3,421 research outputs found
A mixed regularization approach for sparse simultaneous approximation of parameterized PDEs
We present and analyze a novel sparse polynomial technique for the
simultaneous approximation of parameterized partial differential equations
(PDEs) with deterministic and stochastic inputs. Our approach treats the
numerical solution as a jointly sparse reconstruction problem through the
reformulation of the standard basis pursuit denoising, where the set of jointly
sparse vectors is infinite. To achieve global reconstruction of sparse
solutions to parameterized elliptic PDEs over both physical and parametric
domains, we combine the standard measurement scheme developed for compressed
sensing in the context of bounded orthonormal systems with a novel mixed-norm
based regularization method that exploits both energy and sparsity. In
addition, we are able to prove that, with minimal sample complexity, error
estimates comparable to the best -term and quasi-optimal approximations are
achievable, while requiring only a priori bounds on polynomial truncation error
with respect to the energy norm. Finally, we perform extensive numerical
experiments on several high-dimensional parameterized elliptic PDE models to
demonstrate the superior recovery properties of the proposed approach.Comment: 23 pages, 4 figure
Incoherent dictionaries and the statistical restricted isometry property
In this article we present a statistical version of the Candes-Tao restricted
isometry property (SRIP for short) which holds in general for any incoherent
dictionary which is a disjoint union of orthonormal bases. In addition, under
appropriate normalization, the eigenvalues of the associated Gram matrix
fluctuate around 1 according to the Wigner semicircle distribution. The result
is then applied to various dictionaries that arise naturally in the setting of
finite harmonic analysis, giving, in particular, a better understanding on a
remark of Applebaum-Howard-Searle-Calderbank concerning RIP for the Heisenberg
dictionary of chirp like functions.Comment: Key words: Incoherent dictionaries, statistical version of Candes -
Tao RIP, Semi-Circle law, deterministic constructions, Heisenberg-Weil
representatio
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