A non-adapted sparse approximation of PDEs with stochastic inputs

Author:

Doostan Alireza,Owhadi Houman

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modelling and Simulation,Numerical Analysis

Reference69 articles.

1. A stochastic collocation method for elliptic partial differential equations with random input data;Babuška;SIAM J. Numer. Anal.,2007

2. Galerkin finite element approximations of stochastic elliptic partial differential equations;Babuška;SIAM J. Numer. Anal.,2004

3. A fast iterative shrinkage-threshold algorithm for linear inverse problems;Beck;SIAM J. Imaging Sciences,2009

4. S. Becker, J. Bobin, E.J. Candes, NESTA: a fast and accurate first-order method for sparse recovery, ArXiv e-prints, 2009. Available from .

5. E. van den Berg, M.P. Friedlander, SPGL1: A solver for large-scale sparse reconstruction, June 2007. Available from .

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