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In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small…

Machine Learning · Computer Science 2013-02-05 Rong Jin , Tianbao Yang , Mehrdad Mahdavi

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the…

Numerical Analysis · Mathematics 2017-11-09 Max Gunzburger , Michael Schneier , Clayton Webster , Guannan Zhang

Elliptic partial differential equations (PDEs) frequently arise in continuum descriptions of physical processes relevant to science and engineering. Multilevel preconditioners represent a family of scalable techniques for solving discrete…

Mathematical Software · Computer Science 2016-04-26 Dave A. May , Patrick Sanan , Karl Rupp , Matthew G. Knepley , Barry F. Smith

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

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

A type of adaptive finite element method for the eigenvalue problems is proposed based on the multilevel correction scheme. In this method, adaptive finite element method to solve eigenvalue problems involves solving associated boundary…

Numerical Analysis · Mathematics 2012-01-12 Hehu Xie

This paper proposes a new gradient-based optimization approach for designing optimal feedback kernels for parabolic distributed parameter systems with boundary control. Unlike traditional kernel optimization methods for parabolic systems,…

Optimization and Control · Mathematics 2016-03-16 Zhigang Ren , Chao Xu , Qun Lin , Ryan Loxton

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for…

Quantum Physics · Physics 2021-11-10 Andrew M. Childs , Jin-Peng Liu , Aaron Ostrander

We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…

Numerical Analysis · Mathematics 2021-07-28 Dong T. P. Nguyen , Dirk Nuyens

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

Physics-informed machine learning holds great promise for solving differential equations, yet existing methods struggle with highly oscillatory, multiscale, or singularly perturbed PDEs due to spectral bias, costly backpropagation, and…

Machine Learning · Computer Science 2026-01-14 Vikas Dwivedi , Monica Sigovan , Bruno Sixou

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

Numerical Analysis · Mathematics 2020-01-24 Simon Hubbert , Jeremy Levesley

When solving partial differential equations with random fields as coefficients the efficient sampling of random field realisations can be challenging. In this paper we focus on the fast sampling of Gaussian fields using quasi-random points…

Numerical Analysis · Mathematics 2023-01-10 M. Croci , M. B. Giles , P. E. Farrell

This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…

Numerical Analysis · Mathematics 2025-10-07 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov