In the following paper, we discuss how to design an ensemble of experiments through the use of compressed sensing. Specifically, we show how to conduct a small number of physical experiments and then use compressed sensing to reconstruct a larger set of data. In order to accomplish this, we organize our results into four sections. We begin by extending the theory of compressed sensing to a finite product of Hilbert spaces. Then, we show how these results apply to experiment design. Next, we develop an efficient reconstruction algorithm that allows us to reconstruct experimental data projected onto a finite element basis. Finally, we verify our approach with two computational experiments.
This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs).
The class of discontinuous Petrov-Galerkin finite element methods (DPG) proposed by L. Demkowicz and J. Gopalakrishnan guarantees the optimality of the solution in an energy norm and produces a symmetric positive definite stiffness matrix, among other desirable properties. In this paper, we describe a toolbox, implemented atop Sandia's Trilinos library, for rapid development of solvers for DPG methods. We use this toolbox to develop solvers for the Poisson and Stokes problems.