Data-driven compressive sensing and applications in uncertainty quantification

DOI10.1016/j.jcp.2018.07.056zbMath1416.65389OpenAlexW2885062017WikidataQ129477977 ScholiaQ129477977MaRDI QIDQ2312140

Qi Sun, Hong Liang, Qiang Du

Publication date: 4 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2018.07.056

zbMATH Keywords

uncertainty quantificationcompressive sensingdata-driven method

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items

Accelerating the Bayesian inference of inverse problems by using data-driven compressive sensing method based on proper orthogonal decomposition

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Abstract principal component analysis
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• Enhancing sparsity of Hermite polynomial expansions by iterative rotations
• The restricted isometry property and its implications for compressed sensing
• Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
• Finite elements for elliptic problems with stochastic coefficients
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• Optimal Control of Stochastic Flow over a Backward-Facing Step Using Reduced-Order Modeling
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
• Stochastic finite element methods for partial differential equations with random input data
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• 不确定性量化的高精度数值方法和理论
• A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
• A Data-Driven Stochastic Method for Elliptic PDEs with Random Coefficients
• Solution of stochastic partial differential equations using Galerkin finite element techniques