On polynomial chaos expansion via gradient-enhanced ℓ</span><sub>1</sub>-minimization

On polynomial chaos expansion via gradient-enhanced ℓ₁-minimization

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文摘

•: An approach for sparse polynomial chaos (PC) expansions including derivative information is presented.
•: Method relies on 1999115008682&_mathId=si1.gif&_user=111111111&_pii=S0021999115008682&_rdoc=1&_issn=00219991&md5=de926a5395bc78b421431a83f4f36a8b" title="Click to view the MathML source">ℓ₁ $ℓ_{1}$ -minimization to solve for the PC coefficients.
•: Formal analysis is presented to guarantee the stability and convergence of gradient-enhanced 1999115008682&_mathId=si1.gif&_user=111111111&_pii=S0021999115008682&_rdoc=1&_issn=00219991&md5=de926a5395bc78b421431a83f4f36a8b" title="Click to view the MathML source">ℓ₁ $ℓ_{1}$ -minimization.
•: Three examples presented to illustrate (cost/accuracy) improvements achieved by gradient-enhanced 1999115008682&_mathId=si1.gif&_user=111111111&_pii=S0021999115008682&_rdoc=1&_issn=00219991&md5=de926a5395bc78b421431a83f4f36a8b" title="Click to view the MathML source">ℓ₁ $ℓ_{1}$ -minimization.

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