A sketched finite element method for elliptic models

Robert Lung, Yue Wu, Dimitris Kamilis, Nick Polydorides

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that involves projecting the finite element solution onto a low-dimensional subspace and sketching the reduced equations using randomised sampling. We show that a sampling distribution based on the leverage scores of a tall matrix associated with the discrete Laplacian operator, can achieve nearly optimal performance and a significant speedup. We derive an expression of the complexity of the algorithm in terms of the number of samples that are necessary to meet an error tolerance specification with high probability, and an upper bound for the distance between the sketched and the high-dimensional solutions. Our analysis shows that the projection not only reduces the dimension of the problem but also regularises the reduced system against sketching error. Our numerical simulations suggest speed improvements of two orders of magnitude in exchange for a small loss in the accuracy of the prediction.
Original languageEnglish
Article number112933
Number of pages20
JournalComputer Methods in Applied Mechanics and Engineering
Volume364
Early online date2 Mar 2020
DOIs
Publication statusPublished - 1 Jun 2020

Fingerprint Dive into the research topics of 'A sketched finite element method for elliptic models'. Together they form a unique fingerprint.

Cite this