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)

Related Items

A note on optimal Hermite interpolation in Sobolev spaces, A General Framework of Rotational Sparse Approximation in Uncertainty Quantification, Extracting Sparse High-Dimensional Dynamics from Limited Data, Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression, Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification, A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions, Global sensitivity analysis: a Bayesian learning based polynomial chaos approach, Basis adaptive sample efficient polynomial chaos (BASE-PC), Polynomial approximation via compressed sensing of high-dimensional functions on lower sets, Learning physics by data for the motion of a sphere falling in a non-Newtonian fluid, Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification, On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models, Extracting Structured Dynamical Systems Using Sparse Optimization With Very Few Samples, Towards optimal sampling for learning sparse approximation in high dimensions, Sparse polynomial chaos expansions via compressed sensing and D-optimal design, A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness, An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework, An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion, A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials, M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions, Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares, Using automatic differentiation for compressive sensing in uncertainty quantification, A generalized multi-fidelity simulation method using sparse polynomial chaos expansion, Enhancing sparsity of Hermite polynomial expansions by iterative rotations, A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs, On the flow field and performance of a centrifugal pump under operational and geometrical uncertainties, Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements

Uses Software

• FEniCS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
• On the stability and accuracy of least squares approximations
• Sparse Legendre expansions via \(\ell_1\)-minimization
• A non-adapted sparse approximation of PDEs with stochastic inputs
• On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
• User-friendly tail bounds for sums of random matrices
• Sparse pseudospectral approximation method
• Automated solution of differential equations by the finite element method. The FEniCS book
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• Interpolation via weighted \(\ell_{1}\) minimization
• The restricted isometry property and its implications for compressed sensing
• A survey of cross-validation procedures for model selection
• A simple proof of the restricted isometry property for random matrices
• Design sensitivity analysis of structural systems
• Automatic differentiation: techniques and applications
• Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression
• Numerical methods in sensitivity analysis and shape optimization. With CD-ROM
• Gradient-based methods for uncertainty quantification in hypersonic flows
• Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
• Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
• Suprema of Chaos Processes and the Restricted Isometry Property
• The estimation of functional uncertainty using polynomial chaos and adjoint equations
• On sparse reconstruction from Fourier and Gaussian measurements
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Spectral Methods for Uncertainty Quantification
• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Accuracy Guarantees for <formula formulatype="inline"> <tex Notation="TeX">$\ell_1$</tex></formula>-Recovery
• A Probabilistic and RIPless Theory of Compressed Sensing
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• ORTHOGONAL BASES FOR POLYNOMIAL REGRESSION WITH DERIVATIVE INFORMATION IN UNCERTAINTY QUANTIFICATION
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Compressed sensing
• An introduction to the adjoint approach to design