Optimal Recovery of a Family of Operators from Inaccurate Measurements on a Compact Set

Given a one-parameter family of continuous linear operators , with , we consider the optimal recovery of the values of on the whole space by approximate information on the values of , where runs over a compact set and . We find a family of optimal methods for recovering the values of . Each of these...

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Vydáno v:Siberian mathematical journal Ročník 65; číslo 2; s. 495 - 504
Hlavní autor: Sivkova, E. O.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Moscow Pleiades Publishing 01.03.2024
Springer Nature B.V
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ISSN:0037-4466, 1573-9260
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Abstract Given a one-parameter family of continuous linear operators , with , we consider the optimal recovery of the values of on the whole space by approximate information on the values of , where runs over a compact set and . We find a family of optimal methods for recovering the values of . Each of these methods uses approximate measurements at no more than two points in and depends linearly on these measurements. As a corollary, we provide some families of optimal methods for recovering the solution of the heat equation at a given moment of time from inaccurate measurements on other time intervals and for solving the Dirichlet problem for a half-space on a hyperplane by inaccurate measurements on other hyperplanes. The optimal recovery of the values of from the indicated information reduces to finding the value of an extremal problem for the maximum with continuum many inequality-type constraints, i.e., to finding the exact upper bound of the maximized functional under these constraints. This rather complicated task reduces to the infinite-dimensional problem of linear programming on the vector space of all finite real measures on the -algebra of Lebesgue measurable sets in . This problem can be solved by some generalization of the Karush–Kuhn–Tucker theorem, and its significance coincides with the significance of the original problem.
AbstractList Given a one-parameter family of continuous linear operators , with , we consider the optimal recovery of the values of on the whole space by approximate information on the values of , where runs over a compact set and . We find a family of optimal methods for recovering the values of . Each of these methods uses approximate measurements at no more than two points in and depends linearly on these measurements. As a corollary, we provide some families of optimal methods for recovering the solution of the heat equation at a given moment of time from inaccurate measurements on other time intervals and for solving the Dirichlet problem for a half-space on a hyperplane by inaccurate measurements on other hyperplanes. The optimal recovery of the values of from the indicated information reduces to finding the value of an extremal problem for the maximum with continuum many inequality-type constraints, i.e., to finding the exact upper bound of the maximized functional under these constraints. This rather complicated task reduces to the infinite-dimensional problem of linear programming on the vector space of all finite real measures on the -algebra of Lebesgue measurable sets in . This problem can be solved by some generalization of the Karush–Kuhn–Tucker theorem, and its significance coincides with the significance of the original problem.
Given a one-parameter family of continuous linear operators , with , we consider the optimal recovery of the values of on the whole space by approximate information on the values of , where runs over a compact set and . We find a family of optimal methods for recovering the values of . Each of these methods uses approximate measurements at no more than two points in and depends linearly on these measurements. As a corollary, we provide some families of optimal methods for recovering the solution of the heat equation at a given moment of time from inaccurate measurements on other time intervals and for solving the Dirichlet problem for a half-space on a hyperplane by inaccurate measurements on other hyperplanes. The optimal recovery of the values of from the indicated information reduces to finding the value of an extremal problem for the maximum with continuum many inequality-type constraints, i.e., to finding the exact upper bound of the maximized functional under these constraints. This rather complicated task reduces to the infinite-dimensional problem of linear programming on the vector space of all finite real measures on the -algebra of Lebesgue measurable sets in . This problem can be solved by some generalization of the Karush–Kuhn–Tucker theorem, and its significance coincides with the significance of the original problem.
Author Sivkova, E. O.
Author_xml – sequence: 1
  givenname: E. O.
  surname: Sivkova
  fullname: Sivkova, E. O.
  email: e.o.sivkova@mail.ru, sivkova_elena@inbox.ru
  organization: Southern Mathematical Institute, Moscow Power Engineering Institute
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Cites_doi 10.1007/978-1-4684-2388-4_1
10.1023/A:1026084617039
10.32523/2077-9879-2019-10-4-75-84
10.1070/SM2009v200n05ABEH004014
10.1007/s10688-010-0029-7
10.1134/S0965542520100036
10.1007/BFb0075157
10.1137/0716007
10.1090/mmono/222
ContentType Journal Article
Copyright Pleiades Publishing, Ltd. 2024. Russian Text © The Author(s), 2023, published in Vladikavkazskii Matematicheskii Zhurnal, 2023, Vol. 25, No. 2, pp. 124–135.
Pleiades Publishing, Ltd. 2024.
Copyright_xml – notice: Pleiades Publishing, Ltd. 2024. Russian Text © The Author(s), 2023, published in Vladikavkazskii Matematicheskii Zhurnal, 2023, Vol. 25, No. 2, pp. 124–135.
– notice: Pleiades Publishing, Ltd. 2024.
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optimal method
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Fourier transform
Dirichlet problem
optimal recovery
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SmolyakSAOn Optimal Recovery of Functions and Functionals over Them1965MoscowMoscow UniversityExtended Abstract of Cand. Sci. Dissertation; Language: Russian
Micchelli C.A. and Rivlin T.J., “A survey of optimal recovery,” in: Optimal Estimation in Approximation Theory, Plenum, New York (1977), 1–54.
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GG Magaril-Ilyaev (1424_CR10) 2010; 44
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– reference: Magaril-IlyaevGGOsipenkoKYOptimal recovery of functions and their derivatives from inaccurate information about the spectrum and inequalities for derivativesFunct. Anal. Appl.2003373203214202041410.1023/A:1026084617039
– reference: Magaril-IlyaevGGOsipenkoKYOptimal recovery of the solution of the heat equation from inaccurate dataSb. Math.20092005665682254122110.1070/SM2009v200n05ABEH004014
– reference: AbramovaEVMagaril-Il’yaevGGSivkovaEOBest recovery of the solution of the Dirichlet problem in a half-space from inaccurate dataComp. Math. Math. Phys.2020601016561665418177110.1134/S0965542520100036
– reference: Magaril-IlyaevGGTikhomirovVMConvex Analysis: Theory and Applications2003ProvidenceAmer. Math. Soc.10.1090/mmono/222
– reference: SteinEWeissGIntroduction to Harmonic Analysis on Euclidean Spaces1970PrincetonPrinceton UniversityPrinceton Mathematical Series; vol. 1
– reference: MelkmanAAMicchelliCAOptimal estimation of linear operators in Hilbert spaces from inaccurate dataSIAM J. Numer. Anal.19791618710551868610.1137/0716007
– reference: Micchelli C.A. and Rivlin T.J., “A survey of optimal recovery,” in: Optimal Estimation in Approximation Theory, Plenum, New York (1977), 1–54.
– reference: Magaril-Il’yaevGGSivkovaEOOptimal recovery of the semi-group operators from inaccurate dataEurasian Math. J.20191047584406946410.32523/2077-9879-2019-10-4-75-84
– reference: SmolyakSAOn Optimal Recovery of Functions and Functionals over Them1965MoscowMoscow UniversityExtended Abstract of Cand. Sci. Dissertation; Language: Russian
– reference: Magaril-IlyaevGGOsipenkoKYOn optimal harmonic synthesis from inaccurate spectral dataFunct. Anal. Appl.2010443223225276051810.1007/s10688-010-0029-7
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SubjectTerms Accuracy
Constraints
Dirichlet problem
Fourier transforms
Half spaces
Hyperplanes
Inequality
Linear operators
Linear programming
Mathematics
Mathematics and Statistics
Methods
Operators (mathematics)
Recovery
Thermodynamics
Upper bounds
Vector spaces
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