RBF multiscale collocation for second order elliptic boundary value problems

In this paper, we discuss multiscale radial basis function collocation methods for solving elliptic partial differential equations on bounded domains. The approximate solution is constructed in a multi-level fashion, each level using compactly supported radial basis functions of smaller scale on an increasingly fine mesh. On each level, standard symmetric collocation is employed. A convergence theory is given, which builds on recent theoretical advances for multiscale approximation using compactly supported radial basis functions. We are able to show that the convergence is linear in the number of levels. We also discuss the condition numbers of the arising systems and the effect of simple, diagonal preconditioners, now proving rigorously previous numerical observations

Preconditioning of weighted H(div)-norm and applications to numerical simulation of highly heterogeneous media

In this paper we propose and analyze a preconditioner for a system arising from a finite element approximation of second order elliptic problems describing processes in highly het- erogeneous media. Our approach uses the technique of multilevel methods and the recently proposed preconditioner based on additive Schur complement approximation by J. Kraus (see [8]). The main results are the design and a theoretical and numerical justification of an iterative method for such problems that is robust with respect to the contrast of the media, defined as the ratio between the maximum and minimum values of the coefficient (related to the permeability/conductivity).Comment: 28 page

Well-posedness and Robust Preconditioners for the Discretized Fluid-Structure Interaction Systems

In this paper we develop a family of preconditioners for the linear algebraic systems arising from the arbitrary Lagrangian-Eulerian discretization of some fluid-structure interaction models. After the time discretization, we formulate the fluid-structure interaction equations as saddle point problems and prove the uniform well-posedness. Then we discretize the space dimension by finite element methods and prove their uniform well-posedness by two different approaches under appropriate assumptions. The uniform well-posedness makes it possible to design robust preconditioners for the discretized fluid-structure interaction systems. Numerical examples are presented to show the robustness and efficiency of these preconditioners.Comment: 1. Added two preconditioners into the analysis and implementation 2. Rerun all the numerical tests 3. changed title, abstract and corrected lots of typos and inconsistencies 4. added reference

Empirical Bayes selection of wavelet thresholds

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on the risk of the method are found subject to membership of the unknown function in one of a wide range of Besov classes, covering also the case of f of bounded variation. The rates obtained are optimal for any value of the parameter p in (0,\infty], simultaneously for a wide range of loss functions, each dominating the L_q norm of the \sigmath derivative, with \sigma\ge0 and 0<q\le2.Comment: Published at http://dx.doi.org/10.1214/009053605000000345 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quantum algorithms and the finite element method

The finite element method is used to approximately solve boundary value problems for differential equations. The method discretises the parameter space and finds an approximate solution by solving a large system of linear equations. Here we investigate the extent to which the finite element method can be accelerated using an efficient quantum algorithm for solving linear equations. We consider the representative general question of approximately computing a linear functional of the solution to a boundary value problem, and compare the quantum algorithm's theoretical performance with that of a standard classical algorithm -- the conjugate gradient method. Prior work had claimed that the quantum algorithm could be exponentially faster, but did not determine the overall classical and quantum runtimes required to achieve a predetermined solution accuracy. Taking this into account, we find that the quantum algorithm can achieve a polynomial speedup, the extent of which grows with the dimension of the partial differential equation. In addition, we give evidence that no improvement of the quantum algorithm could lead to a super-polynomial speedup when the dimension is fixed and the solution satisfies certain smoothness properties.Comment: 16 pages, 2 figure