Zhaonan Dong, Emmanuil H. Georgoulis, Philip J. Herbert
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1105-1127, June 2025. Abstract. We propose a new stabilized finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterized by degenerate diffusion. The stabilization is constructed so that the resulting method admits a numerical hypocoercivity property, analogous to the corresponding property of the PDE problem. More specifically, the stabilization is constructed so that a spectral gap is possible in the resulting “stronger-than-energy” stabilization norm, despite the degenerate nature of the diffusion in Kolmogorov, thereby the method has a provably robust behavior as the “time” variable goes to infinity. We consider both a spatially discrete version of the stabilized finite element method and a fully discrete version, with the time discretization realized by discontinuous Galerkin timestepping. Both stability and a priori error bounds are proven in all cases. Numerical experiments verify the theoretical findings.
{"title":"A Hypocoercivity-Exploiting Stabilized Finite Element Method for Kolmogorov Equation","authors":"Zhaonan Dong, Emmanuil H. Georgoulis, Philip J. Herbert","doi":"10.1137/24m163373x","DOIUrl":"https://doi.org/10.1137/24m163373x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1105-1127, June 2025. <br/> Abstract. We propose a new stabilized finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterized by degenerate diffusion. The stabilization is constructed so that the resulting method admits a numerical hypocoercivity property, analogous to the corresponding property of the PDE problem. More specifically, the stabilization is constructed so that a spectral gap is possible in the resulting “stronger-than-energy” stabilization norm, despite the degenerate nature of the diffusion in Kolmogorov, thereby the method has a provably robust behavior as the “time” variable goes to infinity. We consider both a spatially discrete version of the stabilized finite element method and a fully discrete version, with the time discretization realized by discontinuous Galerkin timestepping. Both stability and a priori error bounds are proven in all cases. Numerical experiments verify the theoretical findings.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"43 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143979465","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1078-1104, June 2025. Abstract. This paper addresses the challenge of constructing finite element [math] complexes in three dimensions. Tangential-normal continuity is introduced in order to develop distributional finite element [math] complexes. The spaces constructed are applied to discretize the quad curl problem, demonstrating optimal order of convergence. Furthermore, a hybridization technique is proposed, demonstrating its equivalence to nonconforming finite elements and weak Galerkin methods.
{"title":"Distributional Finite Element curl div Complexes and Application to Quad Curl Problems","authors":"Long Chen, Xuehai Huang, Chao Zhang","doi":"10.1137/23m1617400","DOIUrl":"https://doi.org/10.1137/23m1617400","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1078-1104, June 2025. <br/> Abstract. This paper addresses the challenge of constructing finite element [math] complexes in three dimensions. Tangential-normal continuity is introduced in order to develop distributional finite element [math] complexes. The spaces constructed are applied to discretize the quad curl problem, demonstrating optimal order of convergence. Furthermore, a hybridization technique is proposed, demonstrating its equivalence to nonconforming finite elements and weak Galerkin methods.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"125 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143979530","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1055-1077, June 2025. Abstract. We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous [math] coefficients. The methods are of Galerkin type and follow the Variational Multiscale and Localized Orthogonal Decomposition (LOD) approaches in the sense that it decouples spaces into multiscale and fine subspaces. In a first method, the multiscale basis functions are obtained by mapping coarse basis functions, based on corners used on primal iterative substructuring methods, to functions of global minimal energy. This approach delivers quasi-optimal a priori error energy approximation with respect to the mesh size, but it is not robust with respect to high-contrast coefficients. In a second method, edge modes based on local generalized eigenvalue problems are added to the corner modes. As a result, optimal a priori error energy estimate is achieved which is mesh and contrast independent. The methods converge at optimal rate even if the solution has minimum regularity, belonging only to the Sobolev space [math].
{"title":"Spectral ACMS: A Robust Localized Approximated Component Mode Synthesis Method","authors":"Alexandre L. Madureira, Marcus Sarkis","doi":"10.1137/24m1665362","DOIUrl":"https://doi.org/10.1137/24m1665362","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1055-1077, June 2025. <br/> Abstract. We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous [math] coefficients. The methods are of Galerkin type and follow the Variational Multiscale and Localized Orthogonal Decomposition (LOD) approaches in the sense that it decouples spaces into multiscale and fine subspaces. In a first method, the multiscale basis functions are obtained by mapping coarse basis functions, based on corners used on primal iterative substructuring methods, to functions of global minimal energy. This approach delivers quasi-optimal a priori error energy approximation with respect to the mesh size, but it is not robust with respect to high-contrast coefficients. In a second method, edge modes based on local generalized eigenvalue problems are added to the corner modes. As a result, optimal a priori error energy estimate is achieved which is mesh and contrast independent. The methods converge at optimal rate even if the solution has minimum regularity, belonging only to the Sobolev space [math].","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"21 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143933581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1025-1054, June 2025. Abstract. In this paper, we apply quasi-Monte Carlo (QMC) methods with an initial preintegration step to estimate cumulative distribution functions and probability density functions in uncertainty quantification (UQ). The distribution and density functions correspond to a quantity of interest involving the solution to an elliptic partial differential equation (PDE) with a lognormally distributed coefficient and a normally distributed source term. There is extensive previous work on using QMC to compute expected values in UQ, which have proven very successful in tackling a range of different PDE problems. However, the use of QMC for density estimation applied to UQ problems will be explored here for the first time. Density estimation presents a more difficult challenge compared to computing the expected value due to discontinuities present in the integral formulations of both the distribution and density. Our strategy is to use preintegration to eliminate the discontinuity by integrating out a carefully selected random parameter, so that QMC can be used to approximate the remaining integral. First, we establish regularity results for the PDE quantity of interest that are required for smoothing by preintegration to be effective. We then show that an [math]-point lattice rule can be constructed for the integrands corresponding to the distribution and density, such that after preintegration the QMC error is of order [math] for arbitrarily small [math]. This is the same rate achieved for computing the expected value of the quantity of interest. Numerical results are presented to reaffirm our theory.
{"title":"Density Estimation for Elliptic PDE with Random Input by Preintegration and Quasi-Monte Carlo Methods","authors":"Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar","doi":"10.1137/24m1640070","DOIUrl":"https://doi.org/10.1137/24m1640070","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1025-1054, June 2025. <br/> Abstract. In this paper, we apply quasi-Monte Carlo (QMC) methods with an initial preintegration step to estimate cumulative distribution functions and probability density functions in uncertainty quantification (UQ). The distribution and density functions correspond to a quantity of interest involving the solution to an elliptic partial differential equation (PDE) with a lognormally distributed coefficient and a normally distributed source term. There is extensive previous work on using QMC to compute expected values in UQ, which have proven very successful in tackling a range of different PDE problems. However, the use of QMC for density estimation applied to UQ problems will be explored here for the first time. Density estimation presents a more difficult challenge compared to computing the expected value due to discontinuities present in the integral formulations of both the distribution and density. Our strategy is to use preintegration to eliminate the discontinuity by integrating out a carefully selected random parameter, so that QMC can be used to approximate the remaining integral. First, we establish regularity results for the PDE quantity of interest that are required for smoothing by preintegration to be effective. We then show that an [math]-point lattice rule can be constructed for the integrands corresponding to the distribution and density, such that after preintegration the QMC error is of order [math] for arbitrarily small [math]. This is the same rate achieved for computing the expected value of the quantity of interest. Numerical results are presented to reaffirm our theory.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"48 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143916087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 1000-1024, April 2025. Abstract. In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a stochastic subsystem that possesses the strict dissipation from the original equation, which is inspired by the inheritance of the Lyapunov structure for obtaining the ergodicity. We prove that the exponential moment of the numerical solution is bounded, thus validating the exponential integrability of the proposed methods. Further, we show that under moderate verifiable conditions, the methods have the first-order convergence in both strong and weak senses, and we present several concrete splitting schemes based on the methods. The splitting strategy of methods can be readily extended to construct conformal symplectic methods and high-order methods that preserve both the ergodicity and the exponential integrability, as demonstrated in numerical experiments. Our numerical experiments also show that the proposed methods have good performance in the long-time simulation.
{"title":"A New Class of Splitting Methods That Preserve Ergodicity and Exponential Integrability for the Stochastic Langevin Equation","authors":"Chuchu Chen, Tonghe Dang, Jialin Hong, Fengshan Zhang","doi":"10.1137/24m1687686","DOIUrl":"https://doi.org/10.1137/24m1687686","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 1000-1024, April 2025. <br/> Abstract. In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a stochastic subsystem that possesses the strict dissipation from the original equation, which is inspired by the inheritance of the Lyapunov structure for obtaining the ergodicity. We prove that the exponential moment of the numerical solution is bounded, thus validating the exponential integrability of the proposed methods. Further, we show that under moderate verifiable conditions, the methods have the first-order convergence in both strong and weak senses, and we present several concrete splitting schemes based on the methods. The splitting strategy of methods can be readily extended to construct conformal symplectic methods and high-order methods that preserve both the ergodicity and the exponential integrability, as demonstrated in numerical experiments. Our numerical experiments also show that the proposed methods have good performance in the long-time simulation.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"31 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143884404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 976-999, April 2025. Abstract. This work is on a user-friendly reduced basis method for the solution of families of parametric partial differential equations by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and biconjugate gradient method. The proposed methods use a preconditioned Krylov subspace method for a high-fidelity discretization of one parameter instance to generate orthogonal basis vectors of the reduced basis subspace. Then large-scale discrete parameter-dependent problems are approximately solved in the low-dimensional Krylov subspace. We prove convergence estimates for the proposed method when the differential operator depends on two parameter coefficients and the preconditioner is the inverse of the operator at a fixed parameter. As is shown in numerical experiments, only a small number of Krylov subspace iterations are needed to simultaneously generate approximate solutions of a family of high-fidelity and large-scale parametrized systems in the reduced basis subspace. This reduces the computational cost by orders of magnitude, because (1) to construct the reduced basis vectors, we only solve one large-scale problem in the high-fidelity level; and (2) the family of problems restricted to the reduced basis subspace have much smaller sizes.
{"title":"Reduced Krylov Basis Methods for Parametric Partial Differential Equations","authors":"Yuwen Li, Ludmil T. Zikatanov, Cheng Zuo","doi":"10.1137/24m1661236","DOIUrl":"https://doi.org/10.1137/24m1661236","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 976-999, April 2025. <br/> Abstract. This work is on a user-friendly reduced basis method for the solution of families of parametric partial differential equations by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and biconjugate gradient method. The proposed methods use a preconditioned Krylov subspace method for a high-fidelity discretization of one parameter instance to generate orthogonal basis vectors of the reduced basis subspace. Then large-scale discrete parameter-dependent problems are approximately solved in the low-dimensional Krylov subspace. We prove convergence estimates for the proposed method when the differential operator depends on two parameter coefficients and the preconditioner is the inverse of the operator at a fixed parameter. As is shown in numerical experiments, only a small number of Krylov subspace iterations are needed to simultaneously generate approximate solutions of a family of high-fidelity and large-scale parametrized systems in the reduced basis subspace. This reduces the computational cost by orders of magnitude, because (1) to construct the reduced basis vectors, we only solve one large-scale problem in the high-fidelity level; and (2) the family of problems restricted to the reduced basis subspace have much smaller sizes.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"44 1","pages":"976-999"},"PeriodicalIF":2.9,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143876070","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 908-930, April 2025. Abstract. The structured [math]-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general linear structures such as complex or real matrices with a given sparsity pattern or with restricted range and corange, or special classes such as Toeplitz matrices. The notion conceptually combines unstructured and structured pseudospectra in a joint pseudospectrum, allowing for the use of resolvent bounds as with unstructured pseudospectra and for structured perturbations as with structured pseudospectra. We propose and study an algorithm for computing the structured [math]-stability radius, which solves eigenvalue optimization problems via suitably discretized rank-1 matrix differential equations that originate from a gradient system. The proposed algorithm has essentially the same computational cost as the known rank-1 algorithms for computing unstructured and structured stability radii. Numerical experiments illustrate the behavior of the algorithm.
{"title":"Transient Dynamics under Structured Perturbations: Bridging Unstructured and Structured Pseudospectra","authors":"Nicola Guglielmi, Christian Lubich","doi":"10.1137/24m1630876","DOIUrl":"https://doi.org/10.1137/24m1630876","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 908-930, April 2025. <br/> Abstract. The structured [math]-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general linear structures such as complex or real matrices with a given sparsity pattern or with restricted range and corange, or special classes such as Toeplitz matrices. The notion conceptually combines unstructured and structured pseudospectra in a joint pseudospectrum, allowing for the use of resolvent bounds as with unstructured pseudospectra and for structured perturbations as with structured pseudospectra. We propose and study an algorithm for computing the structured [math]-stability radius, which solves eigenvalue optimization problems via suitably discretized rank-1 matrix differential equations that originate from a gradient system. The proposed algorithm has essentially the same computational cost as the known rank-1 algorithms for computing unstructured and structured stability radii. Numerical experiments illustrate the behavior of the algorithm.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"138 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863066","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 881-907, April 2025. Abstract. A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar–Gross–Krook (M-BGK) model with nontrivial collision frequencies depending on individual species temperatures. We prove that under mild time step restrictions, the iterative method generates a contraction mapping. Numerical simulations are provided to illustrate results of the IMEX scheme using the implicit moment solver.
{"title":"Implicit Update of the Moment Equations for a Multi-Species, Homogeneous BGK Model","authors":"Evan Habbershaw, Cory D. Hauck, Steven M. Wise","doi":"10.1137/24m165421x","DOIUrl":"https://doi.org/10.1137/24m165421x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 881-907, April 2025. <br/> Abstract. A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar–Gross–Krook (M-BGK) model with nontrivial collision frequencies depending on individual species temperatures. We prove that under mild time step restrictions, the iterative method generates a contraction mapping. Numerical simulations are provided to illustrate results of the IMEX scheme using the implicit moment solver.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"261 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 949-975, April 2025. Abstract. Interpolatory necessary optimality conditions for [math]-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on [math]-optimal reduced-order modeling of stationary parametric problems, in this paper, we develop and investigate optimality conditions for [math]-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.
{"title":"Interpolatory [math]-Optimality Conditions for Structured Linear Time-Invariant Systems","authors":"Petar Mlinarić, Peter Benner, Serkan Gugercin","doi":"10.1137/23m1610033","DOIUrl":"https://doi.org/10.1137/23m1610033","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 949-975, April 2025. <br/> Abstract. Interpolatory necessary optimality conditions for [math]-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on [math]-optimal reduced-order modeling of stationary parametric problems, in this paper, we develop and investigate optimality conditions for [math]-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"40 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863034","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 931-948, April 2025. Abstract. We present new convergence estimates of generalized empirical interpolation methods in terms of the entropy numbers of the parametrized function class. Our analysis is transparent and leads to sharper convergence rates than the classical analysis via the Kolmogorov [math]-width. In addition, we also derive novel entropy-based convergence estimates of the Chebyshev greedy algorithm for sparse [math]-term nonlinear approximation of a target function. This also improves classical convergence analysis when corresponding entropy numbers decay fast enough.
{"title":"A New Analysis of Empirical Interpolation Methods and Chebyshev Greedy Algorithms","authors":"Yuwen Li","doi":"10.1137/24m1634230","DOIUrl":"https://doi.org/10.1137/24m1634230","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 931-948, April 2025. <br/> Abstract. We present new convergence estimates of generalized empirical interpolation methods in terms of the entropy numbers of the parametrized function class. Our analysis is transparent and leads to sharper convergence rates than the classical analysis via the Kolmogorov [math]-width. In addition, we also derive novel entropy-based convergence estimates of the Chebyshev greedy algorithm for sparse [math]-term nonlinear approximation of a target function. This also improves classical convergence analysis when corresponding entropy numbers decay fast enough.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"4 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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