Sparse operator compression of higher-order elliptic operators with rough coefficients

DOI10.1186/S40687-017-0113-1zbMATH Open1412.65215arXiv1708.02701OpenAlexW2962849402WikidataQ59612370 ScholiaQ59612370MaRDI QIDQ721965FDOQ721965

Authors: Pengchuan Zhang, Thomas Y. Hou 

Publication date: 20 July 2018

Published in: Research in the Mathematical Sciences (Search for Journal in Brave)

Abstract: We introduce the sparse operator compression to compress a self-adjoint higher-order elliptic operator with rough coefficients and various boundary conditions. The operator compression is achieved by using localized basis functions, which are energy-minimizing functions on local patches. On a regular mesh with mesh size $h$, the localized basis functions have supports of diameter $O(hlog(1/h))$ and give optimal compression rate of the solution operator. We show that by using localized basis functions with supports of diameter $O(hlog(1/h))$, our method achieves the optimal compression rate of the solution operator. From the perspective of the generalized finite element method to solve elliptic equations, the localized basis functions have the optimal convergence rate $O(h^k)$ for a $(2k)$th-order elliptic problem in the energy norm. From the perspective of the sparse PCA, our results show that a large set of Mat'{e}rn covariance functions can be approximated by a rank-$n$ operator with a localized basis and with the optimal accuracy.

Full work available at URL: https://arxiv.org/abs/1708.02701

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zbMATH Keywords

sparse principal component analysiselliptic operator

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical solutions to equations with linear operators (65J10)

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Cited In (22)

• A multiscale reduced basis method for the Schrödinger equation with multiscale and random potentials
• An adaptive fast solver for a general class of positive definite matrices via energy decomposition
• A two-level overlapping Schwarz method with energy-minimizing multiscale coarse basis functions
• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
• Exponentially convergent multiscale finite element method
• Constraint energy minimizing generalized multiscale finite element method for multi-continuum Richards equations
• A fast hierarchically preconditioned eigensolver based on multiresolution matrix decomposition
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Uses Software

• PMA

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