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Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

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

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

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

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

We develop a general distributed implementation of an adaptive fast multipole method in three space dimensions. We rely on a balanced type of adaptive space discretisation which supports a highly transparent and fully distributed…

Numerical Analysis · Mathematics 2020-02-13 Jonathan Bull , Stefan Engblom

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions…

Machine Learning · Computer Science 2015-02-16 William B. March , George Biros

We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Ban-Sok Shin , Masahiro Yukawa , Renato Luis Garrido Cavalcante , Armin Dekorsy

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

Numerical Analysis · Mathematics 2020-03-13 Ronald Gonzales , Yury Gryazin , Yun Teck Lee

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2021-08-04 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

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

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

In many practical applications of numerical methods a substantial increase in efficiency can be obtained by using local grid refinement, since the solution is generally smooth in large parts of the domain and large gradients occur only…

Numerical Analysis · Mathematics 2016-06-21 E. H. van Brummelen , C. H. Venner

In this paper we give a new, efficient algorithm for computing curve skeletons, based on local separators. Our efficiency stems from a multilevel approach, where we solve small problems across levels of detail and combine these in order to…

Computational Geometry · Computer Science 2024-11-21 J. Andreas Bærentzen , Rasmus Emil Christensen , Emil Toftegaard Gæde , Eva Rotenberg

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

We present efficient algorithms to build data structures and the lists needed for fast multipole methods. The algorithms are capable of being efficiently implemented on both serial, data parallel GPU and on distributed architectures. With…

Mathematical Software · Computer Science 2013-01-10 Qi Hu , Nail A. Gumerov , Ramani Duraiswami

We introduce a new class of multilevel, adaptive, dual-space methods for computing fast convolutional transforms. These methods can be applied to a broad class of kernels, from the Green's functions for classical partial differential…

Numerical Analysis · Mathematics 2023-09-12 Shidong Jiang , Leslie Greengard

A fast multilevel algorithm based on directionally scaled tensor-product Gaussian kernels on structured sparse grids is proposed for interpolation of high-dimensional functions and for the numerical integration of high-dimensional…

Numerical Analysis · Mathematics 2015-01-15 Zhaonan Dong , Emmanuil H. Georgoulis , Jeremy Levesley , Fuat Usta
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