Related papers: The uniform sparse FFT with application to PDEs wi…
High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…
Non-uniform fast Fourier Transform (NUFFT) and inverse NUFFT (INUFFT) algorithms, based on the Fast Multipole Method (FMM) are developed and tested. Our algorithms are based on a novel factorization of the FFT kernel, and are implemented…
Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…
The Fast Fourier Transform (FFT) is one of the most widely used algorithms in high performance computing, with critical applications in spectral analysis for both signal processing and the numerical solution of partial differential…
Deep learning surrogate models have shown promise in solving partial differential equations (PDEs). Among them, the Fourier neural operator (FNO) achieves good accuracy, and is significantly faster compared to numerical solvers, on a…
The problem of fast computation of multivariate kernel density estimation (KDE) is still an open research problem. In our view, the existing solutions do not resolve this matter in a satisfactory way. One of the most elegant and efficient…
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…
We present a sparse multidimensional FFT (sMFFT) randomized algorithm for real positive vectors. The algorithm works in any fixed dimension, requires (O(R log(R) log(N)) ) samples and runs in O( R log^2(R) log(N)) complexity (where N is the…
The most popular algorithm for the nonuniform fast Fourier transform (NUFFT) uses the dilation of a kernel $\phi$ to spread (or interpolate) between given nonuniform points and a uniform upsampled grid, combined with an FFT and diagonal…
We propose an efficient and accurate solver for the nonlocal potential in the Davey-Stewartson equation using nonuniform FFT (NUFFT). A discontinuity in the Fourier transform of the nonlocal potential causes accuracy locking if the…
Scalar diffraction calculations such as the angular spectrum method (ASM) and Fresnel diffraction, are widely used in the research fields of optics, X-rays, electron beams, and ultrasonics. It is possible to accelerate the calculation using…
Continuous symmetries are fundamental to many scientific and learning problems, yet they are often unknown a priori. Existing symmetry discovery approaches typically search directly in the space of transformation generators or rely on…
We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…
Given an $n$-length input signal $\mbf{x}$, it is well known that its Discrete Fourier Transform (DFT), $\mbf{X}$, can be computed in $O(n \log n)$ complexity using a Fast Fourier Transform (FFT). If the spectrum $\mbf{X}$ is exactly…
Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…
The graph fractional Fourier transform (GFRFT) for unitary graph Fourier transform (GFT) matrices can be interpreted through the scalar function $e^{j\alpha\theta}$ on the unit circle. Under the principal branch, its Fourier-series…
We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…
We present a new version of the fast Gauss transform (FGT) for discrete and continuous sources. Classical Hermite expansions are avoided entirely, making use only of the plane-wave representation of the Gaussian kernel and a new…
The aim of this work is to prove existence and uniqueness of $L^{2}-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^{2}-$solutions. The…
This paper is devoted to a discussion of the Discrete Fourier Transform (DFT) representation of a chaotic finite-duration sequence. This representation has the advantage that is itself a finite-duration sequence corresponding to samples…