PDEs with compressed solutions

Abstract

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an L1 norm (or related quantity) as a constraint or penalty in a variational principle. We apply this approach to partial differential equations that come from a variational quantity, either by minimization (to obtain an elliptic PDE) or by gradient flow (to obtain a parabolic PDE). Also, we show that some PDEs can be rewritten in an L1 form, such as the divisible sandpile problem and signum-Gordon. Addition of an L1 term in the variational principle leads to a modified PDE where a subgradient term appears. It is known that modified PDEs of this form will often have solutions with compact support, which corresponds to the discrete solution being sparse. We show that this is advantageous numerically through the use of efficient algorithms for solving L1 based problems.