Efficient solution of ill-posed integral equations through averaging

Fuente: arXiv
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Autori principali: Griebel, Michael, Jahn, Tim
Natura: Preprint
Pubblicazione: 2024
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author Griebel, Michael
Jahn, Tim
author_facet Griebel, Michael
Jahn, Tim
contents This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly induced by the measurement points. Thus, they may scale unfavorably with the number of evaluation points, which can result in computational inefficiency. To address this issue, we propose an algorithm that achieves the same level of accuracy while significantly reducing computational costs. Our approach involves an initial averaging procedure to sparsify the underlying grid. To keep the exposition simple, we focus only on one-dimensional ill-posed integral equations that have sufficient smoothness. However, the approach can be generalized to more complicated two- and three-dimensional problems with appropriate modifications.
format Preprint
id arxiv_https___arxiv_org_abs_2401_16250
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Efficient solution of ill-posed integral equations through averaging
Griebel, Michael
Jahn, Tim
Numerical Analysis
65, 65R32, 65R20
This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly induced by the measurement points. Thus, they may scale unfavorably with the number of evaluation points, which can result in computational inefficiency. To address this issue, we propose an algorithm that achieves the same level of accuracy while significantly reducing computational costs. Our approach involves an initial averaging procedure to sparsify the underlying grid. To keep the exposition simple, we focus only on one-dimensional ill-posed integral equations that have sufficient smoothness. However, the approach can be generalized to more complicated two- and three-dimensional problems with appropriate modifications.
title Efficient solution of ill-posed integral equations through averaging
topic Numerical Analysis
65, 65R32, 65R20
url https://arxiv.org/abs/2401.16250