CI1l(dng3 : Nghi~m Chinh Boa Cua Pht(dng Trlnh Tich Phan Lo1;liMQL
CHUaNG 3:
NGHIEM CHiNH HOA CUA PHl!(JNG TRINH TicH
)\
)\
PHAN LOJj.I MQT
Trong chuang nay Lase gidi thi~u mQts6 phuong phap chinh hoa cho phuong trlnh Au =g
vdi A la loan tit tuye'n tinh,li<.~n
t\lC,Compacttu X vao Y
X,Y la cac thong gian Hilbert
Cac cach chinh hoa co the' chia lam 2 lo~i:xc1pxi b~ng loan tit ho~c xc1pxi b~ng khong
gwn.
~
,?
I':
3-.1 X ap
Xl bang toaD tu' :
Ta se c6 g~ng xay dt!ng loan tit Ra :Y~X ma Ra la lien t\lCva la xc1pxi A+ rhea
?
nghIa R~ ~ u : =A+g khi a ~ 0 cho m6i g E D(A+); (j day g la dli ki~n chinh xac
Ne'u ta ky hi~u A.= A* A; rhea 2.7.2 ta co: u = A+gse thoa man A.u =A*gdo do
ne'u A.kha nghich ta duc;lcu = k1 A*g ;con khi A.thong kha nghjch ta hi vQngxc1pxi u bdi
vecto co d~ng Ra (A.)A*g(a >0) vdi Ra (t) la ham s6lien t\lCtren a (A.)~ [a, II A 112]
(xemO.8) va Ra(t) xc1pxi fer) = lit
Trang phc1nsan day ta se gi
Ra(t) -> lit khi a ---~0 cha m6i t > 0
va It Ra(t) I la bj ch~n dell
(2)
(3)
3-1-1.Dinh Iv: Gi<isit (Ra)a > 0 la hQcac ham s6 tht!clien t\lCtren [0,
II
A 112]thoa (2) ,
(3) khi do Ra (A.)A*g~ A+gkhi a ~ 0 cha m6i g E D(A+)
Clut'nJ?Ininh ..
Chung ta chti
y r~ng ne'u/~ la mQt da thti'c thl :
/~A *A) A* =A*/~AA*).
Da djnh ly xc1pxi weierstrass cha cac ham lien t\lCtren a(A*A)
= cr(AA*)
(xemO.7) ta duc;lc
R a (A*A ) A*
=>
= A*Ra.(AA* ) ., dilt. AA* = ARa(A.)A* = A*Ra(A-)
=> Ra(A.)A*g E RangeA*
Da do ne'u gQi {UI1,VI1,
Pn} la singular system cl'ta A(xemO.7)
Taco:
R
a
(A)A.*g =
(~ n.- 2 )(A *g, v n )vn
= R
2 Av }
(
n~l a ~n. )~' n n
~ R
n =1 a
00
l-
(
= ~ R ~l-2
_
n- 1 a n
g,~V
)(
v
~n n] n
( )
= ~ ~l~1Ra ~~ 2 ~, vn} n
n =1
(~~ 2)~, vn} n
R (A)A*g=lim ~ ~l ~1-2R (
)(g,V}=n n=l~ ~n ~,un } n
a
n=l n n
ann
= n=
~ 1~n~~2Ra
lim
a~O
~l-2
Trang 27
(Do (2) , (3) va do dinh ly hQit~lbi ch~n.)
.
=A+g
(do 2.7.4)
.
Trong tru'ong hQp g~D(A +) ke't qua san chi ra r~ng (Ra (A)A"g) akhong hQi t~l(ngay
d hQi t9 ye'u)
3-1-2. Dinh Iv : Ne'u g~D(A +)khi do m6i day an--+ O;(Ran(A)A"g)nla khong hQi t~
Clui'l1J?
111;1111..-
G9i Pia phep chie'u tntc giao tilY len Range(A) = Ker(A"l=Ker (A).L
w
Ra
n
(A)A'Pg = Ra (A)A'g--+z EX
n
w
=>A'Ra
=> ARa
n
n
(A)Pg--+z=>AA'Ra(A~g--+AZ
n
(A)rg --+Az
(Do A la compact xemO.9)
l~i do (2) va (3) ta co:
Til do SHYfa Pg
V~y:
w
(Ran
ARa
n
(A)Pg --+Pg
=Az => g E D(A +) mall
khi n--+oo
thuffn gia thie't g ~ D(A +)
.
(i'\jA' gIn kh6ng h~i II! y(!n
3-1-3. He Qua:
Ntu g ~ D(A~) thl
lim liRa(A) A*gll = 00
'
A
a --+0
~
,!!
Ha1 d ~nh Iy tren ch1
ra rang de t11Udu'QCslj h91 t~ cua xa
:= Ra(A)A"g thl di€u ki~n dn va du la g E D(A+)hay Pg E RangeA (P la phep
. chie'u trljc giao cua Y leu
RangeA) Bay giOta khao sat t6c dQhQit~lcua Xav€
'
'
?
A'
?
A+g
Ta hoan loan co the thay the' di€u ki~n (3) : tRaCt) bi ch~n dell bai di€u ki~n
I
tVll-tRL(t)l~w(a,v)
Voi tE
I
(4)
[o,[IAW]a day
.
w (a, v) la ham so' (chi t6c dQ clia slj hQi t~l) thoa marT
w(a ,v) --+0 khi a --+0 cho m6i v > 0
3-1-4. Eli'd~ : Range (AV) ~ Ker (A).L
Clu(l1g
l11inl1. ..
Avx
=
I vnn(x,w~.
n= I
n (xemO.7)
d day Anla gia tri rieng khac 0 ct1aA va wIllavectd rieng tu'dngling
,
-1
-
"-1
".
Do do : Wn= An A Wn= A An Awn E Range A
-v
"
.L
=> A x E RangeA = (KerA)
(xemO.6.3)
.
3-1-5.Dinh iv : .
.
Ntu AAv x =Pg VOlmQtv > 0 va x .EX nao do thl : II A+g -x
CIUfl1J?
D~t u
111;1111.
a II
~ w (a, v) II xii
.-
=A+g khi do Au = Pg =AA v x => A (ll - AVx) = 0 => II - A v X E KerA
Trang 28
U E (KerA) i va A v x E (KerA) i ~ u - AVx E (KerA) i
ma : KerA n (KerA) i {O}
- vx=O~u=A =
-v x
~u-A
Xa= Ra (A) A*g = Ra(A)A* Pg
ma: Pg= AAvx= Au
~ Ra (A) A* AAVx= Ra(A)A*Au
--
~Ra(A)A
v+l
x = Xa
do do: Ilu- x(x" = II Avx - Ra(A)Av+IXII
= II A v ( 1 -Rex(A)A)x II
II u -xu II ~
w (a,v) II xii
.
(do (4»
Bay giCl d~t ea : =A~g - Xa
3-1-6. Dinh Ii..! Ne'u PgE Range (A V)tuc Pg = A Vxvdi mQt v :2 1 khi do :
lieall ~ fw(a, v-1Xa, v)llxll
Clui:n!?minI!: f)~t u
= A+g~Au = Pg = A.vx= AA*CA.v-I)X
~A(u - A*A v-IX)= 0 ~u-
A*A.v-lx E KerA
ll1 nhu dinh 19 tren ta cling duc;Jc : u = A +g = A* A
.
19-1co : Xa= Ra (A)A*Pg = Rcx(A)A*A x = A*Ra (A)A x
lam ttlong
v-IX
~v
~
~v
~Ca = A+g - Xa = U - Xa = A* A.v-IX - A*RaCA)A. Vx = A*(I - Ra(A)A.)A. v-IX
~
II ea 112= (ea , A*(I-Ra(A)A.)A
=(Aea , (I - Ra (A)A)A v-IX) ~
~ IIcall 2 S
II
II
V-IX)
A call . II (I - Ra(A.)A)A v-Ixll
A ea II II xII w (a , v-I)
(*)
19-ico :
A ea = AA*( 1 - Ra(A.)A.)A.v-IX= A*A.v(I - RaCA)A.)x
Do do : II A ea
112
= (A ea , A ea) = (A*A ea, ea) = (A ea , eeL)
v
= (A*A
(I - Ra(A)A)x, ea)
v
= (A ( 1 - Ra(A)A)x , Aea)
~
~
~
~
~.
~
II Ae(xI12~IIAV(I-Ra(A.)A)II.IIAeall.llxll
sw(a,v).IIAcall.llxll
~IIAeallsw(a,v)llxll
NhUV?y(*)thanh:11
cuI12sw(a,v)llxll.llxll
~
.
s ..jw(a,v)w(a, v-I)
Ileal!
(do(4»
w(a,v-l)
Jlxll
.
Nhu V?y bhng dinh 19 3-1-1 va dinh 19 3-1-2 ta da chI ra duc;Jcr~ng Ra(A)A *g --+
A+g khi va chI khi g ED(A+).
Va m,;lI1h
hon nua ne'uPg E Range(A.* V) \:div :2 1th1
Ileal!= IIA+g - Xall ~ ..jw(a, v -1)w(a, v) Ilxll
~
-
v
*
Trang do A x =Pg va Xa= Ra (A)A g
Bay giClta chuySn sang xet cho traCInghc;Jpg'6la du ki<$nkh6ng chinh X3.Cthoa :
IlgJ - gll s 8
.5
;8 >0
-
* '6
E>~t: Xa = Ra (A)A g
Ntu X: hQit~ltheo mQtnghlan~lOdo v€ nghi<$m
s6 co chuffnnho nha'tA+g khi8--+0,ta noi
nghi<$mxa'p xi 0 tren la nghi<$mchinh hoa clla phuong trlnh . Noi chinh X3.Chon no la
nghi<$mchinh h6a ne'uchQnduc;Jcthalli s6 chInh hoa a ph~lthuQc8 gQila a
=a(8) sao cho :
Trang 29
* 0
hm R
0 ~ ° a( 0) A A g = A -I-g
~
()
Nhu' v~y mC)tC{ich chinh hoa bao g6m khong chi vi~c chQn ilIa ham chinh hoa Rx
ma con la vi~c chQn chugn cho khong gian va chQn a(o) cila thalli s6 chinh hoa
.
GQiC la h~ng s6 thoa ItRa (t)1 ~ C2vdi t E [°, IIAII2J ; a >0
(5)
Va rea) = max {IRa tl: t E [0,IIAII2]}
(6)
D€ Y r~ng
= 00
Jim rea)
a~O
3-1-7. I36 (1e :
va
I\A(Xa
IIA(xa
-
x~ )11 ~ oc2
Ilxa
-
x~ ~
II
ocJ$)
Ta co : A. (xa - x~ ) =A. Ra (A.)A*(g - gO)
Clu'cng l11Jnh:
~
-
= (A(xa - x~ ) , A(xa - x~.
x&)W
»
= (A. (xa - x~ ) , Xu - x~ )
- *
o
= (A Ra(A)A (g -g ) , Xa- x~ )
~
~
8
= (A Ra(A)(g -g') ,A(xa-x~»
~
.~
~
IIA(xa
-
11
Ra (A)(g -gO)IIIIA(xa
- x~)11
x~ )112 ~ C211g- gOIIIIA(Xa - x~ )11(do(S»
IIA(xa -x~)11 ~C21Ig-g011 ~c2(*)
Bay giG xet IIxa Ta co :
x~11
Xu - x~ = Ru(A.)A*cg - go)
~
Ilx a - x
~
r
=
(x a
-
x a' R a
(/\)A*
(
)
go))
g - gO)
= I X a - x a' A *R a (A ~ g
-
=1 A(Xa -Xa}Ra(A~g-gO))
~
Ilxa -x~r
~IIA(Xa-xalIIIRa(A~g-go)11
~
o2C2r(a)
Do (*) va do (6)
Bay giG ta se giiii quye't dieu ki~n dll de' O~O
Jim xoa
.
= A -I-g
Ta se giJ slYa :[0, -I-oc)-~ [0, -I-oc)la ham lien t\lCkh6ng am va a(O) =0
3-1-8. Dinh Iv :
Ne'u g E D(A+); a(o)~O va ~?r(a(o» ~O khi o~O khi do X~(6)-->A+gkhi 0 ~ 0
Trang30
Clutnf! minh :
Taco:
A + g - x ~(O) ~
IIA
II
+ g - x a + IIxa( 0) - x~(0)
~ IIA +g
II
- Xal/ + oc.Jr(a(o))
(Do b6 d€ 3-1-7)
l<;1ido dinh 193-1-1 ta co Xa«5)-+A+g khi 0 -+0 va do gia thie't
Iim 0.jr(a(5»
0-+0
Khi 0 -+ 0
=> IIA+ g - x ~(o)
0
II
-+ 0
+
.
Khi 0 -+ 0
=> xa(o) -+ A g
Bay giO ta xet de'n khai nit$m chinh hoa ye'u do cac di€u kit$n khong m<;1nhcua 02r(a(0))
Ta gQi xifp xl
{ ~(O)}
x
Iii weakly
regular
u€u eho mill day (0,)
->
0 ta c6:
v€ A+g khi 0 -+ 0
Ne'u di€u kit$n do khong tho a thl ke't lu~n nhu the' nao v€ s\f hQi tl,lcua
va g E D(A+) khi do
J
=0 la di€u kit$n dll clla s\f hQi tl,lm<;1nhclla
Ta da co do dinh Iy 3-1-8 0-+0
Iim 0.Jr(a(5»
3-1-9. Dil1hIf: Gia sU'
x :[0 n
0
xa(o)
:
X~(o)
?
.
Iim sup02r(a(0))<00
0-+0
X~(o) hQitl,lye'u.
CIUfnf! minh :
D~t u
= A +g va
gia sU' Oil -+ 0 khi do ta co :
8
u-x at8n)
8
= u-x
a(8n) +x a(8n) -x at8n)
Do di€u kit$nOil-+ 0 ta da co (xem dinh Iy 3-1-1) xa( 0n) -+ u Khi n -+
Bay giG ta phai chi ra
8
x at 0 n)
00
w
Khi n -+
-
xa( 0 n) -+
A +g
00
0
La'y Z E KerA ta co :
Trang 31
-x
0~
[
J
{g - g
(
= z, R a (i\
z,x 0:[0 n J
{
,
0n
o:lon J = ,Z,A. R 0: (A { g - g0n )) = [ Az, R0:(A,\g
8
= I 0, R a
La'y Z EORange(A")
"
JJ
0)1
,
~
(A g - g
n
{
JJ
-g
=0
JJ
(chli y (ketAl = (RangeA")
G1a su Z = A x, ta co :
'??
[ z, x a[ 8
X x:('8 J
~
( A \,
A *R a (A { g - g 8 n ) J
= [ x, AA *I< a (A { g - g 011 JJ =[ x, AI< a (A { g - g 011 JJ
~llxllllAR a
(Allg-gOn
ll
ll
~llxllc20
n
~O
.
Kht n ~
0
00
Ta co KerA EBRangeA" la tru m?t trong X
"
\fz EOKerA EBRangeA
;
[lOXaloof
Tli dosuy ra :
X:(oJ
0
xar\ 0 n )
-+ 0
w
-x an o
.
-~O
( n)
Bay gio ne'u di€u ki~n c1acho la ye'u hODnua
3-1-10. Dinh Iv:
Gdl sli' A kh6ng
co
0I~ 002a(o)R a(o) (a(o)
eha [X:[0 J
h~ng
P=
00
hUH h~1n, g
EO D(A+);
aCe)
. Khi d6 3 day o. vdi 0,,->0 va g'"thoa
th6a
di€u
ki~n
ligon - gll ~ 0 n sao
kh6nghqit~ yea
Clucnfjminh :
GQi {un,VIl,~lll}
la singular system cila A va d~HAn=~l~2 (Anla gia tri rieng cL\aA*A, Anla
day giam v€ kh6ng VIA kh6ng co d~ng huu Iwn xem 0.7 )
[0,+00) ~[O,+oo); a(O) =0 Ben 38n ~ 0 sao cho a(On)=All
Do di€u ki~n lien t~lCcl\a a:
s:
1::\ t 8n
u~1 g = g-Onlln
~
Chli y r~ng
:Xn(8n) =I~n(81l)
(A)A*g ~ A +g
khi n~
00
(do 3-1-1)
Trang 32
6
L~i co:
xa[ 0n) - x a(o n) = R a(o n /A)A * (g - g 0 n )
(A)A* 6 v
= Ra(o n )
n n
-0
-
-
-
nlln
a(o n
0 ~l-IR
II
aeon)
-xon
aeon)
-02
-
11
-2R
nlln
n
(\
n n
a(o) n \/...n f' n
2
=> x
) (AfY
~\-
-IR
R
/...
(/...n f -02/...
n n a(on ) ( nf
a(o) n
-
= o~a(on)Ra(o n ) (a(on)f ~
0
Ta co:
0
Khi n ---t
00
0
xa(o n ) = xa(o n ) -xa(o n ) +xa(o n ) ;:::Ilxa(o n )
Ma:
x
+
va
a(o n ) ~ A g
0
=>fIxal(on ) ~
00
6
x n
a(o n )
11
-
xa(o n )
0
00 =>xa(o
n ) KhonghOit~lye'u
Nhu' v~y trong dieu ki~n g EOD ( A +) va 11gB
-
gll
~
-
x a(o n ) - "x a(6 n )
+00
.
s; 0 ta cHikh':l0 sat sl! hOi t\l cua x~(o) ve
xa ph~l thuOc VaG Ra(t).
Bay giG ta xem m<)t cach chinh hoa voi mOt Ra (t) C~lth6
1,
Ra (t) = t+a
~
wc x
a
= ( A + aJ)
-1
Ag
va ham so' chi t6c dO hOi t\l khi c10la m«x, v) = av voi 0 < v s; 1
Celeh chinh hoa nhu v~y gQi la each chinh Tikhonov.
Ong dil gi
Om
cl!c ti6u clla phie'm ham Fa (x) = "Ax - gll~ + allx"~ gQi la phiS-m h~lll1Tikhonov.
3-2. Cach chlnh boa Tikhonoy :
3-2-1. Dinh If :
Gi,l stYA la 1-1 va Range A =Y; GQi A* loan ttYlien h<;Jpcua A khi do Va> 0,
phuong trlnh Aa + A*Ax = A*g luon co nghi~m duy nha't Xa, ph~l thuOc lien t\lc VaGg va Xa
la ctfc ti6u Cllaphie'm ham Fa (x) = !lAx- gll~ + alJxll~
Trang 33
ClucnR minh :
X6t roan tti a : X x X -t R.
'"
(u,v) -t a( u, v) + (A Au,v)
=a (u,v) + (Au, Av)
.
Ta tha'y a la song tuye'n tinh
.
a lien t~ICVI:
-
la(u, v)l::; al(u, v)j +1(Au,Av)1
::; allull.llvll + IIAull.IIAvll
(A lien t~IC)
s allull.livII + c21lull.livII
s
lIa(u, v)11 (a + C2 )11uI1.livII
.
a cuBng bur VI a(u,u)
=a
( u,u) + ( Au, Au)
= allul12+IIAuf
~alluf
X6t L: X -> R.
'"
u H ( A g, H).
. ta tha'y L la phie'm ham tuye'n Hnh lien t9c.
Do d6 :ip d~1DgLax Milgram ( xem 0.10) ta thu duQc
T6n t(;liduy nha't u EOX sao rho a (u,v) = L(v) \I V EOX.
Tuc a(u,v) + (A"'Au,v) = (A"'g, v) \I v EOX.
=> (au
'"
'"
+ A Au - A g,v) = 0 EO\Iv EOX.
'"
'"
=>au + A Au= A g.
Sv duy nha't : Do axa + A"'Axa= A"'Ag<=>(aI + A"'A)xa=A"'gDen ta chi dn chung
minh (aI + A"'A)la 1-1.
'"
'"
Ta co : (aI + A A)x = 0 =>(ax +A Ax,x) = 0
.
=> a IIxl12+ ( A'"Ax,x) = 0 => allxJJ2+ IIAxl12
= 0 =>
IIxii
=0
=> x = O.
Ngoai ra do aI + A'"Ala tuye'n tinh V?y aI + A'"A la 1 - 1.
Sv phi,!thuQc lien t~!C:
Ta chi dn chung minh ne'u ax + A'"Ax = z -> 0 thl x -t 0
Ta co : ax + A"'Ax= z =>(ax + A'"Ax,x)= (z, x)
2
*
2
2
=>allxll +(A Ax,x)=(z,x)=>allxll
+IIAxll-=(z,x)::;llzll.llxll
Trang 34
=>aIlxf ~ Ilzll.llxll=>allxll~ Ilzll
Cho z -+ 0 => a Ilxll -+ 0 => x -+ O.
Xu 1a c\fc lieu phie'u ham Fu.
Ta co:
-g112 +allxI12-CIIAXa
-g112 +a11Xa112
Fa(X)-Fa(Xa)=IIAXa
= flAx - gl12 -IIAX a - gl12 + aCllxf -llx a 112)
=IIAX-AXa
-I-Axa -g112-IIAxa _gll2 +acIIX-Xa
=IIACX-Xa)112
-I-2CAxa -g,ACX-Xa)-I-aIIX-XaIl2
+Xa112-IIXaI12)
-I-2a(Xa,X-xa)
= IIACX- Xa)112 -I-2CAxa - g,A(x - xa) -I-allx - xal12 -I-2a(Xa'X
- xa)
*
*
=> Fu (x) - Fu(xu) ;::2(A Axu - A g, x - xu) + 2a( Xu, x - xu).
*
*
=> Fu(x) - hxCxu);::2(A Axu -A g + axu, x - xu)
,*
*
ma : A Axu - A g + axu = 0 => Fu(x) - Fu(xu) ;::O.
NgliQc l?i ta cling tha'y Fu co day nha't mQt c\fc lieu xac dinh bdi 1"(0) =0 vdi mQi w
E X trong
do:
[(i) = Fu(xu + tw) = IIA(Xa+ tw - gl12 -I-allXa + tIff
,
*
*
[(0) = 2(A Axu - A g + a Xu , w) = 0 V w
Do do Xu tho a : A*Axu - A*g +a Xu = 0
.
.
*
=> A Axa.+ a Xu= A g
Dieu nay phli hQp vdi Xu= (A. -I-a1)-1 A*g
Vdi ham chi t6c dQ w(a,v) = av nhli da noi d tn~n
Cling \rdi cac ke't qua 3-1-5 va 3-1-6, ta dliQc
M qua
san :
3-2-2. H~ (jua :
.
Ne'uA+gE Range(A.V)vdi O
.
Ne'uA+gE Range(A*)khidoI/A+g-xa 1/=8(a1/2)
8(a v)
Trang 35
IIA+g-Xa II~o(av) chI al~oIIA+:~Xa II ~C*O
(Jd§y
IIA+g-Xa II~e(al/2)
chI al";oIIA+iaXa
II =c"o
Bay gio chung ta chuy€n qua xet x~ = (1\ +exlr1A*g8 vdi 11gB- gll:s:;0
Chu
y f~ng vdi
R (t)=
ex
t
It~(t)1 :s:;-:s:;
t+a
E
~t+ex =>r(ex)= maX{\R ex(t~,t
~
[
O,IIAI12
]}
=~
ex
1
3-2-3. Dinh Iy :
.
ChQn a = K8 ;A+g E
.
ChQnex=Ko
.
.
Range
2/(2v+l)
(A*) thlllA+ g - X~(o)11= 8(01/2)
-v
.
;A+gERange(A),O
'
II
+
0
2v/(2v+l)
A g-xex =8(0
11
)
Clucng minh.. Tli 3-1-7, ta SHYfa:
IIA+ g - X~(o)lI:s:; IIA+ g - Xex(o)11+llx~(o)
- Xex(o) II
:s:;IIA+ g - x ex(o)11+ o.I.J;(ex)
:s:;IIA+ g - x ex(o) II+
!r-a
L~i do 3-2-2 0 tnSn
.
Neu chQn a = Ko vdi K 1ah~ng du'ong va A+g E Range (A*) , ta ou'<;fc:
IIA +g - Xex(o)11
=> IIx~(o)
.
Neu chQn a
= Ko2/(2
IIA+ g
va -~ fa--
ex
--
-
= 8(01/2)
A+ gll = 8(01/ 2) (1)
V+l) va Alg E Range (1\") vdi O
Xexll = 8(02v /(2v + 1»
0
17
"K02/(2v+l)
1
02/(2v+l)
- -JK'
.
=> Ilx~(o) - A + gll = 8(02v/(2v + 1)}(2)
Trang36
Va nhu v~y t6c dQ hQi tt,lnhanh nha't rhea ht%qua nay la 8(02/3), n6 xay ra khi
A+gERange (A) va a
= A02/3
ung voi v = 1.
Ta dii giai quytt duQc va'n de t6c dQ hQi t~l( trong cach chinh h6a clla Tikhonov )
d?t duQc t6i da la 8(02/3) .
.
Bay gio ta chungto ding t6c dQ.d6khongth~ cao hdn m1'a.
3-2-4. Dinh Iv :
Gia sa g ED(A+) va A+g - x
II
= 0 va Xa= 0 \I a
ClutnJ! minh.. Gia sa u = A g
a
.
= O(a)
tuc
Jim
+g - x
.
a =0
a
IIA
II
a-+O
II
Khi d6 A+ g
+
dill e
.
a
=xa
- u. Khi d6 :
(A + aI)ea = (1\ + aI) (xa- u) = (A + aI)xa - (A + aI)u
= (A + aI) (A + aIrlA*g - (A + aI)u
*
*= A g - (A + aI)u = A g - (Au
(A + aI)ea= -au =>allullS Milea"
.
=>
Jim Iluil= 0 =>
a-~O
=>0
1
= -au
(do gia thitt )
u =0
= Au = Pg
-
=O(a)
+ au)
-
*
1
.
*
va Xa=(A + aIr A g = (A + aIr A Pg = 0
Trong 3-2-2 ntH cho v
=1, ta tha'y A+g E Range
(A) tIll IIA+ g - Xall = 8(a). NguQc
I~lihay xet djnh 19 salt :
3-2-5. Dinh Iv :
Ntu g ED(A+)va IIA+g-xu!1= O(a) khi d6 A+gERange (A).
ClUtllJ!minh.. GQi {un, VII,Jln}la singular system cua A
.
00
u =A+g , ta c6 : u = L: Jl (Pg, un)vn
.
n
n=1
E>i'it
-
-
1 *
1
*
00
.
}
Clingv~yXa= (A + aIr A Pg = (A + aIr A L: ~Pg,un n
n=1
= (A + aI)
-I
00
*
L: (Pg, un) A Vn
n=1
00
=(A + aIrl
L: ~ln -1(Pg, un)vn
n=1
-1
I
~l
n= 1 n
=
1 ~g, u n ~ n
~2
I\, +a
n
00 A; la gia t1'i 1'ieng clla A ; AIl= ~l~ 1 (Xern 0.7.3)
t1'ong
~l
00
=
(
\
n 2 \Pg, unf
n = 11 + a~l
n
L.
n
2
u
Il
-
x
a
I I (~ n
2 =
II
11
~n
-
1+ a~l 2
n
6
n=
~
00
)(Pg, u )v "
nn
(
L
12
n2 2Ipg,Un~
n=I(1+a~l n )
=a2
2
Nhung lilt- xa II = 8(a 2) (do gia thie't) =>
2
00
~l6
L.
n
n = 1(1 + a~l n
2 )2
I
(p, un)
g
1
bi ch~n khi
a~O,
00
~l6
=> L
11
11=1(1+a~l2)2
n
=>Pg ERange
(AA)
=>A+gERangeA
Ta
l<;\i tic'p
2
<00
I
(Pg,Un)
(Xern
/
0.7.5)
.
( VI A(A+g)= Pg)
tl,\C xet
vdi
du ki~n
kh6ng
chinh
xac
gO thoa
Ilg-g811S;O
v~n ky hit%ux~ = (1\ + alrlA"g6,
'
.
Ta v~n hy vQngse o(,\toU<;lct6c 0(>h(>it\l t6t nha'tla B(6), t1'uongh<;lpnay chi xay
1'acho loan tU' A co h,;\llg huu lwn cling vdi each chQn a = C6. Th~t v~y, ne'u A co h(,\ng
huu l1<,1n
thl A+ la bi ch~n (do 2-7-3) va :
u - x~ = A+g - Ra(A )A"g6
= (A~ - Ra (A )A*)g
= A+g - Ra(1\ )A"g + Ra(A )A*g - Ra(A )A*g6
+ Ra (A )A*(g - g6 )
Do A~ bi ch~\ll => Range (A) dong
( 2-7-3)
Nen Ra(A )A* h(>i t\l de'n A+ va IIA + - Ra (A)A *11 = 8(a) (Xern [1])
Do d6 ntu chQn a = C li ta ou<;1cfix
~
x~11
= 8(a)
Trang 38
? ~
,.!,.!
'
.,
5
'>.2/3
Trong [2] cling ch1rang:
) ch 0 m91 cac h ch 9n g, g
nell toc d 9 h91 t~l ] a 0 ( u
A'
A
.
thoa JIg- g 811~ 8 .Khi do A ph,h co h,;ll1g hull l1<;1n,
Trang
[4]
'>.
cling chi r~ng : Ne'u u E Range(A V)vdi 0< v ~ 1
'>.2/(2v+l)
'
A
,
',.!,
'>.2v/(2v+l»
va sa1 so co b~tC0 ( u
a ( u ) =C u
'
'
-
kh 1 d 0: A co h ~ng h UUh~n.
VI V?ysall day ta chi xet truong hQpA co Iwng vo h~n.
=K.
Trong uinh ly 3-2-3, ne'li chqn a
ta duQc t6c de) he)i t~l 0(52/3).
5213
Bay gio ta chi ra r~ng do la dip de)t6t nha'tco the duQC,
Ta v~n gia thi€t a
= a(5)
~ 0 khi 5 ~ Ova g E Range A va u
= A+g
3-2-6. n6 (1&:
N€u u -:t 0 khi do a(8) = 8(llu- x~(8) II)+ 8(8)
Clutng minh ..
= ( A + aI)u
Ta co : ( A + a(8)I)(u - x~(8»
-
-
.
-
1
- ( A + aI) x~(8)
'" 0
= ( A + aI)u - ( A + aI)( A + aIr A g
-
'" 0
= Au + a(8)u - A g
=> (A+a(8)I)(u-
=a(8)u + A'" (Au - g0)
x~(8»=a(8)U
=> a(8)u
=( A +a(8)I)(u - x~(8»
=> a(8)
= 8I1u-x~(8)11+8(8)
+ A'" (g-gO)
+ A'" (gO - g)
.
3-2-7. Dinh Iv :
Gia sti A khong co hi;tnghuu hi;tnva lIu- x~(8)11
thoa jig- g811~ 8
= 0(82/3)
khong phV thue)c gO
. Khido u = 0
Clutng minh .. Gqi {un, vn, ~ln}la Singular System Clta A
Do A khong co hi;tng huu hi;tnnen /-l" ~
~
'>.
- 3 ,8n
D at
. u n = ~ln va g
= g + u'>.n U n
8
00
khi n ~
00.
. '
, kl.11.0:d
'
- x
x 8n
-u=x .
-u+x n
8 )
(
a(8 n )
a (8 n }
a n
a (8n )
Trang 39
~
=x
=x
[ n)
ao
1
*(
u
+ (A + aT) A
-
u
+ 0 (A + aTt 1A *u
n
2
-
~
~ + 0 u )- (A + aT)
n n
-
[ n)
a 0
-
1 *
A g
n
2
2
0
20 ~
a(oXu
Do do Ilx
xa(onr u
~
0 ~
[Xa(onr u, vn J + [ 1:~:~ }
+H:I1~
( B~ng each lam Wong ttf nhu' trong dinh 1;' 3-2-5 )
2
2
2
0
20 0-1/3
0 0-1/3
- II
+
n n
- u
=x
X
+
n n
Do 0" =
=> IIx 11
- u, v
a 0
a 0
1+ ao - 2I 3 a [ 0 )
n
1+ ao - 2I 3
II
n)
[
[
n)
2
-
u
[
J
n
n
)
2
2
0
=>IIx n
[
n
= x
a[0n J
-
u
202/3
n
+
x
a[0n
1 +ao~ 2 !3[
a[ 0 n J
uv
-
'
J
02/3
+
n
n) ( 1+ ao ~ 2/3 J
2
0
=>0- 413 x n
n
11
a
o
(
-
u
n)
>
20- 2I 3
n
- 1+ao-2/3
11
.
Ne'u u *- 0, khi deSdo
x
[
-
a
+
u v
'n
o
J
( n)
-
(
1 + ao
-
n
2 13
)
2
bc1de (3-2-6), ta co :
a(o)6- n 2/3 ~ 0 khi 0 ~ O( VIaCe) cling ca'p VOL0)
0-2/3
=>02 0lim
sup 1+ ao
n -213
~ 0
n
5::
( x a (un )
-u,v
(*)
nJ
Do giil thie't Ilu- x:1(0) = 0(02/3) VOLg;; thoa Ilg- gOII~ 0 Hen trong tru'ong h<;Jpd~c bi~t
khi g = gO,ta cling phai colin - xa(o)11 = 0(02/3) Hen(*) => 0 21. Va 1;'. V~y n =o.
Bay gi(J ta lien h~ vdi 3-2-3 cho tUng tru'ong hQp v = 1, tue la t6c dQ d?t du'Qct6t
nha't.
3-2-8.Dinh ly :
Gia sli' a(o)=K.02/3
thuQc gOtho a I/g- gO /I~ 8
Clu'tng
, K la h~ng du'ong. Ne'u Ilu-x~(o)"=e(o2/3)
. Khido U E Range
khong phl,l
(A.)
minh ..
Trang 40
~lll-3
D?t {un, vn, ~ln}la Singular System cua A va gi
= 1)
Khi do :
~
00
u - x~
= n 2:
~ln (g, Un) 112 (g 8 , un)
=1
. 1+ a~l
~lnn(g,
n=I
00
n = 1l
00
n
2
1+ a~l 11
(g U )v
' n
I= 1~~(a~~
-6)2
(1+ a~l2) 2
11
-
n 2 (g, un) v n
(a-o~-2)2
2:
n
=1
1+ a~l n
]
n
leg,un)1
11
00
11
o~
n 2 )(g, un) -
n
11= 1
~
(~n -
n
1+ a~ n
2
~ (a~l -0)
= I:
Illl-x~112
)-
~l
.
= I:
=>
U
1
~ln
n 2 (g + og, Un ) v n
1 + a~
J
00
= I:
(do 2-7-4)
vn
2
'
6
2
1
(1 + a~l 211) 2 ~ n (g, un )1
Do liLt- Xa(o)11 = e( 02/3) Ben 3M thoa :
2
K-01l3
u-xo
M2
1I
a
20 -4/3-
-
I1
I:
2:
11=1l
2
.
N
c 81/3 -2
~ln
n = 1[ J;a~l2
.
~11
1+CI.~l2
11
6
n
1 ~lnl(g, Un)!
N
2
n=l
Tli do g E Range (AA)
=> AgE
Nhu' vh
RangeA
n
1
6
f'n(g,unJI
1
1
.'
2
Cho 0 -+ 0 ta co L C2~l6 (g, u )
+
2
00
.
2
-2
n
~M
\iN
1
(Xem 0.7.5 )
cae ke't qUll 3-2-7 va 3-2-8 kh~ng dinh ca'p dO tdt nha't cua st,I'hQi t\l (
t1'ongt1'u'ongh9P nhan khong SHYbien) la 8(02/3).
3-3. Nguyen It \Jhan ky :
.
.
Trang ph~n nay, ta gia sa gOIa dO'ki~n do d~c thoa Ilg- gOIlS 8 S IIg811 (1)
Trang do g E RangeA
D?l D( a,g8) = IIAX~- g8\1 trong do X~ = (1\+alylA"go.
3-3-1. BiBh Iv :
Giii sa g, gOlh6a (1), khi do ham s6 a --+D(a,gO)la ham lien t\le, tang va t6n t?i a
d€ D( a,gO)
=8
CIUl:nJ.?minh:
GQi {un, VII'~ln}la Singular System eua A
Taco'
xa
8
=>
= (A + aI t 1A *g 8
Ax~ _g8 =A(A+alt1A*g<>
2
00
= I
- a~l
(
n
_g8 =A(A+alt1A*g8
_g8
8
)
n2 g8,Un un -Pg
n = 11 + a~l
(j day P la phep ehie'u tn,iegiao clla y len (RangeA)1Khi do:
a~~
D(a,g8)2
I ( l+a~2 n J \go,ui
=IIAX~_g8112 = n=1
D~ng thue tren chung t6 a --+D(a,gO) lien tve va tang do
y r~ng
L<;lichli
Jim
a--+oo
+ IlrgO112
a~2
n tang.
1+ a~ 2n
:
D(a,g8)2
=11(I-p)g8112 +llpg8112 =llg8112>82
.
Cling tu g E Range(A) va PIa phep chie'u tnjc giao lIen (RangeA)1-
aJ:oo D(a,g8)=llpg811
ma a --+D(a,gO) lien We Hen t6n t<;lia d€ D(a,gO)
Dinh ly tIen cho ke't qua la t6n t<;lia d€ D(a,gO)
stj t6n t<;lia thch
D( a,gO)
.
=8
=o va do a
--+ D(a;gO) la tang nen
= o la duy nha't.
Bay giGc1?tr(a,go):= g8,-Ax~
=> D( a,go)=llr(a,gO)1I
(2)
va
A \{ a,gO) = A *(gO - AX~)
= A *gO
=A*go - A(A + aI )-1
~
~
*
- A *AX~
A g
o
=(I-1\(A+alt1)A*gO.
A*{ a,gO) = a(1\ +alt
Khi do sai s6 giua u thoa Au =g ( chli
lilt - x ~
r=
+ IIX ~ 112 -
!lu112
(3)
1A*gO = ax~
Y
g E RangeA) vdi xO
a :
2(u,x~ )
ma do (3), ta co : x~ = ~ A *{ a,gO) nen
Ilu-x~112 =11uiI2+llx~112 -
~( A*{a,gO),u)
=llul12+llx~112- ~({a,gO),g)
= !lu112+ Ilx~ 112 -
= lilt
Ilu-x~r
f+
Ilx
~ ( {a, gO), g - gO+ gO)
~ 112 + ~ ( {a, gO), gO - g)
~lluf+llx~112 - ~({ex,gO),gO)+
-
~ ({ex, gO), gO)
~D(ex,gO)
Tu' day v6 san ta d~t :
E( a,gO)=lluf
+llx~112-
~({ a,gO),gO)+~ D(a,gO)..
3-2-2. Dinh IS":
=o
. Ne'u g, gOthoa (1), khi do E(a, gO)la be nha't khi va chi khi D(a, gO)
Clutl1g
Chli
111[1111:
y r~ng
D(a, gO)> 0 'l/a > 0, m~t khac :
(a,gO)=AX~
-gO =0 chomQta>O
Nhu'ngbdi (2), ta co : xO
ex = (1\+alt 1A*gO = 0
Do do gOE Ker (A*)
=> 02
=(RangeA)J.; tu g E RangeA
= jig o - gr = jigo1/2
+ Ilgf > Ilgf + 02
Trang43
Man thnfin.
d
Ta cling tinh dl(QC-E(a,gO)
da
Thlias6
Do ham
1-0
= 2(
II(A+aI)-l/2r(a,gO)1I2
0 )
D(a,g )
a
11(1\+ aI)-1/2 r(a,gO)1I2la 1uan dudng
a ~ D(a,gO)
tang Hen
dd E (a, gO) < 0
a
dd E(a,gO) >0
a
voi
D(a,gO) < 0
voi
D(a,gO) > 0
.
Do d6 E(a,gO) d~t min khi va chi khi D(a,go) = 0
Bay giG ta thie't l~p nghiem chinh h6a ki€u discrepancy
3-3-3.Binh 19 :
Ne'u g va gOthoa IlgO- gll ~ 0 ~ IlgO11va a
Khi d6
x~«S) ~
u
= a(o)
thoa D(a(O);go)
=0
Khi 0 ~ 0
Clu~ngminh.. Tli x~(O) la etfe ti€u CURphie'm ham Tikhonov
Fa(o)(o;go) tae6:
"
Ilr(a(o)ogOf +
+~(ot = Fa(o) (X~(O» ,; Fa(o) (n)
=llg-gOI12 +alluf
~ 02 + allul12
Nhu'ng dollr(a(o),go)11= D(a(O);gO) = 0
=> +~(ol
+ 02
S
02 +
"Ilof
=> Ilx~(o)11
S 11011 \16>0
Do d6 m6i day (on)h0i t~lve 0 t6n t~i day con ta v~n ky hi~u la (on)sao cho :
0
Xn
w ~y,y EX
a (0 n )
(4)
0
(xem 0.9)
L,;lido A la compact nen Axa(o n ) hQit\l m:;tnhve Ay
L:;ti c6 :
0
0
D(a(On),gon) = IIAXa(8n) - g nil = on --+ 0
va
g 0n
--+ g (do IIg8 n - gl,
V~lY Ay
0
Tli
s 8n)
=g
*
*
x a(o n ) E Range (A ) ta SHYra y E Range(A
~
)
= (KerA)
d d6 y la nghi~m c6 chuiin be nha't , tuc y = u
0
Nhu'v~y m6i day con Clla
(xa(o n » chua day con hQit\l ytu ve u va tu d6
w
On
~u
n --+00
xa(o n)
Ngoai ra ham chuiin la mia lien t\ICdu'oiye'u nen :
0
0
lIullslim inf IlxaCon ) slim sup xa(o n )
(xem 0.11)
s Ilull
0
Do d6:
Ilxa(o n )11--+IJuII
x la khong gian Hibert
0
Ta da chung minh dU9C
n
xa(o n )
W
n--+oo
.
) U
II 0
xa(o n )11 --+ Ilull
n--+oo
0
V~y xa(o n ) hQi tlJm:;tnhve u khi n -> 00 (xem 0.11)
Va do d6 x~(O) -> u khi 0 -> 0
.
Djnh ly du'oi c1aycho mQt ch~n tren cua a(o) khi chQntheo ki€u discrepancy.
3-3-4. Dinh Ii..; Ntu a(o) thoa D(a(o),gO)= 0
Thl a(o) s 01lAI12
1(llg811-0)
Clu~ng mirth "
Trang 45
Taco:
IlgOII-O=llgOII-llr(a(o),gO)II~
IlgO-r(a(o),gO)11
=>llgOII- 0 ~ IlgO- (gO - Ax~(o))11
==IIAX~(o)11
L?i do (3) ta co :
a(O)IIAx~(o)11 = \lAA* r(a(o),gO)\I
=> IIAX~(o)11~ IIAf Ilr(a(o),gOll/a(o)
=> IlgO - 0 ~ IIAf Ilr(a(o),gOll/a(O)
=> IIgO - 0 ~ IIAf o/a(o)
.
=> dieu ph~li chung minh.
Bay giOta xet de'n t6c dQhQit\l. Ta gicisu nghi~m co ChUaHnha nha't u E Range(A*)
3-3-5. niHil Iv :
No'lIlI E Range A * ; khi d611n
Clurng minh .. do U E Range(A*),
- x~(o)11=8(15)
gici su u=A *w
Taco'
H(8)
-
f +~(8t
- 2(X~(8)'uHluI12
~ 211uf - 2(X~(o)' u)
IIX~(8)-
tf s
=>IIX~(i;)
-
2(U-X~(8)'U)
f
~ 2(g
~
(do(4))
2(U-X~(8)'A
~ 2(A(u - x~(O)), w)
-
~
2(g
-
'w)
AX~(6)' w)
gO,w) + 2(gO - AX~(O)' w)
~ 4ollwll
Ne'u A hUll h~ll1chien ta co th€ thu du'<;Ict6c dQ 8(0) .
Th~t v~y trong tru'ong h<;lpnay, A+ la bi ch?n (do 2.7.3)
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