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A Compressive Spectral Collocation Method for the Diffusion Equation Under the Restricted Isometry Property

A Compressive Spectral Collocation Method for the Diffusion Equation Under the Restricted Isometry Property

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the PDE in strong form at randomized points, by taking advantage of the compressive sensing principle. The …