Efficient solution of ill-posed integral equations through averaging

Abstract

This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly induced by the measurement points. Thus, they may scale unfavourably with the number of evaluation points, which can result in computational inefficiency. To address this issue we propose an algorithm that achieves the same level of accuracy while significantly reducing computational costs. Our approach involves an initial averaging procedure to sparsify the underlying grid. To keep the exposition simple we focus on regularization via the truncated singular value decomposition of one-dimensional ill-posed integral equations that have sufficient smoothness. However, the approach can be generalized to other popular regularization methods and more complicated two- and three-dimensional problems with appropriate modifications.