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A mixed \(\ell_1\) regularization approach for sparse simultaneous approximation of parameterized PDEs. (English) Zbl 07167647

Summary: 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.

MSC:

65C30 Numerical solutions to stochastic differential and integral equations
41A10 Approximation by polynomials
41A58 Series expansions (e.g., Taylor, Lidstone series, but not Fourier series)
41A60 Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
41A63 Multidimensional problems
42B37 Harmonic analysis and PDEs
60H15 Stochastic partial differential equations (aspects of stochastic analysis)

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