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A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely
representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure is presented that uses linear programming to find a good approximation to the sparse solution on a given refinement level. Then only those parts of the mesh are refined that belong to nonzero expansion coefficients. Error estimates for this procedure are refined and the behavior of the procedure is demonstrated via some simple elliptic model problems.