math.NAJul 22, 2026

A Structure-Adaptive Random Feature Method for High-Dimensional Elliptic PDEs

Authors: Jiale LinghuHao DongYangshuai Wang

Organizations: School of Mathematics and Statistics, Xidian University, Xi’an 710071, China. · Department of Mathematics, National University of Singapore, 10 Lower Kent Ridge Road, 119076, Singapore

Abstract

Random-feature methods reduce high-dimensional elliptic PDE collocation to linear coefficient problems, but full-dimensional trial spaces overlook lower-dimensional structure. We introduce the Hierarchical Analysis-of-Variance Random Feature Method (HA-RFM), which selects coordinate blocks using closed Sobol indices of the PDE residual, identifies oblique low-rank features from fitted-predictor gradients, and couples all retained features in one regularized least-squares solve. Under structural and stability hypotheses, we establish an L2L^2 error bound that links solution and residual truncation to finite-width approximation and regularized finite-sample fitting, and we derive guarantees for width and structure recovery. The resulting width is polynomial in the dimension at fixed interaction order, with dimension-independent higher-order contributions under uniform structural control. Residual screening achieves exact recovery of the prescribed three-pair support, while fitted-predictor gradients recover oblique directions through dimension 5050. In random-ridge tests, less than 1%1\% additional width reduces errors by factors of 1414-3939 over coordinate blocks and 3434-100100 over equal-width full-dimensional RFM. Semilinear computations extend HA-RFM through dimension 100100, while dense and distributed interactions delineate the coordinate families required for broader structure.

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