Eintrag in der Universitätsbibliographie der TU Chemnitz
Volltext zugänglich unter
URN: urn:nbn:de:bsz:ch1-qucosa2-732572
Contributions to regularization theory and practice of certain nonlinear inverse problems
Kurzfassung in englisch
The present thesis addresses both theoretical as well as numerical aspects of the treatment of nonlinear inverse problems. The first part considers Tikhonov regularization for nonlinear ill-posed operator equations in Hilbert scales with oversmoothing penalties. Sufficient as well as necessary conditions to establish convergence are introduced and convergence rate results are given for various parameter choice rules under a two sided nonlinearity constraint. Ultimately, both a posteriori as well as certain a priori parameter choice rules lead to identical converce rates.The theoretical results are supported and augmented by extensive numerical case studies. In particular it is shown, that the localization of the above mentioned nonlinearity constraint is not trivial. Incorrect localization will prevent convergence of the regularized to the exact solution.
The second part of the thesis considers two open problems in inverse option pricing and electrical impedance tomography. While regularization through discretization is sufficient to overcome ill-posedness of the latter, the first requires a more sophisticated approach. It is shown, that the recovery of time dependent volatility and interest rate functions from observed option prices is everywhere locally ill-posed. This motivates Tikhonov-type or variational regularization with two parameters and penalty terms to simultaneously recover these functions. Two parameter choice rules using the L-hypersurface as well as a combination of L-curve and quasi-optimality are introduced. The results are again supported by extensive numerical case studies.
| Universität: | Technische Universität Chemnitz | |
| Institut: | Forschungsgruppe Regularisierung inverser und inkorrekter Probleme Univ.-Prof. Dr. Bernd Hofmann | |
| Fakultät: | Fakultät für Mathematik | |
| Dokumentart: | Dissertation | |
| Betreuer: | Hofmann, Bernd (Prof. Dr.) ; Plato, Robert (Prof. Dr.) ; Kindermann, Stefan (Priv. Doz. DI Dr.) | |
| URL/URN: | https://nbn-resolving.org/urn:nbn:de:bsz:ch1-qucosa2-732572 | |
| SWD-Schlagwörter: | Angewandte Mathematik | |
| Freie Schlagwörter (Englisch): | Inverse Problems , Tikhonov Regularization , Inverse Option Pricing , Oversmoothing Regularization | |
| DDC-Sachgruppe: | Numerische Analysis | |
| Sprache: | englisch | |
| Tag der mündlichen Prüfung | 11.12.2020 | |
| OA-Lizenz | CC BY 4.0 |
