Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations

DOI10.1016/j.jcp.2013.04.004zbMath1349.60113OpenAlexW2171971725MaRDI QIDQ347862

Xiu Yang, George Em. Karniadakis

Publication date: 5 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.04.004

zbMATH Keywords

compressive sensinggeneralized polynomial chaosChebyshev probability measurehigh-dimensions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Uses Software

• SPGL1
• CoSaMP

Cites Work

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