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This paper introduces a parallel directional fast multipole method (FMM) for solving N-body problems with highly oscillatory kernels, with a focus on the Helmholtz kernel in three dimensions. This class of oscillatory kernels requires a…

Numerical Analysis · Mathematics 2018-01-08 Austin R. Benson , Jack Poulson , Kenneth Tran , Björn Engquist , Lexing Ying

We consider a fast, data-sparse directional method to realize matrix-vector products related to point evaluations of the Helmholtz kernel. The method is based on a hierarchical partitioning of the point sets and the matrix. The considered…

Numerical Analysis · Mathematics 2021-01-08 Günther Of , Raphael Watschinger

We present and analyze an approximation scheme for a class of highly oscillatory kernel functions, taking the 2D and 3D Helmholtz kernels as examples. The scheme is based on polynomial interpolation combined with suitable pre- and…

Numerical Analysis · Mathematics 2018-03-07 Steffen Börm , Jens Markus Melenk

Standard numerical algorithms like the fast multipole method or $\mathcal{H}$-matrix schemes rely on low-rank approximations of the underlying kernel function. For high-frequency problems, the ranks grow rapidly as the mesh is refined, and…

Numerical Analysis · Mathematics 2017-06-20 Steffen Börm

The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

This work introduces a kernel-independent, multilevel, adaptive algorithm for efficiently evaluating a discrete convolution kernel with a given source distribution. The method is based on linear algebraic tools such as low rank…

Numerical Analysis · Mathematics 2025-07-11 Anna Yesypenko , Chao Chen , Per-Gunnar Martinsson

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). The Helmholtz problem is discretized by standard bilinear and…

Numerical Analysis · Computer Science 2019-10-24 Jari Toivanen , Monika Wolfmayr

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

Data sites selected from modeling high-dimensional problems often appear scattered in non-paternalistic ways. Except for sporadic clustering at some spots, they become relatively far apart as the dimension of the ambient space grows. These…

Numerical Analysis · Mathematics 2021-09-28 Shao-Bo Lin , Xiangyu Chang , Xingping Sun

A fast method is proposed for solving the high frequency Helmholtz equation. The building block of the new fast method is an overlapping source transfer domain decomposition method for layered medium, which is an extension of the source…

Numerical Analysis · Mathematics 2015-07-10 Wei Leng

Fast Multipole Methods (FMMs) based on the oscillatory Helmholtz kernel can reduce the cost of solving N-body problems arising from Boundary Integral Equations (BIEs) in acoustic or electromagnetics. However, their cost strongly increases…

Numerical Analysis · Mathematics 2022-02-11 Igor Chollet , Xavier Claeys , Pierre Fortin , Laura Grigori

We extend the diffusion-map formalism to data sets that are induced by asymmetric kernels. Analytical convergence results of the resulting expansion are proved, and an algorithm is proposed to perform the dimensional reduction. In this work…

Machine Learning · Computer Science 2024-01-24 Alvaro Almeida Gomez , Antonio Silva Neto , Jorge zubelli

Solving time-harmonic wave propagation problems in the frequency domain and within heterogeneous media brings many mathematical and computational challenges, especially in the high frequency regime. We will focus here on computational…

Numerical Analysis · Mathematics 2021-09-01 Niall Bootland , Victorita Dolean , Pierre Jolivet , Pierre-Henri Tournier

The existing research on spectral algorithms, applied within a Reproducing Kernel Hilbert Space (RKHS), has primarily focused on general kernel functions, often neglecting the inherent structure of the input feature space. Our paper…

Machine Learning · Statistics 2024-03-08 Weichun Xia , Lei Shi

We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

In the present paper we describe a method for solving inverse problems for the Helmholtz equation in radially-symmetric domains given multi-frequency data. Our approach is based on the construction of suitable trace formulas which relate…

Numerical Analysis · Mathematics 2023-10-16 Abinand Gopal , Jeremy Hoskins , Vladimir Rokhlin

Existing fast algorithms for bilateral and nonlocal means filtering mostly work with grayscale images. They cannot easily be extended to high-dimensional data such as color and hyperspectral images, patch-based data, flow-fields, etc. In…

Computer Vision and Pattern Recognition · Computer Science 2018-11-07 Pravin Nair , Kunal. N. Chaudhury
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