相关论文: Analysis of Linear Difference Schemes in the Spars…

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this…

Sparse grids based on Lagrange polynomials have become one of the staple methods for approximating functions that are high-dimensional and expensive to evaluate, in the context e.g. of PDE-based parametric design exploration. They are…

Sparse grids are popular tools for high-dimensional function approximation. In this work, we study the use of sparse grids for interpolation using separable Mat\'ern kernels…

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

An efficient $hp$-multigrid scheme is presented for local discontinuous Galerkin (LDG) discretizations of elliptic problems, formulated around the idea of separately coarsening the underlying discrete gradient and divergence operators. We…

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Generative graph models struggle to scale due to the need to predict the existence or type of edges between all node pairs. To address the resulting quadratic complexity, existing scalable models often impose restrictive assumptions such as…

Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…

Structured kernel interpolation (SKI) accelerates Gaussian process (GP) inference by interpolating the kernel covariance function using a dense grid of inducing points, whose corresponding kernel matrix is highly structured and thus…

This paper studies sparse super-resolution in arbitrary dimensions. More precisely, it develops a theoretical analysis of support recovery for the so-called BLASSO method, which is an off-the-grid generalisation of l1 regularization (also…

Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…

This paper investigates the approximation of functions with finite smoothness defined on domains with a Cartesian product structure. The recently proposed tensor product multilevel method (TPML) combines Smolyak's sparse grid method with a…

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simplicial mesh and an overlay uniform grid for the underlying…

Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all these ideas applied to elliptic PDEs with finite-dimensional…

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

High-dimensional transport equations frequently occur in science and engineering. Computing their numerical solution, however, is challenging due to its high dimensionality. In this work we develop an algorithm to efficiently solve the…

In this paper we study convergence estimates for a multigrid algorithm with smoothers of successive subspace correction (SSC) type, applied to symmetric elliptic PDEs. First, we revisit a general convergence analysis on a class of multigrid…

We propose the use of sparse grids to accelerate particle-in-cell (PIC) schemes. By using the so-called `combination technique' from the sparse grids literature, we are able to dramatically increase the size of the spatial cells in…