Adaptive Wavelet Galerkin Methods for Linear Inverse Problems

  • Authors:
  • Albert Cohen;Marc Hoffmann;Markus Reiss

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

We introduce and analyze numerical methods for the treatment of inverse problems, based on an adaptive wavelet Galerkin discretization. These methods combine the theoretical advantages of the wavelet-vaguelette decomposition (WVD) in terms of optimally adapting to the unknown smoothness of the solution, together with the numerical simplicity of Galerkin methods. In a first step, we simply combine a thresholding algorithm on the data with a Galerkin inversion on a fixed linear space. In a second step, a more elaborate method performs the inversion by an adaptive procedure in which a smaller space adapted to the solution is iteratively constructed; this leads to a significant reduction of the computational cost.