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We recently introduced a scale of kernel-based greedy schemes for approximating the solutions of elliptic boundary value problems. The procedure is based on a generalized interpolation framework in reproducing kernel Hilbert spaces and was…

Numerical Analysis · Mathematics 2025-07-10 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

Kernel-based methods provide flexible and accurate algorithms for the reconstruction of functions from meshless samples. A major question in the use of such methods is the influence of the samples locations on the behavior of the…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Bernard Haasdonk

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…

Numerical Analysis · Mathematics 2022-10-31 Rosanna Campagna , Stefano De Marchi , Emma Perracchione , Gabriele Santin

Meshless methods are commonly used to determine numerical solutions to partial differential equations (PDEs) for problems involving free surfaces and/or complex geometries, approximating spatial derivatives at collocation points via local…

Numerical Analysis · Mathematics 2025-10-24 H. Broadley , J. R. C. King , S. J. Lind

Data-dependent greedy algorithms in kernel spaces are known to provide fast converging interpolants, while being extremely easy to implement and efficient to run. Despite this experimental evidence, no detailed theory has yet been…

Numerical Analysis · Mathematics 2022-10-31 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

A mesh-free numerical method for solving linear elliptic PDE's using the local kernel theory that was developed for manifold learning is proposed. In particular, this novel approach exploits the local kernel theory which allows one to…

Numerical Analysis · Mathematics 2019-07-02 Faheem Gilani , John Harlim

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

This paper studies the estimation of the conditional density f (x, $\times$) of Y i given X i = x, from the observation of an i.i.d. sample (X i , Y i) $\in$ R d , i = 1,. .. , n. We assume that f depends only on r unknown components with…

Statistics Theory · Mathematics 2021-06-29 Minh-Lien Jeanne Nguyen , Claire Lacour , Vincent Rivoirard

Greedy methods have recently been successfully applied to generalized kernel interpolation, or the recovery of a function from data stemming from the evaluation of linear functionals, including the approximation of solutions of linear PDEs…

Numerical Analysis · Mathematics 2026-01-29 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel , Daniel Winkle

We propose a novel approach which employs random sampling to generate an accurate non-uniform mesh for numerically solving Partial Differential Equation Boundary Value Problems (PDE-BVP's). From a uniform probability distribution U over a…

Numerical Analysis · Mathematics 2011-03-29 David Bortz , Andrew Christlieb

We consider a linear symmetric and elliptic PDE and a linear goal functional. We design and analyze a goal-oriented adaptive finite element method, which steers the adaptive mesh-refinement as well as the approximate solution of the arising…

Numerical Analysis · Mathematics 2024-01-12 Roland Becker , Gregor Gantner , Michael Innerberger , Dirk Praetorius

Thanks to their easy implementation via Radial Basis Functions (RBFs), meshfree kernel methods have been proved to be an effective tool for e.g. scattered data interpolation, PDE collocation, classification and regression tasks. Their…

Numerical Analysis · Mathematics 2023-01-20 Tizian Wenzel , Francesco Marchetti , Emma Perracchione

Recently, neural networks have been widely applied for solving partial differential equations (PDEs). Although such methods have been proven remarkably successful on practical engineering problems, they have not been shown, theoretically or…

Numerical Analysis · Mathematics 2023-03-27 Jonathan W. Siegel , Qingguo Hong , Xianlin Jin , Wenrui Hao , Jinchao Xu

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

We present convergence estimates of two types of greedy algorithms in terms of the metric entropy of underlying compact sets. In the first part, we measure the error of a standard greedy reduced basis method for parametric PDEs by the…

Numerical Analysis · Mathematics 2024-10-29 Yuwen Li , Jonathan Siegel

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
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