Solving chemical master equations by adaptive wavelet compression

We develop a general convergence analysis for a class of inexact Newton-type regularizations for stably solving nonlinear ill-posed problems. Each of the methods under consideration consists of two components: the outer Newton iteration and an inner regularization scheme which, applied to the linear...

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Bibliographische Detailangaben
Hauptverfasser: Jahnke, Tobias, Udrescu, Tudor
Format: Report
Sprache:eng
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Zusammenfassung:We develop a general convergence analysis for a class of inexact Newton-type regularizations for stably solving nonlinear ill-posed problems. Each of the methods under consideration consists of two components: the outer Newton iteration and an inner regularization scheme which, applied to the linearized system, provides the update. In this paper we give a novel and unified convergence analysis which is not confined to a specific inner regularization scheme but applies to a multitude of schemes including Landweber and steepest decent iterations, iterated Tikhonov method, and method of conjugate gradients.
DOI:10.5445/ir/1000018826