A wavelet multiscale iterative regularization method for the parameter estimation problems of partial differential equations

A wavelet multiscale iterative regularization method is proposed for the parameter estimation problems of partial differential equations. The wavelet analysis is introduced and a wavelet multiscale method is constructed based on the idea of hierarchical approximation. The inverse problem is decomposed into a sequence of inverse problems which rely on the scale variables and are solved successively according to the size of scale from the longest to the shortest. By combining multiscale approximations, the problem of local minimization is overcomed, and the computational cost is reduced. At each scale, based on the wavelet approximation, the problem of inverting the parameter is transformed into the problem of estimating the finite wavelet coefficients in the scale space. A novel iterative regularization method is constructed. The efficiency of the method is illustrated by solving the coefficient inverse problems of one- and two-dimensional elliptical partial differential equations.