∗ )],<br /> f = [0, f ],<br /> <br /> (2.4)<br /> <br /> f δ = [0, fδ ].<br /> <br /> It is easy to verify that A and Ah are the monotone operators from Z to Z ∗ = X ∗ × X , and<br /> the operator J is the normalized duality mapping of the space Z . Hence, from (2.1), (2.3),<br /> (2.4) and the monotone property of Ah it implies that<br /> A<br /> <br /> h,δ<br /> h,δ<br /> h,δ<br /> J(zα ) − J (z0 ), zα − z0<br /> J(z0 ), z0 − zα<br /> 1<br /> h,δ<br /> h,δ<br /> + [ f δ − f , zα − z0 + A(z0 ) − Ah (z0 ), zα − z0 ].<br /> α<br /> <br /> (2.5)<br /> <br /> It is not difficult to verify that<br /> Ah (z) − A(z)<br /> <br /> √<br /> <br /> 2hg( z ).<br /> <br /> (2.6)<br /> <br /> 54<br /> <br /> NGUYEN BUONG, DANG THI HAI HA<br /> <br /> Further, from (1.4) it follows<br /> h,δ<br /> h,δ<br /> A(zα ) − A(z0 ), zα − z0 = F1 (xh,δ ) − xh,δ,∗ − (F1 (x0 ) − x∗ ), xh,δ − x0<br /> α<br /> α<br /> 0<br /> α<br /> <br /> + F2 (xh,δ,∗ ) + xh,δ − (F2 (x∗ ) + x0 ), xh,δ,∗ − x∗<br /> α<br /> α<br /> 0<br /> α<br /> 0<br /> <br /> = F1 (xh,δ ) − F1 (x0 ), xh,δ − x0 + F2 (xh,δ,∗ ) − F2 (x∗ ), xh,δ,∗ − x∗<br /> α<br /> α<br /> α<br /> 0<br /> α<br /> 0<br /> m1 F1 (xh,δ ) − F1 (x0 )<br /> ˜<br /> α<br /> <br /> min{m1 , m2 }C 2 ,<br /> ˜ ˜<br /> <br /> 2<br /> <br /> + m2 F2 (xh,δ,∗ ) − F2 (x∗ )<br /> ˜<br /> α<br /> 0<br /> <br /> C 2 = F1 (xh,δ ) − F1 (x0 )<br /> α<br /> <br /> 2<br /> <br /> 2<br /> <br /> + F2 (xh,δ,∗ ) − F2 (x∗ ) 2 .<br /> α<br /> 0<br /> <br /> On the other hand, from (2.3), (2.4)-(2.6) and the properties of A, Ah , J, g we have<br /> h,δ<br /> h,δ<br /> A(zα ) − A(z0 ), zα − z0<br /> <br /> h,δ<br /> f δ − f , zα − z0<br /> <br /> h,δ<br /> h,δ<br /> h,δ<br /> h,δ<br /> + α J(z0 ), z0 − zα + A(zα ) − Ah (zα ), zα − z0 ,<br /> <br /> h,δ<br /> and {zα } is bounded, as (h + δ)/α → 0. Therefore,<br /> <br /> C2<br /> <br /> Consequently, C<br /> <br /> √<br /> 1<br /> h,δ<br /> h,δ<br /> [δ + α J(z0 ) + 2hg( zα )] zα − z0 .<br /> min{m1 , m2 }<br /> ˜ ˜<br /> √<br /> O( h + δ + α). Hence,<br /> √<br /> F1 (xh,δ ) − F1 (x0 )<br /> O( h + δ + α),<br /> α<br /> √<br /> F2 (xh,δ,∗ ) − F2 (x∗ )<br /> O( h + δ + α).<br /> α<br /> 0<br /> <br /> (2.7)<br /> <br /> h,δ<br /> Now, we shall estimate the value J(z0 ), z0 − zα . For this purpose, set x2 = U1 (x0 ) −<br /> F1 (x0 )∗ x1 . From condition (ii) of the theorem it follows that x1 and x2 (∈ X ∗ ) satisfy the<br /> system of following equalities<br /> <br /> F1 (x0 )∗ x1 + x2 = U1 (x0 ),<br /> F2 (x∗ )∗ x2 − x1 = U2 (x∗ ).<br /> 0<br /> 0<br /> <br /> By virtue of<br /> h,δ<br /> J(z0 ), z0 − zα = U1 (x0 ), x0 − xh,δ + U2 (x∗ ), x∗ − xh,δ,∗<br /> α<br /> 0<br /> 0<br /> α<br /> <br /> = F1 (x0 )∗ x1 + x2 , x0 − xh,δ + F2 (x∗ )∗ x2 − x1 , x∗ − xh,δ,∗<br /> α<br /> 0<br /> 0<br /> α<br /> = xh,δ,∗ − x∗ − F1 (x0 )(xh,δ − x0 ), x1<br /> α<br /> 0<br /> α<br /> <br /> + x0 − xh,δ − F2 (x∗ )(xh,δ,∗ − x∗ ), x2<br /> α<br /> 0<br /> α<br /> 0<br /> <br /> = F1 (xh,δ ) − F1 (x0 ) − F1 (x0 )(xh,δ − x0 ), x1<br /> α<br /> α<br /> <br /> h<br /> + α U1 (xh,δ ), x1 + F1 (xh,δ ) − F1 (xh,δ ), x1<br /> α<br /> α<br /> α<br /> <br /> + F2 (xh,δ,∗ ) − F2 (x∗ ) − F2 (x∗ )(xh,δ,∗ − x∗ ), x2<br /> α<br /> 0<br /> 0<br /> α<br /> 0<br /> <br /> h<br /> + αU2 (xh,δ,∗ ) + f − fδ , x2 + F2 (xh,δ,∗ ) − F( xh,δ,∗ ), x2 ,<br /> α<br /> α<br /> α<br /> <br /> we have<br /> h,δ<br /> J(z0 ), z0 − zα<br /> <br /> max{τ1 x1 , τ2 x2 } ×<br /> <br /> ( F1 (xh,δ ) − F1 (x0 ) + F2 (xh,δ,∗ ) − F2 (x∗ ) ) + O(h + δ + α).<br /> α<br /> α<br /> 0<br /> <br />
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