Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
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Publication:488014
DOI10.1016/J.MATPUR.2014.04.009zbMATH Open1327.65251OpenAlexW2041509689MaRDI QIDQ488014FDOQ488014
Abdellah Chkifa, Christoph Schwab, Albert Cohen
Publication date: 23 January 2015
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matpur.2014.04.009
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Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Rate of convergence, degree of approximation (41A25)
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- Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data
- Large deformation shape uncertainty quantification in acoustic scattering
- Domain Uncertainty Quantification in Computational Electromagnetics
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- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- Sparse-grid, reduced-basis Bayesian inversion
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- Polynomial approximation of anisotropic analytic functions of several variables
- Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
- Galerkin methods for stationary radiative transfer equations with uncertain coefficients
- Convergence rates of high dimensional Smolyak quadrature
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- Shape holomorphy of the Calderón projector for the Laplacian in \(\mathbb{R}^2\)
- Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients
- Multilevel approximation of parametric and stochastic PDES
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Reduced Basis Methods for Uncertainty Quantification
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- Model reduction using sparse polynomial interpolation for the incompressible Navier-Stokes equations
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems
- Deep learning in high dimension: Neural network expression rates for generalized polynomial chaos expansions in UQ
- A deterministic approximation method in shape optimization under random uncertainties
- Scaling limits in computational Bayesian inversion
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation
- Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
- Correcting for unknown errors in sparse high-dimensional function approximation
- Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
- Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Multivariate Approximation in Downward Closed Polynomial Spaces
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Sparse approximation of triangular transports. II: The infinite-dimensional case
- Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
- Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- A theoretical analysis of deep neural networks and parametric PDEs
- Electromagnetic wave scattering by random surfaces: Shape holomorphy
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Polynomial estimates for transmission problems on domains with flat boundary
- On the strong convergence of forward-backward splitting in reconstructing jointly sparse signals
- Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations
- On the Stability of Polynomial Interpolation Using Hierarchical Sampling
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- Stochastic Modeling and Regularity of the Nonlinear Elliptic curl--curl Equation
- Shape Holomorphy of the Stationary Navier--Stokes Equations
- Learning ``best kernels from data in Gaussian process regression. With application to aerodynamics
- Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification
- Reduced Basis Greedy Selection Using Random Training Sets
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements
- APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS
- Risk-averse optimal control of semilinear elliptic PDEs
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models
- Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
- Optimal approximation of infinite-dimensional holomorphic functions
- On the representation and learning of monotone triangular transport maps
- Higher-Order Quasi-Monte Carlo Training of Deep Neural Networks
- Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification
- Towards optimal sampling for learning sparse approximation in high dimensions
- Neural and spectral operator surrogates: unified construction and expression rate bounds
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA
- Parametric shape holomorphy of boundary integral operators with applications
- Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data
- Multilevel weighted least squares polynomial approximation
- Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
- Polynomial bounds for the solutions of parametric transmission problems on smooth, bounded domains
- Reduced basis method for the elastic scattering by multiple shape-parametric open arcs in two dimensions
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