Spectral convergence of random feature method in one dimension

Abstract

We first prove the spectral convergence of the random feature method (RFM) when used to solve second-order elliptic equations and eigenvalue problems in one dimension, provided that the solutions belong to Gevrey classes or Sobolev spaces. Second, we derive the convergence rate of RFM when integrated with the Partition of Unity Method (PUM) in terms of the patch size. Finally, we show that the singular values of the resulting random feature matrix decay exponentially, leading to exponential growth of the condition number. We also prove that PUM can mitigate this excessive singular-value decay.