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FAST EIGENPAIRS COMPUTATION WITH OPERATOR ADAPTED WAVELETS AND HIERARCHICAL SUBSPACE CORRECTION

文献类型：期刊论文

作者Xie, Hehu4,5; Zhang, Lei1,3; Owhadi, Houman2
刊名SIAM JOURNAL ON NUMERICAL ANALYSIS
出版日期2019
卷号57期号:6页码:2519-2550
关键词multiscale eigenvalue problem gamblet decomposition multigrid iteration subspace correction numerical homogenization
ISSN号0036-1429
DOI10.1137/18M1194079
英文摘要We present a method for the fast computation of the eigenpairs of a bijective positive symmetric linear operator L. The method is based on a combination of operator adapted wavelets (gamblets) with hierarchical subspace correction. First, gamblets provide a raw but fast approximation of the eigensubspaces of L by block-diagonalizing L into sparse and well-conditioned blocks. Next, the hierarchical subspace correction method computes the eigenpairs associated with the Galerkin restriction of L to a coarse (low-dimensional) gamblet subspace and then corrects those eigenpairs by solving a hierarchy of linear problems in the finer gamblet subspaces (from coarse to fine, using multigrid iteration). The proposed algorithm is robust to the presence of multiple (a continuum of) scales and is shown to be of near-linear complexity when L is an (arbitrary local, e.g., differential) operator mapping H-0(s)(Omega) to H-s(Omega) (e.g., an elliptic PDE with rough coefficients).
资助项目Science Challenge project[TZ2016002] ; National Natural Science Foundation of China[11871339] ; National Natural Science Foundation of China[11861131004] ; National Natural Science Foundation of China[11571314] ; National Natural Science Foundation of China[11771434] ; National Natural Science Foundation of China[91330202] ; National Center for Mathematics and Interdisciplinary Science, CAS ; Air Force Office of Scientific Research (AFOSR) DARPA EQUiPS program[FA9550-16-1-0054] ; Air Force Office of Scientific Research[FA9550-18-1-0271] ; Office of Naval Research[N00014-18-1-2363]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000546984300002
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/51768]  
专题中国科学院数学与系统科学研究院
通讯作者Zhang, Lei
作者单位1.Shanghai Jiao Tong Univ, Minist Educ, Key Lab Sci & Engn Comp, Shanghai 200240, Peoples R China
2.CALTECH, Comp & Math Sci, Pasadena, CA 91125 USA
3.Shanghai Jiao Tong Univ, Sch Math Sci, Inst Nat Sci, Shanghai 200240, Peoples R China
4.Chinese Acad Sci, LSEC, Acad Math & Syst Sci, 55 Zhongguancun Donglu, Beijing 100190, Peoples R China
5.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式
GB/T 7714		 Xie, Hehu,Zhang, Lei,Owhadi, Houman. FAST EIGENPAIRS COMPUTATION WITH OPERATOR ADAPTED WAVELETS AND HIERARCHICAL SUBSPACE CORRECTION[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(6):2519-2550.
APA Xie, Hehu,Zhang, Lei,&Owhadi, Houman.(2019).FAST EIGENPAIRS COMPUTATION WITH OPERATOR ADAPTED WAVELETS AND HIERARCHICAL SUBSPACE CORRECTION.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(6),2519-2550.
MLA Xie, Hehu,et al."FAST EIGENPAIRS COMPUTATION WITH OPERATOR ADAPTED WAVELETS AND HIERARCHICAL SUBSPACE CORRECTION".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.6(2019):2519-2550.

入库方式： OAI收割

来源：数学与系统科学研究院

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