A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions

DOI10.1016/j.jcp.2014.02.024zbMath1349.65198arXiv1308.0624OpenAlexW1980635834MaRDI QIDQ349012

Ji Peng, Alireza Doostan, Jerrad Hampton

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/1308.0624

zbMATH Keywords

sparse approximationuncertainty quantificationpolynomial chaoscompressive samplingbasis pursuit denoising (BPDN)stochastic PDEs (SPDEs)weighted \(\ell_1\)-minimization

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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Uses Software

• Regularization tools
• FEniCS
• PDCO
• UTV
• SPGL1

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