martin burger total variation 1 cetraro, september 2008 variational methods and their analysis...

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Total Variation 1 Cetraro, September 2008 Martin Burger Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions for solutions (-> numerical methods) - Structural properties of solutions - Asymptotic behaviour with respect to

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Page 1: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 1

Cetraro, September 2008Martin Burger

Variational Methods and their Analysis Questions:- Existence- Uniqueness- Optimality conditions for solutions (-> numerical methods)- Structural properties of solutions- Asymptotic behaviour with respect to

Page 2: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 2

Cetraro, September 2008Martin Burger

Basics of Convex Analysis Subgradients:

Page 3: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 3

Cetraro, September 2008Martin Burger

Optimality Condition

Page 4: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 4

Cetraro, September 2008Martin Burger

Computing Subdifferentials Differentiable functionals

Page 5: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 5

Cetraro, September 2008Martin Burger

Computing Subdifferentials Sum of Functionals

Page 6: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 6

Cetraro, September 2008Martin Burger

Computing Subdifferentials Nondifferentiable functionals

Page 7: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 7

Cetraro, September 2008Martin Burger

Computing Subdifferentials

Page 8: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 8

Cetraro, September 2008Martin Burger

Computing Subdifferentials Total Variation

Page 9: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 9

Cetraro, September 2008Martin Burger

Computing Subdifferentials Total Variation

Page 10: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 10

Cetraro, September 2008Martin Burger

Computing Subdifferentials Total variation

Page 11: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 11

Cetraro, September 2008Martin Burger

Optimality Condition Subdifferential of

Page 12: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 12

Cetraro, September 2008Martin Burger

Optimality condition System of equations / variational inequalities for u and gBasis of primal-dual and dual formulation

Can we exchange inf and sup ???

Page 13: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 13

Cetraro, September 2008Martin Burger

Duality Restrict our attention to ROF-Model

Page 14: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 14

Cetraro, September 2008Martin Burger

Duality Cf. Book by Ekeland-Temam for general results

Page 15: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 15

Cetraro, September 2008Martin Burger

TV Duality

Page 16: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 16

Cetraro, September 2008Martin Burger

TV Duality

Page 17: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 17

Cetraro, September 2008Martin Burger

TV Duality

Page 18: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 18

Cetraro, September 2008Martin Burger

Dual Variational Inequality From dual problem it is easy to see

Page 19: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 19

Cetraro, September 2008Martin Burger

Structural Properties of Minimizers Staircasing

Page 20: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 20

Cetraro, September 2008Martin Burger

Meyer Example An exact solution

Page 21: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 21

Cetraro, September 2008Martin Burger

Meyer Example An exact solution

Page 22: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 22

Cetraro, September 2008Martin Burger

Meyer Example Need to find subgradient proportional to f

Page 23: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 23

Cetraro, September 2008Martin Burger

Meyer Example Do 1D integration for g in the radial variable and choose the parameter such that

Page 24: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 24

Cetraro, September 2008Martin Burger

Meyer Example Do 1D integration for g in the radial variable and choose the parameter such that

Page 25: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 25

Cetraro, September 2008Martin Burger

Meyer Example Determine

Page 26: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 26

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of Minimizers Oversmoothing

Leading order

Page 27: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 27

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of Minimizers Oversmoothing

Page 28: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 28

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of Minimizers Close to data

Page 29: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 29

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersROF

Formally

Linear analogue

No strong convergence !!

Page 30: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 30

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersData Regularity

Exact data

Noisy data

Page 31: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 31

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersEnergy estimate

Page 32: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 32

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersR-minimal solution in case of nullspace

Multiple Solutions of

Page 33: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 33

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersNoisy data

Page 34: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 34

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersCoupled limit, regularization parameter depends on noise level

Page 35: Martin Burger Total Variation 1 Cetraro, September 2008 Variational Methods and their Analysis Questions: - Existence - Uniqueness - Optimality conditions

Total Variation 35

Cetraro, September 2008Martin Burger

Asymptotic Behaviour of MinimizersCan we get quantitative estimates of the error ?

In general only weak* convergence – what is the right error measure ?