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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

This paper introduces a directional multiscale algorithm for the two dimensional $N$-body problem of the Helmholtz kernel with applications to high frequency scattering. The algorithm follows the approach in [Engquist and Ying, SIAM Journal…

Numerical Analysis · Mathematics 2008-02-29 Björn Engquist , Lexing Ying

The sparse approximation of high-frequency Helmholtz-type integral operators has many important physical applications such as problems in wave propagation and wave scattering. The discrete system matrices are huge and densely populated;…

Numerical Analysis · Mathematics 2019-07-29 Steffen Börm , Maria Lopez-Fernandez , Stefan Sauter

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

Boundary element methods for the Helmholtz equation lead to large dense matrices that can only be handled if efficient compression techniques are used. Directional compression techniques can reach good compression rates even for…

Numerical Analysis · Mathematics 2020-11-03 Steffen Börm , Christina Börst

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Machine Learning · Computer Science 2024-04-29 Theresa Wagner , Franziska Nestler , Martin Stoll

In this work, we study the accuracy and efficiency of hierarchical matrix ($\mathcal{H}$-matrix) based fast methods for solving dense linear systems arising from the discretization of the 3D elastodynamic Green's tensors. It is well known…

Numerical Analysis · Mathematics 2017-10-25 Stéphanie Chaillat , Luca Desiderio , Patrick Ciarlet

Hierarchical Matrix (H-matrix) is an approximation technique which splits a target dense matrix into multiple submatrices, and where a selected portion of submatrices are low-rank approximated. The technique substantially reduces both time…

Mathematical Software · Computer Science 2019-11-04 Rise Ooi , Takeshi Iwashita , Takeshi Fukaya , Akihiro Ida , Rio Yokota

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

Kernel matrices are crucial in many learning tasks such as support vector machines or kernel ridge regression. The kernel matrix is typically dense and large-scale. Depending on the dimension of the feature space even the computation of all…

Machine Learning · Computer Science 2023-12-04 Franziska Nestler , Martin Stoll , Theresa Wagner

Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically…

Machine Learning · Computer Science 2021-06-09 John Paul Ryan , Sebastian Ament , Carla P. Gomes , Anil Damle

In this work we present a variant of the fast multipole method (FMM) for efficiently evaluating standard layer potentials on geometries with complex coordinates in two and three dimensions. The complex scaled boundary integral method for…

Numerical Analysis · Mathematics 2025-10-20 Tristan Goodwill , Leslie Greengard , Jeremy Hoskins , Manas Rachh , Yuguan Wang

Directional interpolation is a fast and efficient compression technique for high-frequency Helmholtz boundary integral equations, but it requires a very large amount of storage in its original form. Algebraic recompression can significantly…

Numerical Analysis · Mathematics 2023-10-23 Steffen Börm , Janne Henningsen

The paper aims at proposing an efficient and stable quasi-interpolation based method for numerically computing the Helmholtz-Hodge decomposition of a vector field. To this end, we first explicitly construct a matrix kernel in a general form…

Numerical Analysis · Mathematics 2024-12-09 Nicholas Fisher , Gregory Fasshauer , Wenwu Gao

A nearly optimal explicitly-sparse representation for oscillatory kernels is presented in this work by developing a curvelet based method. Multilevel curvelet-like functions are constructed as the transform of the original nodal basis. Then…

Numerical Analysis · Mathematics 2025-04-29 Yanchuang Cao , Jun Liu , Dawei Chen

The present article is concerned scattered data approximation for higher dimensional data sets which exhibit an anisotropic behavior in the different dimensions. Tailoring sparse polynomial interpolation to this specific situation, we…

Numerical Analysis · Mathematics 2024-02-16 Helmut Harbrecht , Michael Multerer , Jacopo Quizi

This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng,…

Numerical Analysis · Mathematics 2022-01-25 Vesa Kaarnioja , Yoshihito Kazashi , Frances Y. Kuo , Fabio Nobile , Ian H. Sloan

The incorporation of analytical kernel information is exploited in the construction of Nystr\"om discretization schemes for integral equations modeling planar Helmholtz boundary value problems. Splittings of kernels and matrices, coarse and…

Numerical Analysis · Mathematics 2014-08-19 Johan Helsing , Anders Holst

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

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
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