All-at-once versus reduced iterative methods for time dependent inverse problems (1910.02857v1)

Abstract: In this paper we investigate all-at-once versus reduced regularization of dynamic inverse problems on finite time intervals $(0,T)$. In doing so, we concentrate on iterative methods and nonlinear problems, since they have already been shown to exhibit considerable differences in their reduced and all-at-once versions, whereas Tikhonov regularization is basically the same in both settings. More precisely, we consider Landweber iteration, the iteratively regularized Gauss-Newton method, and the Landweber-Kaczmarz method, the latter relying on cyclic iteration over a subdivision of the problem into subsequent subintervals of $(0,T)$. Part of the paper is devoted to providing an appropriate function space setting as well as establishing the required differentiability results needed for well-definedness and convergence of the methods under consideration. Based on this, we formulate and compare the above mentioned iterative methods in their all-at-once and their reduced version. Finally, we provide some convergence results in the framework of Hilbert space regularization theory and illustrate the convergence conditions by an example of an inverse source problem for a nonlinear diffusion equation.