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

DOI10.1186/S40687-017-0113-1MaRDI QIDQ721965zbMATH OpenOpenAlexWikidataFDO

Authors Pengchuan Zhang, Thomas Y. Hou

Publication date 20 July 2018

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

Recommendations

• Sparse Compression of Expected Solution Operators
• Data-sparse elliptic operator inverse based on explicit approximation to the Green function
• On the Compressibility of Operators in Wavelet Coordinates
• Super-localization of elliptic multiscale problems
• Optimal local multi-scale basis functions for linear elliptic equations with rough coefficients

Cites work

• A Direct Formulation for Sparse PCA Using Semidefinite Programming
• A multiscale finite element method for elliptic problems in composite materials and porous media
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• A sparse decomposition of low rank symmetric positive semidefinite matrices
• Adaptive multiscale model reduction with generalized multiscale finite element methods
• An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
• An introduction to partial differential equations
• Bayesian numerical homogenization
• Coarse-grid sampling interpolatory methods for approximating Gaussian random fields
• Compressed modes for variational problems in mathematics and physics
• Density matrix minimization with \({\ell}_1\) regularization
• Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients
• Generalized Finite Element Methods: Their Performance and Their Relation to Mixed Methods
• Generalized multiscale finite element methods (GMsFEM)
• Introduction to the web-method and its applications
• Localization of elliptic multiscale problems
• Localized bases of eigensubspaces and operator compression
• Matérn cross-covariance functions for multivariate random fields
• Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
• Multiscale Finite Element Methods
• Multiscale finite element methods for high-contrast problems using local spectral basis functions
• Numerical methods for multiscale elliptic problems
• On n-widths for elliptic problems
• Optimal Local Approximation Spaces for Generalized Finite Element Methods with Application to Multiscale Problems
• Optimal approximation of elliptic problems by linear and nonlinear mappings. I
• Optimal local multi-scale basis functions for linear elliptic equations with rough coefficients
• Oversampling for the multiscale finite element method
• Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization
• Removing the cell resonance error in the multiscale finite element method via a Petrov-Galerkin formulation
• Representation of Gaussian fields in series with independent coefficients
• Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
• Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
• Spatial variation. 2nd ed
• Studies in the history of probability and statistics XLIX: On the Matérn correlation family
• The AL basis for the solution of elliptic problems in heterogeneous media
• The finite element methods for elliptic problems.
• The generalized finite element method
• The variational multiscale method -- a paradigm for computational mechanics
• Variational multiscale stabilization and the exponential decay of fine-scale correctors

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
• Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
• A two-level overlapping Schwarz method with energy-minimizing multiscale coarse basis functions
• 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
• Multiscale elliptic PDE upscaling and function approximation via subsampled data
• Randomized Sampling for Basis Function Construction in Generalized Finite Element Methods
• Explicit and Energy-Conserving Constraint Energy Minimizing Generalized Multiscale Discontinuous Galerkin Method for Wave Propagation in Heterogeneous Media
• A quasi Monte Carlo-based model reduction method for solving Helmholtz equation in random media
• Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces
• Sparse Compression of Expected Solution Operators
• A model reduction method for multiscale elliptic PDEs with random coefficients using an optimization approach
• Numerical homogenization beyond scale separation
• A multiscale finite element method for the Schrödinger equation with multiscale potentials
• Constraint energy minimizing generalized multiscale discontinuous Galerkin method
• Localized bases of eigensubspaces and operator compression
• Online Adaptive Algorithm for Constraint Energy Minimizing Generalized Multiscale Discontinuous Galerkin Method
• Efficient multiscale methods for the semiclassical Schrödinger equation with time-dependent potentials
• Convergence analysis of the localized orthogonal decomposition method for the semiclassical Schrödinger equations with multiscale potentials
• Function approximation via the subsampled Poincaré inequality

Describes a project that uses

Uses Software

• PMA

This page was built for publication: Sparse operator compression of higher-order elliptic operators with rough coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q721965)