Multi-level Compressed Sensing Petrov-Galerkin discretization of high-dimensional parametric PDEs

Jean-Luc Bouchot, Holger Rauhut, Christoph Schwab

We analyze a novel multi-level version of a recently introduced compressed sensing (CS) Petrov-Galerkin (PG) method from [H. Rauhut and Ch. Schwab: Compressive Sensing Petrov-Galer…