Heather Wilber

Assistant Professor · Applied Mathematics · University of Washington

My research sits at the intersection of approximation theory, numerical linear algebra, and scientific computing. I develop and analyze fast direct methods for solving PDEs via hierarchical numerical linear algebra, low-rank and rank-structured approximation methods, boundary integral equation methods, and robust numerical methods for nonlinear approximations to functions.

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Current projects

a colorful image of the magnitude of an acoustic scattering wave trapped in a cavity with white boundaries.

Parametrized PDEs

Many applications require solutions to families of PDEs dependent on continuous parameters. Such families often have interesting shared structures: if these can be thoroughly explained, fast numerical methods that take advantage of them can be developed. Another exciting angle of this work is the development of new numerical methods based on parametrization. As a simple example, multi-dimensional domains can be re-imagined as volume integrals over lower-dimensional slices dependent on parameters that vary continously under the integral. Exploiting shared structures in the slices gives us new discretization schemes for solving challenging PDEs. This work fuses together fast direct solvers, hierarchical low rank structures, and boundary integral equation methods. The picture on the right is a computation of the magnitude of an acoustic wave trapped in a keyhole region.

a rectangle sliced into smaller rectangles. The small rectangles on the diagonal are greyed out.

Fast methods for structured matrices and operators

Hierarchical low rank structures arise in matrices related to interactions between particles, planets, chemical species, and various other creatures. They also show up in data science in numerous ways (e.g., covariance matrices). While decades of work have been devoted to exploiting these structures in the context of PDEs and square systems, far less work has focused on how they can be used in rectangular systems and in the design of fast methods for solving standard optimization problems. From least-squares to LASSO, we are investigating the ways that hierarchical numerical methods can be adapted to optimization algorithms. Closely related to this work is our continued investigation into highly structured matrices in computational mathematics, including Cauchy, Toeplitz, Hankel, and Vandermonde matrices, as well as block-variants of these. The picture on the right shows an example of the structure found in a rectangular hierarchical matrix.

A colorful filled contour plot, with white lines on the imaginary axis and real axis, and white dots between them.

Rational approximation

Rational approximation methods are a cornerstone of applied and computational mathematics. Any iterative method involving the application of matrix inverses probably has a rational function at its core: studying how and why rational functions work well as approximants of more complicated functions helps us explain these methods and design new methods. Rational functions are also useful in signal processing and data science, serving as an approximation class that is especially good for tasks requiring the capture or identification of sharp features and transitions, extrapolation, or slow frequency decay. Fully explaining these properties in a rigorous sense, as well as designing new methods for making use of them in signal processing, is the major goal of our current work. The image on the left is a rational approximation to the sign function defined over the white lines, shown in the complex plane. The poles of the function (white dots) are useful in understanding key properties of function approximation in the domain.

Working with me

My research group includes several UW PhD students. Wietse Vaes is working on PDE solvers for waves and scattering. Arjun Sethi-Olowin is working on hierarchical methods for optimization problems. Emily Zhang and Levent Batakci are working on rational approximation in computation, and Laura Thomas is working on computational methods and approximation theory for pseudospectra in matrix pencils. Jenny Green is working with me on hierarchical structures in transform matrices, and Sejal Gupta is working with me on low rank structures in dynamical systems. Bryce Parry, a UW M.S. student, is working with me on quadrature methods for singular integrals. Raaga Vangala is a U.W. undergraduate working with me on Zolotarev rational approximation problems.

If you are any PhD student at UW looking for a GSR, please don't hesitate to reach out — I love hearing about what students in applied computational fields are working on, and am happy to serve on committees outside applied math as well.

I do not currently have research positions available for PhD, M.S., or undergraduate students. Check in next quarter.

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Papers and Presentations

papers

theses

upcoming conferences & visits

selected presentations

software

Acoustic waves

Solving acoustic scattering problems with time-frequency methods (MATLAB)

NUDFT

Inverse non-uniform discrete Fourier transform (MATLAB)

Structmats

Computing with structured matrices in MATLAB (currently a sandbox)

REfit

Rational functions and exponential sums (MATLAB)

FI-ADI

Low-rank solver for Sylvester equations (MATLAB)

Diskfun

Functions on the unit disk (MATLAB)

Spherefun

Functions on the unit sphere (MATLAB)

Select Awards & Fellowships

Contact

email

hdw27 (at) uw (dot) edu

office

LEW 328

address

Department of Applied Mathematics
University of Washington
Lewis Hall #201, Box 353925
Seattle, WA 98195-3925