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This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Optimization and Control · Mathematics 2026-04-28 Boou Jiang , Jongho Park , Jinchao Xu

We introduce a sampling theoretic framework for the recovery of smooth surfaces and functions living on smooth surfaces from few samples. The proposed approach can be thought of as a nonlinear generalization of union of subspace models…

Signal Processing · Electrical Eng. & Systems 2019-03-05 Qing Zou , Mathews Jacob

We propose a computationally efficient Schwarz method for elliptic equations with rough media. A random sampling strategy is used to find low-rank approximations of all local solution maps in the offline stage; these maps are used to…

Numerical Analysis · Mathematics 2019-10-07 Ke Chen , Qin Li , Stephen J. Wright

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

In this paper, neural network approximation methods are developed for elliptic partial differential equations with multi-frequency solutions. Neural network work approximation methods have advantages over classical approaches in that they…

Numerical Analysis · Mathematics 2023-11-08 Deok-Kyu Jang , Hyea Hyun Kim , Kyungsoo Kim

This paper presents a sampling-based motion planning framework that leverages the geometry of obstacles in a workspace as well as prior experiences from motion planning problems. Previous studies have demonstrated the benefits of utilizing…

Robotics · Computer Science 2023-06-19 Keita Kobashi , Changhao Wang , Yu Zhao , Hsien-Chung Lin , Masayoshi Tomizuka

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…

Numerical Analysis · Mathematics 2018-02-13 Lin Mu , Guannan Zhang

We propose a new numerical domain decomposition method for solving elliptic equations on compact Riemannian manifolds. One advantage of this method is its ability to bypass the need for global triangulations or grids on the manifolds.…

Numerical Analysis · Mathematics 2025-04-03 Lizhen Qin , Feng Wang , Yun Wang

In this paper we propose and analyze a new Multiscale Method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. For this purpose we construct a generalized finite element basis that spans…

Numerical Analysis · Mathematics 2019-02-20 Patrick Henning , Axel Malqvist , Daniel Peterseim

Surface partial differential equations arise in numerous scientific and engineering applications. Their numerical solution on static and evolving surfaces remains challenging due to geometric complexity and, for evolving geometries, the…

Numerical Analysis · Mathematics 2026-03-03 Jingbo Sun , Fei Wang

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

We introduce a framework for computer-aided derivation of multi-scale models. It relies on a combination of an asymptotic method used in the field of partial differential equations with term rewriting techniques coming from computer…

Symbolic Computation · Computer Science 2013-02-12 Bin Yang , Walid Belkhir , Michel Lenczner

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite…

Numerical Analysis · Mathematics 2011-11-08 C. Le Bris , F. Legoll , F. Thomines

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

A numerical framework is developed to solve various types of PDEs on complicated domains, including steady and time-dependent, non-linear and non-local PDEs, with different boundary conditions that can also include non-linear and non-local…

Numerical Analysis · Mathematics 2022-07-13 Jonna C. Roden , Rory D. Mills-Williams , John W. Pearson , Benjamin D. Goddard

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap