Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions

DOI10.1016/j.cma.2017.01.039zbMath1440.60006arXiv1606.06611OpenAlexW2474787018MaRDI QIDQ2309799

Hadi Meidani, Negin Alemazkoor

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06611

zbMATH Keywords

sparse approximationLegendre polynomialsuncertainty quantificationpolynomial chaos expansioncompressive sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (12)

A General Framework of Rotational Sparse Approximation in Uncertainty Quantification ⋮ A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling ⋮ PI-VAE: physics-informed variational auto-encoder for stochastic differential equations ⋮ Basis adaptive sample efficient polynomial chaos (BASE-PC) ⋮ A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions ⋮ Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness ⋮ Sequential sparse Bayesian learning with applications to system identification for damage assessment and recursive reconstruction of image sequences ⋮ On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes ⋮ A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark

Uses Software

• PDCO
• SPGL1

Cites Work

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