Doctor of Philosophy / Department of Mathematics / Alexander G. Ramm / Several methods for a stable solution to the equation $F(u)=f$ have been developed. Here $F:H\to H$ is an operator in a Hilbert space $H$, and we assume that noisy data $f_\delta$, $\|f_\delta-f\|\le \delta$, are given in place of the exact data $f$. When $F$ is a linear bounded operator, two versions of the Dynamical Systems Method (DSM) with stopping rules of Discrepancy Principle type are proposed and justified mathematically. When $F$ is a non-linear monotone operator, various versions of the DSM are studied. A Discrepancy Principle for solving the equation is formulated and justified. Several versions of the DSM for solving the equation are formulated. These methods consist of a Newton-type method, a gradient-type method, and a simple iteration method. A priori and a posteriori choices of stopping rules for these methods are proposed and justified. Convergence of the solutions, obtained by these methods, to the minimal norm solution to the equation $F(u)=f$ is proved. Iterative schemes with a posteriori choices of stopping rule corresponding to the proposed DSM are formulated. Convergence of these iterative schemes to a solution to the equation $F(u)=f$ is proved. This dissertation consists of six chapters which are based on joint papers by the author and his advisor Prof. Alexander G. Ramm. These papers are published in different journals. The first two chapters deal with equations with linear and bounded operators and the last four chapters deal with non-linear equations with monotone operators.

Ill-posed inverse problems have wide applications in many fields such as oceanography, signal processing, machine learning, biomedical imaging, remote sensing, geophysics, and others. In this dissertation, we address the problem of solving unstable operator equations with iteratively regularized Newton-type algorithms. Important practical questions such as selection of regularization parameters, construction of generating (filtering) functions based on a priori information available for different models, algorithms for stopping rules and error estimates are investigated with equal attention given to theoretical study and numerical experiments.

We present a new method for regularization of ill-conditioned problems that extends the traditional trust-region approach. Ill-conditioned problems arise, for example, in image restoration or mathematical processing of medical data, and involve matrices that are very ill-conditioned. The method makes use of the L-curve and L-curve maximum curvature criterion as a strategy recently proposed to find a good regularization parameter. We describe the method and show its application to an image restoration problem. We also provide a MATLAB code for the algorithm. Finally, a comparison to the CGLS approach is given and analyzed, and future research directions are proposed.

Vibration-based structural health monitoring (SHM) seeks to detect, quantify, locate, and prognosticate damage by processing vibration signals measured while the structure is operational. The basic premise of vibration-based SHM is that damage will affect the stiffness, mass or energy dissipation properties of the structure and in turn alter its measured dynamic characteristics. In order to make SHM a practical technology it is necessary to perform damage assessment using only a minimum number of permanently installed sensors. Deducing damage at unmeasured regions of the structural domain requires solving an inverse problem that is underdetermined and(or) ill-conditioned. In addition, the effects of local damage on global vibration response may be overshadowed by the effects of modelling error, environmental changes, sensor noise, and unmeasured excitation. These theoretical and practical challenges render the damage identification inverse problem ill-posed, and in some cases unsolvable with conventional inverse methods. This dissertation proposes and tests a novel interpretation of the damage identification inverse problem. Since damage is inherently local and strictly reduces stiffness and(or) mass, the underdetermined inverse problem can be made uniquely solvable by either imposing sparsity or non-negativity on the solution space. The goal of this research is to leverage this concept in order to prove that damage identification can be performed in practical applications using significantly less measurements than conventional inverse methods require. This dissertation investigates two sparsity inducing methods, L1-norm optimization and the non-negative least squares, in their application to identifying damage from eigenvalues, a minimal sensor-based feature that results in an underdetermined inverse problem. This work presents necessary conditions for solution uniqueness and a method to quantify the bounds on the non-unique solution space. The proposed methods are investigated using a wide range of numerical simulations and validated using a four-story lab-scale frame and a full-scale 17 m long aluminum truss. The findings of this study suggest that leveraging the attributes of both L1-norm optimization and non-negative constrained least squares can provide significant improvement over their standalone applications and over other existing methods of damage detection.

We present bounds on various quantities of interest regarding the central trajectory of a semi-definite program (SDP), where the bounds are functions of Renegar's condition number C(d) and other naturally-occurring quantities such as the dimensions n and m. The condition number C(d) is defined in terms of the data instance d = (A, b, C) for SDP; it is the inverse of a relative measure of the distance of the data instance to the set of ill-posed data instances, that is, data instances for which arbitrary perturbations would make the corresponding SDP either feasible or infeasible. We provide upper and lower bounds on the solutions along the central trajectory, and upper bounds on changes in solutions and objective function values along the central trajectory when the data instance is perturbed and/or when the path parameter defining the central trajectory is changed. Based on these bounds, we prove that the solutions along the central trajectory grow at most linearly and at a rate proportional to the inverse of the distance to ill-posedness, and grow at least linearly and at a rate proportional to the inverse of C(d)2 , as the trajectory approaches an optimal solution to the SDP. Furthermore, the change in solutions and in objective function values along the central trajectory is at most linear in the size of the changes in the data. All such bounds involve polynomial functions of C(d), the size of the data, the distance to ill-posedness of the data, and the dimensions n and m of the SDP.

The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements.

In this paper we consider the regularization of the Cauchy problem for a system of second order differential equations with constant coefficients.

Die Untersuchung mikrogelinster astronomischer Objekte ermöglicht es, Informationen über die Größe und Struktur dieser Objekte zu erhalten. Im ersten Teil dieser Arbeit werden die Spektren von drei gelinsten Quasare, die mit dem Potsdamer Multi Aperture Spectrophotometer (PMAS) erhalten wurden, auf Anzeichen für Mikrolensing untersucht. In den Spektren des Vierfachquasares HE 0435-1223 und des Doppelquasares HE 0047-1756 konnten Hinweise für Mikrolensing gefunden werden, während der Doppelquasar UM 673 (Q 0142--100) keine Anzeichen für Mikrolensing zeigt. Die Invertierung der Lichtkurve eines Mikrolensing-Kausik-Crossing-Ereignisses ermöglicht es, das eindimensionale Helligkeitsprofil der gelinsten Quelle zu rekonstruieren. Dies wird im zweiten Teil dieser Arbeit untersucht. Die mathematische Beschreibung dieser Aufgabe führt zu einer Volterra'schen Integralgleichung der ersten Art, deren Lösung ein schlecht gestelltes Problem ist. Zu ihrer Lösung wird in dieser Arbeit ein lokales Regularisierungsverfahren angewendet, das an die kausale Strukture der Volterra'schen Gleichung besser angepasst ist als die bisher verwendete Tikhonov-Phillips-Regularisierung. Es zeigt sich, dass mit dieser Methode eine bessere Rekonstruktion kleinerer Strukturen in der Quelle möglich ist. Weiterhin wird die Anwendbarkeit der Regularisierungsmethode auf realistische Lichtkurven mit irregulärem Sampling bzw. größeren Lücken in den Datenpunkten untersucht. / The study of microlensed astronomical objects can reveal information about the size and the structure of these objects. In the first part of this thesis we analyze the spectra of three lensed quasars obtained with the Potsdam Multi Aperture Spectrophotometer (PMAS). The spectra of the quadrupole quasar HE 0435--1223 and the double quasar HE 0047--1756 show evidence for microlensing whereas in the double quasar UM 673 (Q 0142--100) no evidence for microlensing could be found. By inverting the lightcurve of a microlensing caustic crossing event the one dimensional luminosity profile of the lensed source can be reconstructed. This is investigated in the second part of this thesis.The mathematical formulation of this problem leads to a Volterra integral equation of the first kind, whose solution is an ill-posed problem. For the solution we use a local regularization method which is better adapted to the causal structure of the Volterra integral equation compared to the so far used Tikhonov-Phillips regularization. Furthermore we show that this method is more robust on reconstructing small structures in the source profile. We also study the influence of irregular sampled data and gaps in the lightcurve on the result of the inversion.

The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.

We present a new method for regularization of ill-conditioned problems that extends the traditional trust-region approach. Ill-conditioned problems arise, for example, in image restoration or mathematical processing of medical data, and involve matrices that are very ill-conditioned. The method makes use of the L-curve and L-curve maximum curvature criterion as a strategy recently proposed to find a good regularization parameter. We describe the method and show its application to an image restoration problem. We also provide a MATLAB code for the algorithm. Finally, a comparison to the CGLS approach is given and analyzed, and future research directions are proposed.