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

DOI10.1016/j.jcp.2014.02.024zbMath1349.65198arXiv1308.0624MaRDI 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 approximation; uncertainty quantification; polynomial chaos; compressive sampling; basis pursuit denoising (BPDN); stochastic PDEs (SPDEs); weighted \(\ell_1\)-minimization

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

90C25: Convex programming

65K10: Numerical optimization and variational techniques

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

94A20: Sampling theory in information and communication theory

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Uses Software

• Regularization tools
• FEniCS
• PDCO
• UTV
• SPGL1

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