Low-Rank Approximation for Multiscale PDEs

DOI10.1090/NOTI2488MaRDI QIDQ5097670zbMATH OpenOpenAlexWikidataFDO

Authors Ke Chen, Shi Chen, Qin Li, Stephen J. Wright, Jianfeng Lu

Publication date 31 August 2022

Published in Notices of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.12904

zbMATH Keywords

asymptotic-preserving schemesrandom sampling

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Singular perturbations in context of PDEs (35B25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Integro-partial differential equations (35R09)

Abstract: Historically, analysis for multiscale PDEs is largely unified while numerical schemes tend to be equation-specific. In this paper, we propose a unified framework for computing multiscale problems through random sampling. This is achieved by incorporating randomized SVD solvers and manifold learning techniques to numerically reconstruct the low-rank features of multiscale PDEs. We use multiscale radiative transfer equation and elliptic equation with rough media to showcase the application of this framework.

Cited in

(1)

• Error Estimate of Multiscale Finite Element Method for Periodic Media Revisited

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