Low-Rank Approximation for Multiscale PDEs
Ke Chen, Shi Chen, Qin Li, Jianfeng Lu, Stephen J. Wright · Notices of the American Mathematical Society · 2022
The main theme of this article is the use of randomized SVD solvers to exploit the low-rank features of multiscale PDEs. We describe two strategies both of which are divided into “offline” and “online” stages.