Stochastic asymptotical regularization for nonlinear ill-posed problems
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In this paper, we establish an initial theory regarding the stochastic asymptotical regularization (SAR) for the uncertainty quantification of the stable approximate solution of ill-posed nonlinear-operator equations, which are deterministic models for numerous inverse problems in science and engineering. By combining techniques from classical regularization theory and stochastic analysis, we prove the regularizing properties of SAR with regard to mean-square convergence. The convergence rate results under the canonical sourcewise condition are also studied. Several numerical examples are used to show the accuracy and advantages of SAR: compared with the conventional deterministic regularization approaches for deterministic inverse problems, SAR can provide the uncertainty quantification of a solution and escape local minimums for nonlinear problems.
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