A mixed ℓ1\ell_1 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 $\ell_1$ 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 $s$-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

On the Sample Complexity of Multichannel Frequency Estimation via Convex Optimization

The use of multichannel data in line spectral estimation (or frequency estimation) is common for improving the estimation accuracy in array processing, structural health monitoring, wireless communications, and more. Recently proposed atomic norm methods have attracted considerable attention due to their provable superiority in accuracy, flexibility and robustness compared with conventional approaches. In this paper, we analyze atomic norm minimization for multichannel frequency estimation from noiseless compressive data, showing that the sample size per channel that ensures exact estimation decreases with the increase of the number of channels under mild conditions. In particular, given $L$ channels, order $K\left(\log K\right) \left(1+\frac{1}{L}\log N\right)$ samples per channel, selected randomly from $N$ equispaced samples, suffice to ensure with high probability exact estimation of $K$ frequencies that are normalized and mutually separated by at least $\frac{4}{N}$. Numerical results are provided corroborating our analysis.Comment: 14 pages, double column, to appear in IEEE Trans. Information Theor