On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization

DOI10.1016/J.JCP.2015.12.049zbMath1349.65538arXiv1506.00343OpenAlexW649382544MaRDI QIDQ2375016

Jerrad Hampton, Ji Peng, 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/1506.00343

zbMATH Keywords

sparse approximationstochastic PDEsuncertainty quantificationpolynomial chaoscompressive sampling\(\ell_1\)-minimizationgradient-enhanced \(\ell_1\)-minimization

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Uses Software

• FEniCS

Cites Work

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