Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

Journal of Computational Physics

Volumn 280, Issue , 2015, Pages 363-386

  Hampton, Jerrad ^a   Doostan, Alireza ^a  

^a University of Colorado at Boulder   (United States)

Author keywords

Compressive sampling; Hermite polynomials; Legendre polynomials; Markov Chain Monte Carlo; Polynomial chaos; Sparse approximation; Stochastic PDEs; Uncertainty quantification; 1 minimization

Indexed keywords

CHAINS; COMPRESSED SENSING; DIFFERENTIAL EQUATIONS; MARKOV PROCESSES; ORTHOGONAL FUNCTIONS; POLYNOMIAL APPROXIMATION; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

COMPRESSIVE SAMPLING; HERMITE'S POLYNOMIALS; LEGENDRE POLYNOMIALS; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE-CARLO; MINIMISATION; POLYNOMIAL CHAOS; SPARSE APPROXIMATIONS; STOCHASTIC PDE'S; STOCHASTIC PDES; UNCERTAINTY QUANTIFICATIONS; ℓ1-MINIMIZATION;

IMPORTANCE SAMPLING;

EID: 84908005416     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2014.09.019     Document Type: Article

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