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On the regularization of Fredholm integral equations of the first kind

Enrico De Micheli·Nicodemo Magnoli·Giovanni Alberto Viano
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Abstract

In this paper the problem of recovering a regularized solution of the Fredholm integral equations of the first kind with Hermitian and square-integrable kernels, and with data corrupted by additive noise, is considered. Instead of using a variational regularization of Tikhonov type, based on a priori global bounds, we propose a method of truncation of eigenfunction expansions that can be proved to converge asymptotically, in the sense of the $L^2$--norm, in the limit of noise vanishing. Here we extend the probabilistic counterpart of this procedure by constructing a probabilistically regularized solution without assuming any structure of order on the sequence of the Fourier coefficients of the data. This probabilistic approach allows us to use the statistical tools proper of time-series analysis, and in this way we attain a new regularizing algorithm, which is illustrated by some numerical examples. Finally, a comparison with solutions obtained by the means of the variational regularization exhibits how some intrinsic limits of the variational-based techniques can be overcome.

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Enrico De Micheli, Nicodemo Magnoli, Giovanni Alberto Viano. 2005-09-30. On the regularization of Fredholm integral equations of the first kind. https://arxiv.org/abs/math/0509726

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