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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 based approximation offers versatile tools for high-dimensional approximation, which can especially be leveraged for surrogate modeling. For this purpose, both "knot insertion" and "knot removal" approaches aim at choosing a suitable…

Machine Learning · Computer Science 2024-05-01 Tizian Wenzel , Armin Iske

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

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

In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…

Numerical Analysis · Mathematics 2017-06-29 Peter Giesl , Holger Wendland

For certain dynamical systems it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system close to a non-hyperbolic…

Dynamical Systems · Mathematics 2020-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

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

Model reduction attempts to guarantee a desired "model quality", e.g. given in terms of accuracy requirements, with as small a model size as possible. This article highlights some recent developments concerning this issue for the so called…

Numerical Analysis · Mathematics 2015-03-03 Wolfgang Dahmen

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

Greedy algorithms, particularly the orthogonal greedy algorithm (OGA), have proven effective in training shallow neural networks for fitting functions and solving partial differential equations (PDEs). In this paper, we extend the…

Numerical Analysis · Mathematics 2025-01-07 Ye Lin , Jiwei Jia , Young Ju Lee , Ran Zhang

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

Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…

Numerical Analysis · Mathematics 2020-02-20 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

In this paper we introduce an algorithm based on a sparse grid adaptive refinement, for the approximation of the eigensolutions to parametric problems arising from elliptic partial differential equations. In particular, we are interested in…

Numerical Analysis · Mathematics 2022-10-20 Moataz M. Alghamdi , Daniele Boffi , Francesca Bonizzoni

We address the challenging application of 3D pore scale reactive flow under varying geometry parameters. The task is to predict time-dependent integral quantities, i.e., breakthrough curves, from the given geometries. As the 3D reactive…

Numerical Analysis · Mathematics 2024-05-30 Robin Herkert , Patrick Buchfink , Tizian Wenzel , Bernard Haasdonk , Pavel Toktaliev , Oleg Iliev

Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…

Numerical Analysis · Mathematics 2025-11-25 Andrew Christlieb , Sining Gong , Hyoseon Yang

In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust…

Numerical Analysis · Mathematics 2020-09-18 Shun Zhang

In this article, the reproducing kernel Hilbert space [0, 1] is employed for solving a class of third-order periodic boundary value problem by using fitted reproducing kernel algorithm. The reproducing kernel function is built to get fast…

Numerical Analysis · Mathematics 2017-04-18 Asad Freihat , Radwan Abu-Gdairi , Hammad Khalil , Eman Abuteen , Mohammed Al-Smadi , Rahmat Ali Khan

The "classical" (weak) greedy algorithm is widely used within model order reduction in order to compute a reduced basis in the offline training phase: An a posteriori error estimator is maximized and the snapshot corresponding to the…

Numerical Analysis · Mathematics 2026-05-27 Niklas Reich , Karsten Urban , Jürgen Vorloeper

This work presents a generalized boundary integral method for elliptic equations on surfaces, encompassing both boundary value and interface problems. The method is kernel-free, implying that the explicit analytical expression of the kernel…

Numerical Analysis · Mathematics 2025-08-25 Pengsong Yin , Wenjun YIng , Yulin Zhang , Han Zhou