کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
518239 | 867570 | 2014 | 20 صفحه PDF | دانلود رایگان |
This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ1ℓ1-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weighted ℓ1ℓ1-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with a random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.
Journal: Journal of Computational Physics - Volume 267, 15 June 2014, Pages 92–111