Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies

DOI10.1016/j.jcp.2014.09.019zbMath1349.94110arXiv1408.4157OpenAlexW1965093639MaRDI QIDQ349724

Jerrad Hampton, Alireza Doostan

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4157

zbMATH Keywords

Markov chain Monte CarloHermite polynomialssparse approximationLegendre polynomialsstochastic PDEsuncertainty quantificationpolynomial chaoscompressive sampling\(\ell_1\)-minimization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Sampling theory in information and communication theory (94A20)

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Uses Software

• FEniCS
• DLMF
• PDCO
• SPGL1
• SparseLab

Cites Work

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