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We describe a fast method for solving elliptic partial differential equations (PDEs) with uncertain coefficients using kernel interpolation at a lattice point set. By representing the input random field of the system using the model…

Numerical Analysis · Mathematics 2023-08-15 Vesa Kaarnioja , Frances Y. Kuo , Ian H. Sloan

This paper introduces a multilevel kernel-based approximation method to estimate efficiently solutions to elliptic partial differential equations (PDEs) with periodic random coefficients. Building upon the work of Kaarnioja, Kazashi, Kuo,…

Numerical Analysis · Mathematics 2025-04-23 Alexander D. Gilbert , Michael B. Giles , Frances Y. Kuo , Ian H. Sloan , Abirami Srikumar

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…

Numerical Analysis · Mathematics 2021-12-10 Steffen Börm

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are…

Numerical Analysis · Mathematics 2015-08-25 Fabien Casenave

This work describes a new version of the Fast Multipole Method for summing pairwise particle interactions that arise from discretizing integral transforms and convolutions on the sphere. The kernel approximations use barycentric Lagrange…

Numerical Analysis · Mathematics 2026-04-01 Anthony Chen , Robert Krasny

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation using radial basis functions (RBFs) in a stable way, we…

Numerical Analysis · Mathematics 2021-04-14 Akil Narayan , Liang Yan , Tao Zhou

This article is devoted to developing a theory for effective kernel interpolation and approximation in a general setting. For a wide class of compact, connected $C^\infty$ Riemannian manifolds, including the important cases of spheres and…

Classical Analysis and ODEs · Mathematics 2015-03-17 T. Hangelbroek , F. J. Narcowich , J. D. Ward

We examine an application of the kernel-based interpolation to numerical solutions for Zakai equations in nonlinear filtering, and aim to prove its rigorous convergence. To this end, we find the class of kernels and the structure of…

Numerical Analysis · Mathematics 2019-12-18 Yumiharu Nakano

The kernel interpolant in a reproducing kernel Hilbert space is optimal in the worst-case sense among all approximations of a function using the same set of function values. In this paper, we compare two search criteria to construct lattice…

Numerical Analysis · Mathematics 2023-04-05 Frances Y. Kuo , Weiwen Mo , Dirk Nuyens , Ian H. Sloan , Abirami Srikumar

We address the problem of approximating an unknown function from its discrete samples given at arbitrarily scattered sites. This problem is essential in numerical sciences, where modern applications also highlight the need for a solution to…

Numerical Analysis · Mathematics 2023-05-16 Nir Sharon , Rafael Sherbu Cohen , Holger Wendland

In this contribution, kernel approximations are applied as ansatz functions within the Deep Ritz method. This allows to approximate weak solutions of elliptic partial differential equations with weak enforcement of boundary conditions using…

Numerical Analysis · Mathematics 2024-10-07 Hendrik Kleikamp , Tizian Wenzel

We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…

Statistics Theory · Mathematics 2020-11-11 Paxton Turner , Jingbo Liu , Philippe Rigollet

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

Uncertainty quantification is essential for scientific analysis, as it allows for the evaluation and interpretation of variability and reliability in complex systems and datasets. In their original form, multivariate statistical regression…

Interpolation is a fundamental technique in scientific computing and is at the heart of many scientific visualization techniques. There is usually a trade-off between the approximation capabilities of an interpolation scheme and its…

Mathematical Software · Computer Science 2021-02-18 Joshua Horacsek , Usman Alim

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

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…

Machine Learning · Statistics 2018-05-15 Anthony Tompkins , Fabio Ramos
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