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A transformed L1 minimization approach for sparse polynomial chaos expansions and its applications in UQ
时间  Datetime
2017-11-23 15:00 — 16:00 
地点  Venue
Middle Lecture Room
报告人  Speaker
Prof. Ling Guo
单位  Affiliation
Mathematics and Science College, Shanghai Normal University
邀请人  Host
Jianguo Huang
报告摘要  Abstract

We consider the recovery of sparse orthogonal polynomials via transformed L1 minimization in this work. The main results contain the following two manifolds: 1) We establish new exact sparse recovery results under a restricted isometry property condition. 2) We then combine this method with the stochastic collocation to identify the coefficients of sparse orthogonal polynomial expansions. All the numerical experiments demonstrate the recoverability and efficiency of this method and its potential in the uncertainty quantification filed.