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In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…

Numerical Analysis · Mathematics 2022-02-08 Ben Adcock , Juan M. Cardenas , Nick Dexter , Sebastian Moraga

For the Poisson equation posed in a domain containing a large number of polygonal perforations, we propose a low-dimensional coarse approximation space based on a coarse polygonal partitioning of the domain. Similarly to other multiscale…

Numerical Analysis · Mathematics 2024-04-17 Miranda Boutilier , Konstantin Brenner , Victorita Dolean

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

In this paper, we focus on approximating a natural class of functions that are compositions of smooth functions. Unlike the low-dimensional support assumption on the covariate, we demonstrate that composition functions have an intrinsic…

Numerical Analysis · Mathematics 2023-04-24 Chenguang Duan , Yuling Jiao , Xiliang Lu , Jerry Zhijian Yang , Cheng Yuan

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

Numerical Analysis · Mathematics 2020-08-27 Vincent Coppé , Daan Huybrechs

This paper proposes a novel localized Fourier extension method for approximating non-periodic functions via domain segmentation. By partitioning the computational domain into subregions with uniform discretization scales, the method…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang

Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…

Machine Learning · Computer Science 2022-10-05 Jiang Yu Nguwi , Nicolas Privault

This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…

Probability · Mathematics 2026-05-07 Mahdi Dehshiri , Kerlyns Martinez , Lauri Viitasaari

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

Sparse inducing points have long been a standard method to fit Gaussian processes to big data. In the last few years, spectral methods that exploit approximations of the covariance kernel have shown to be competitive. In this work we…

Machine Learning · Statistics 2020-07-14 Dario Azzimonti , Manuel Schürch , Alessio Benavoli , Marco Zaffalon

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

Approximating functions by a linear span of truncated basis sets is a standard procedure for the numerical solution of differential and integral equations. Commonly used concepts of approximation methods are well-posed and convergent, by…

Numerical Analysis · Mathematics 2022-12-14 Yahya Saleh , Armin Iske , Andrey Yachmenev , Jochen Küpper

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Given a set of matrices, modeled as samples of a matrix-valued function, we suggest a method to approximate the underline function using a product approximation operator. This operator extends known approximation methods by exploiting the…

Numerical Analysis · Mathematics 2016-11-15 Nira Dyn , Uri Itai , Nir Sharon

We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…

Numerical Analysis · Mathematics 2025-12-30 Daniel R. Venn , Steven J. Ruuth

We study the derivative-informed learning of nonlinear operators between infinite-dimensional separable Hilbert spaces by neural networks. Such operators can arise from the solution of partial differential equations (PDEs), and are used in…

Numerical Analysis · Mathematics 2025-04-14 Dingcheng Luo , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…

Fluid Dynamics · Physics 2021-10-13 Luis Espath , Dmitry Kabanov , Jonas Kiessling , Raúl Tempone

Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó