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We analyze a novel multi-level version of a recently introduced compressed sensing (CS) Petrov-Galerkin (PG) method from [H. Rauhut and Ch. Schwab: Compressive Sensing Petrov-Galerkin approximation of high-dimensional parametric operator…
In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…
We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…
In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…
We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…
High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…
We present a comparison of different multigrid approaches for the solution of systems arising from high-order continuous finite element discretizations of elliptic partial differential equations on complex geometries. We consider the…
We establish convergence rates for a fully discrete, multi-level, linear collocation method solving parametric elliptic PDEs on bounded polygonal domains with log-normal inputs. The method uses a finite set of function evaluations in the…
This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…
We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…
We describe an accelerated direct solver for the integral equations which model acoustic scattering from curved surfaces. Surfaces are specified via a collection of smooth parameterizations given on triangles, a setting which generalizes…
Efficient and suitably preconditioned iterative solvers for elliptic partial differential equations (PDEs) of the convection-diffusion type are used in all fields of science and engineering. To achieve optimal performance, solvers have to…
This manuscript is the second in a series presenting fast direct solution techniques for solving two-dimensional wave scattering problems from quasi-periodic multilayered structures. The fast direct solvers presented in the series are for…
We present a new framework for the fast solution of inhomogeneous elliptic boundary value problems in domains with smooth boundaries. High-order solvers based on adaptive box codes or the fast Fourier transform can efficiently treat the…
We present a new multilevel method for calculating Poisson's equation, which often arises form electrostatic problems, by using hierarchical loop bases. This method, termed hierarchical Loop basis Poisson Solver (hieLPS), extends previous…
Iterative methods for solving large sparse systems of linear equations are widely used in many HPC applications. Extreme scaling of these methods can be difficult, however, since global communication to form dot products is typically…
Modeling complex spatial networks with multiscale heterogeneity poses significant mathematical and computational challenges. Lacking explicit PDE discretizations and facing excessive degrees of freedom, conventional methods often become…
We present a monolithic $hp$ space-time multigrid method for tensor-product space-time finite element discretizations of the Stokes equations. Geometric and polynomial coarsening of the space-time mesh is performed, and the entire algorithm…
Presented here is a preliminary study of a strictly linear, discontinuous-Petrov-Galerkin scheme for the discrete-ordinates method in slab geometry. By ``linear'', we mean the discretization does not depend on the solution itself as is the…
We leverage the proximal Galerkin algorithm (Keith and Surowiec, Foundations of Computational Mathematics, 2024, DOI: 10.1007/s10208-024-09681-8), a recently introduced mesh-independent algorithm, to obtain a high-order finite element…