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7.2.1 Discretization
We take the ansatz ( 6.1 ) of Sect. 6.1.1 (using a slightly different notation) and
restrict the problem to a finite-dimensional subspace V N
V . The function f is then
replaced by
f N ðÞ¼ X
N
1 α j φ j ðÞ:
ð 7
:
2 Þ
φ j } 1
Here the ansatz functions {
should span V N and preferably should form a
α j } 1 denote the degrees of freedom. Note that the
restriction to a suitably chosen finite-dimensional subspace involves some additional
regularization (regularization by discretization) which depends on the choice of V N .
In the remainder of this chapter, we restrict ourselves to the choice
basis for V N . The coefficients {
2
Cf N x ðÞ , y i
ð
Þ ¼
ð
f N x ðÞy i
Þ
and
2
L 2
Φ
f ðÞ¼Pf kk
ð 7
:
3 Þ
for some given linear operator P. This way we obtain from the minimization
problem a feasible linear system. We thus have to minimize
M X
M
1
2
2
L 2 ,
RfðÞ¼
ð
f N x i
ð
Þ , y i Þ
þ λ
Pf kk
ð 7
:
4 Þ
1
with f N in the finite-dimensional space V N . We plug ( 7.2 ) into ( 7.4 ) and obtain after
differentiation with respect to
α k , k ¼ 1,
...
, N
!
M X
M
X
N
1 α j φ j x ðÞy i
X
N
1 α j P
L 2 : ð 7
Rf ðÞ
2
0 ¼
α k ¼
φ k x ðÞþ 2
λ
φ j , P
φ k
:
5 Þ
1
This is equivalent to k ¼ 1,
...
, N
"
#
X
L 2 þ X
¼ X
N
1 α j M
M
M
λ
P
φ j , P
φ k
y i φ j x ðÞφ k x ðÞ
y i φ k x ðÞ:
ð 7
:
6 Þ
1
1
In matrix notation we end up with the linear system
α ¼ By
C þ B B T
λ
:
ð 7
:
7 Þ
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