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An iterative procedure for solving the Riccati equation A₂R - RA₁ = A₃ + RA₄R

M. Thamban Nair — 2001

Studia Mathematica

Let X₁ and X₂ be complex Banach spaces, and let A₁ ∈ BL(X₁), A₂ ∈ BL(X₂), A₃ ∈ BL(X₁,X₂) and A₄ ∈ BL(X₂,X₁). We propose an iterative procedure which is a modified form of Newton's iterations for obtaining approximations for the solution R ∈ BL(X₁,X₂) of the Riccati equation A₂R - RA₁ = A₃ + RA₄R, and show that the convergence of the method is quadratic. The advantage of the present procedure is that the conditions imposed on the operators A₁, A₂, A₃, A₄ are weaker than the corresponding conditions...

A discrepancy principle for Tikhonov regularization with approximately specified data

M. Thamban NairEberhard Schock — 1998

Annales Polonici Mathematici

Many discrepancy principles are known for choosing the parameter α in the regularized operator equation ( T * T + α I ) x α δ = T * y δ , | y - y δ | δ , in order to approximate the minimal norm least-squares solution of the operator equation Tx = y. We consider a class of discrepancy principles for choosing the regularization parameter when T*T and T * y δ are approximated by Aₙ and z δ respectively with Aₙ not necessarily self-adjoint. This procedure generalizes the work of Engl and Neubauer (1985), and particular cases of the results are applicable...

Truncated spectral regularization for an ill-posed non-linear parabolic problem

Ajoy JanaM. Thamban Nair — 2019

Czechoslovak Mathematical Journal

It is known that the nonlinear nonhomogeneous backward Cauchy problem u t ( t ) + A u ( t ) = f ( t , u ( t ) ) , 0 t < τ with u ( τ ) = φ , where A is a densely defined positive self-adjoint unbounded operator on a Hilbert space, is ill-posed in the sense that small perturbations in the final value can lead to large deviations in the solution. We show, under suitable conditions on φ and f , that a solution of the above problem satisfies an integral equation involving the spectral representation of A , which is also ill-posed. Spectral truncation is used...

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