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Randomized Sketching for PDEs and Optimization Problems

Using Random Matrix to Reduce Computatioanl Cost

Structured random sketching for PDE inverse problems
(with Qin Li, Kit Newton and Stephen Wright), SIAM Journal on Matrix Analysis and Applications 41.4 (2020): 1742-1770.
Tensor-structured sketching for constrained least squares
(with Ruhui Jin), Accepted by SIAM Journal on Matrix Analysis and Applications

Inverse Problems in Optical Tomography

Optical tomography reconstructs images from boundary measurements of light intensities transmitted and scattered through an object.

PDE Compression

Solving Multi-scale PDEs with a Randomized Solver

Random Sampling and Efficient Algorithms for Multiscale PDEs
(with Qin Li, Jianfeng Lu and Stephen Wright), SIAM Journal on Scientific Computing 42.5 (2020): A2974-A3005.
Randomized Sampling for Basis Functions Construction in Generalized Finite Element Methods
(with Qin Li, Jianfeng Lu and Stephen Wright), SIAM-Multiscale Modeling and Simulation 18.2 (2020): 1153-1177.
A low-rank Schwarz method for radiative transport equation with heterogeneous scattering coefficient
(with Qin Li, Jianfeng Lu and Stephen Wright), Multiscale Modeling and Simulation 19.2 (2021): 775-801.