Difference between revisions of "Regularization"
Ulf Rehmann (talk | contribs) m (MR/ZBL numbers added) |
Ulf Rehmann (talk | contribs) m (tex encoded by computer) |
||
Line 1: | Line 1: | ||
− | + | <!-- | |
+ | r0809201.png | ||
+ | $#A+1 = 25 n = 0 | ||
+ | $#C+1 = 25 : ~/encyclopedia/old_files/data/R080/R.0800920 Regularization | ||
+ | Automatically converted into TeX, above some diagnostics. | ||
+ | Please remove this comment and the {{TEX|auto}} line below, | ||
+ | if TeX found to be correct. | ||
+ | --> | ||
+ | {{TEX|auto}} | ||
+ | {{TEX|done}} | ||
+ | The construction of approximate solutions of [[Ill-posed problems|ill-posed problems]] that are stable with respect to small perturbations of the initial data (see also [[Regularization method|Regularization method]]). | ||
====Comments==== | ====Comments==== | ||
The concept of "regularization" in mathematics is a quite general one, which extends far beyond regularization methods as are used to deal with ill-posed problems. It encompasses at least the following two intermingling ideas. | The concept of "regularization" in mathematics is a quite general one, which extends far beyond regularization methods as are used to deal with ill-posed problems. It encompasses at least the following two intermingling ideas. | ||
− | 1) The systematic replacement of a mathematical object | + | 1) The systematic replacement of a mathematical object $ A $ |
+ | by a more regular one $ A ^ { \mathop{\rm reg} } $, | ||
+ | usually in such a way that $ ( A ^ { \mathop{\rm reg} } ) ^ { \mathop{\rm reg} } = A ^ { \mathop{\rm reg} } $. | ||
− | 2) The definition of a value of a function or other concept for objects where that value or concept is a priori undefined (or infinite, undetermined, | + | 2) The definition of a value of a function or other concept for objects where that value or concept is a priori undefined (or infinite, undetermined, $ \dots $). |
+ | This is often done by placing the object in a suitable family (a [[Deformation|deformation]]) in such a way that the function value or concept is defined for all objects in the family near the original one, and then taking a suitable limit. Another technique consists in the removal of "systematic infinities" . The details of various regularization methods that are used depend very much on the particular context. Instead of the word "regularization" , one also finds such methods and techniques labelled by words and phrases like "normalization" , "renormalization" , "desingularization" , "resolution of singularities" , $ \dots $. | ||
Examples of regularizations in the sense of 1) or 2) above (or both) are: regularized sequences (cf. [[Regularization of sequences|Regularization of sequences]]), regularized operators and regularized solutions (cf. [[Ill-posed problems|Ill-posed problems]]; [[Regularization method|Regularization method]]; [[Integral equations, numerical methods|Integral equations, numerical methods]]; [[Fredholm equation, numerical methods|Fredholm equation, numerical methods]]), penalty function and other regularization techniques in optimization theory (cf. [[Mathematical programming|Mathematical programming]]; [[Penalty functions, method of|Penalty functions, method of]]), various renormalization schemes (cf. [[Renormalization|Renormalization]]), the normalization and desingularization of schemes and varieties (cf. [[Normal scheme|Normal scheme]]; [[Resolution of singularities|Resolution of singularities]]), the regularization of distributions (cf. [[Generalized function|Generalized function]]), the regularized trace of a Sturm–Liouville operator (cf. [[Sturm–Liouville problem|Sturm–Liouville problem]]), and the regularized characteristic determinant of a [[Hilbert–Schmidt operator|Hilbert–Schmidt operator]]. | Examples of regularizations in the sense of 1) or 2) above (or both) are: regularized sequences (cf. [[Regularization of sequences|Regularization of sequences]]), regularized operators and regularized solutions (cf. [[Ill-posed problems|Ill-posed problems]]; [[Regularization method|Regularization method]]; [[Integral equations, numerical methods|Integral equations, numerical methods]]; [[Fredholm equation, numerical methods|Fredholm equation, numerical methods]]), penalty function and other regularization techniques in optimization theory (cf. [[Mathematical programming|Mathematical programming]]; [[Penalty functions, method of|Penalty functions, method of]]), various renormalization schemes (cf. [[Renormalization|Renormalization]]), the normalization and desingularization of schemes and varieties (cf. [[Normal scheme|Normal scheme]]; [[Resolution of singularities|Resolution of singularities]]), the regularization of distributions (cf. [[Generalized function|Generalized function]]), the regularized trace of a Sturm–Liouville operator (cf. [[Sturm–Liouville problem|Sturm–Liouville problem]]), and the regularized characteristic determinant of a [[Hilbert–Schmidt operator|Hilbert–Schmidt operator]]. | ||
− | Still another example is the zeta-function regularization used to define certain (quotients of) infinite determinants in functional integration and quantum field theory. This goes as follows. Let | + | Still another example is the zeta-function regularization used to define certain (quotients of) infinite determinants in functional integration and quantum field theory. This goes as follows. Let $ A $ |
+ | be a suitable operator, e.g. a Laplace or Laplace–Beltrami operator. Define its generalized zeta-function | ||
− | + | $$ | |
+ | \zeta _ {A} ( s) = \sum _ { n } \lambda _ {n} ^ {-} s , | ||
+ | $$ | ||
− | where | + | where $ \lambda _ {n} $ |
+ | runs over the spectrum of $ A $( | ||
+ | counting multiplicities). At least formally, $ \zeta ^ \prime ( s) \mid _ {s=} 0 = - \sum _ {n} \mathop{\rm log} ( \lambda _ {n} ) $, | ||
+ | which provides the opportunity to try to define the zeta-function regularized determinant by | ||
− | + | $$ | |
+ | \mathop{\rm det} ( A) = \mathop{\rm exp} ( - \zeta ^ \prime ( s)) \mid _ {s=} 0 . | ||
+ | $$ | ||
For more details (and other related schemes) cf. [[#References|[a1]]], [[#References|[a2]]]. | For more details (and other related schemes) cf. [[#References|[a1]]], [[#References|[a2]]]. | ||
Line 24: | Line 45: | ||
Two somewhat different uses of the word "regularizing" in mathematics are as follows. | Two somewhat different uses of the word "regularizing" in mathematics are as follows. | ||
− | If | + | If $ K $ |
+ | is a bounded linear operator between normed spaces, then a bounded linear operator $ R $ | ||
+ | is called a "regularizer of a bounded linear operatorregularizer of K" if there are compact operators $ A, B $ | ||
+ | such that $ RK = I- A $, | ||
+ | $ KR = I- B $. | ||
+ | This concept is of importance in the context of singular integral operators, cf. e.g. [[#References|[a3]]]. I.e. $ R $ | ||
+ | is an inverse of $ K $ | ||
+ | modulo compact operators. | ||
− | A similar idea, but with deviating terminology, occurs in the theory of pseudo-differential operators. In that context a (pseudo-differential, integral) operator is called regularizing if it takes (extends to an operator that takes) distributions to smooth functions. Given a pseudo-differential operator | + | A similar idea, but with deviating terminology, occurs in the theory of pseudo-differential operators. In that context a (pseudo-differential, integral) operator is called regularizing if it takes (extends to an operator that takes) distributions to smooth functions. Given a pseudo-differential operator $ P $, |
+ | an operator $ R $ | ||
+ | is called a right (left) parametrix of $ P $ | ||
+ | if $ PR = I+ K $( | ||
+ | $ RP = I+ K ^ \prime $), | ||
+ | where $ K $( | ||
+ | respectively, $ K ^ \prime $) | ||
+ | is regularizing; cf. [[#References|[a4]]] for a variety of precise statements and results concerning parametrices. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> S.W. Hawking, "Zeta function regularization of path integrals" ''Comm. Math. Phys.'' , '''55''' (1977) pp. 133–148 {{MR|0524257}} {{ZBL|0407.58024}} </TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> R.E. Gamboa Saravi, M.A. Muschietti, J.E. Solomin, "On the quotient of the regularized determinant of two elliptic operators" ''Comm. Math. Phys.'' , '''110''' (1987) pp. 641–654 {{MR|895221}} {{ZBL|0648.35086}} </TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> R. Kress, "Linear integral equations" , Springer (1989) pp. Chapt. 5 {{MR|1007594}} {{ZBL|0671.45001}} </TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top"> F. Trèves, "Pseudodifferential and Fourier integral operators" , '''1–2''' , Plenum (1980) {{MR|0597145}} {{MR|0597144}} {{ZBL|0453.47027}} </TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> S.W. Hawking, "Zeta function regularization of path integrals" ''Comm. Math. Phys.'' , '''55''' (1977) pp. 133–148 {{MR|0524257}} {{ZBL|0407.58024}} </TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> R.E. Gamboa Saravi, M.A. Muschietti, J.E. Solomin, "On the quotient of the regularized determinant of two elliptic operators" ''Comm. Math. Phys.'' , '''110''' (1987) pp. 641–654 {{MR|895221}} {{ZBL|0648.35086}} </TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> R. Kress, "Linear integral equations" , Springer (1989) pp. Chapt. 5 {{MR|1007594}} {{ZBL|0671.45001}} </TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top"> F. Trèves, "Pseudodifferential and Fourier integral operators" , '''1–2''' , Plenum (1980) {{MR|0597145}} {{MR|0597144}} {{ZBL|0453.47027}} </TD></TR></table> |
Revision as of 08:10, 6 June 2020
The construction of approximate solutions of ill-posed problems that are stable with respect to small perturbations of the initial data (see also Regularization method).
Comments
The concept of "regularization" in mathematics is a quite general one, which extends far beyond regularization methods as are used to deal with ill-posed problems. It encompasses at least the following two intermingling ideas.
1) The systematic replacement of a mathematical object $ A $ by a more regular one $ A ^ { \mathop{\rm reg} } $, usually in such a way that $ ( A ^ { \mathop{\rm reg} } ) ^ { \mathop{\rm reg} } = A ^ { \mathop{\rm reg} } $.
2) The definition of a value of a function or other concept for objects where that value or concept is a priori undefined (or infinite, undetermined, $ \dots $). This is often done by placing the object in a suitable family (a deformation) in such a way that the function value or concept is defined for all objects in the family near the original one, and then taking a suitable limit. Another technique consists in the removal of "systematic infinities" . The details of various regularization methods that are used depend very much on the particular context. Instead of the word "regularization" , one also finds such methods and techniques labelled by words and phrases like "normalization" , "renormalization" , "desingularization" , "resolution of singularities" , $ \dots $.
Examples of regularizations in the sense of 1) or 2) above (or both) are: regularized sequences (cf. Regularization of sequences), regularized operators and regularized solutions (cf. Ill-posed problems; Regularization method; Integral equations, numerical methods; Fredholm equation, numerical methods), penalty function and other regularization techniques in optimization theory (cf. Mathematical programming; Penalty functions, method of), various renormalization schemes (cf. Renormalization), the normalization and desingularization of schemes and varieties (cf. Normal scheme; Resolution of singularities), the regularization of distributions (cf. Generalized function), the regularized trace of a Sturm–Liouville operator (cf. Sturm–Liouville problem), and the regularized characteristic determinant of a Hilbert–Schmidt operator.
Still another example is the zeta-function regularization used to define certain (quotients of) infinite determinants in functional integration and quantum field theory. This goes as follows. Let $ A $ be a suitable operator, e.g. a Laplace or Laplace–Beltrami operator. Define its generalized zeta-function
$$ \zeta _ {A} ( s) = \sum _ { n } \lambda _ {n} ^ {-} s , $$
where $ \lambda _ {n} $ runs over the spectrum of $ A $( counting multiplicities). At least formally, $ \zeta ^ \prime ( s) \mid _ {s=} 0 = - \sum _ {n} \mathop{\rm log} ( \lambda _ {n} ) $, which provides the opportunity to try to define the zeta-function regularized determinant by
$$ \mathop{\rm det} ( A) = \mathop{\rm exp} ( - \zeta ^ \prime ( s)) \mid _ {s=} 0 . $$
For more details (and other related schemes) cf. [a1], [a2].
Two somewhat different uses of the word "regularizing" in mathematics are as follows.
If $ K $ is a bounded linear operator between normed spaces, then a bounded linear operator $ R $ is called a "regularizer of a bounded linear operatorregularizer of K" if there are compact operators $ A, B $ such that $ RK = I- A $, $ KR = I- B $. This concept is of importance in the context of singular integral operators, cf. e.g. [a3]. I.e. $ R $ is an inverse of $ K $ modulo compact operators.
A similar idea, but with deviating terminology, occurs in the theory of pseudo-differential operators. In that context a (pseudo-differential, integral) operator is called regularizing if it takes (extends to an operator that takes) distributions to smooth functions. Given a pseudo-differential operator $ P $, an operator $ R $ is called a right (left) parametrix of $ P $ if $ PR = I+ K $( $ RP = I+ K ^ \prime $), where $ K $( respectively, $ K ^ \prime $) is regularizing; cf. [a4] for a variety of precise statements and results concerning parametrices.
References
[a1] | S.W. Hawking, "Zeta function regularization of path integrals" Comm. Math. Phys. , 55 (1977) pp. 133–148 MR0524257 Zbl 0407.58024 |
[a2] | R.E. Gamboa Saravi, M.A. Muschietti, J.E. Solomin, "On the quotient of the regularized determinant of two elliptic operators" Comm. Math. Phys. , 110 (1987) pp. 641–654 MR895221 Zbl 0648.35086 |
[a3] | R. Kress, "Linear integral equations" , Springer (1989) pp. Chapt. 5 MR1007594 Zbl 0671.45001 |
[a4] | F. Trèves, "Pseudodifferential and Fourier integral operators" , 1–2 , Plenum (1980) MR0597145 MR0597144 Zbl 0453.47027 |
Regularization. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Regularization&oldid=24548