- Bayesian inference and data assimilation
- Fast methods for non-local operators
- Finite elements and boundary elements
- Multiresolution methods for scattered data
- Numerical linear algebra
- Partial differential equations with random data
Fast multiresolution covariance analysis (FMCA)
FMCA is a header only library for the multiresolution analysis of scattered data and kernel matrices. It is developed at the Università della Svizzera italiana in the research group of Michael Multerer. Currently, the library features the construction of samplet bases and different versions of the pivoted Cholesky decomposition. The fast samplet covariance compression introduced in Samplets: Construction and scattered data compression will be added soon.
BEM-Based Engineering Library (Bembel)
Bembel is a Boundary Element Method Based Engineering Library written in C and C++ to solve boundary value problems governed by the Laplace, Helmholtz or electric wave equation. It was written as part of a cooperation between the TU Darmstadt and the University of Basel, coordinated by H. Harbrecht, S. Kurz and S. Schöps. It is based on the Laplace BEM of J. Dölz, H. Harbrecht and M. Multerer as well as the spline and geometry framework of F. Wolf.
SParse Quadrature Routines (SPQR)
A Package which implements the anisotropic sparse grid quadrature for arbitrary downward closed index sets. To provide maximum flexibility, the underlying univariate quadrature rules as well as the criterion for the sparse index set can be defined by the user. Optimised versions of the total degree index set and the hyperbolic cross index set are provided by default. Currently, the package comes with a simple Matlab interface.