Low-Rank Approximation for Multiscale PDEs

DOI10.1090/NOTI2488zbMATH Open1496.35024arXiv2111.12904OpenAlexW3216507475WikidataQ114094268 ScholiaQ114094268MaRDI QIDQ5097670FDOQ5097670

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)

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.

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

zbMATH Keywords

asymptotic-preserving schemes random sampling

Mathematics Subject Classification ID

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

Cited In (1)

Error Estimate of Multiscale Finite Element Method for Periodic Media Revisited

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