PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA (Q5010087): Difference between revisions

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+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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+Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
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+Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
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+Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
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+Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
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+New development in freefem++
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+Optimization with PDE Constraints
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+Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization
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+Comparison of approaches for random PDE optimization problems based on different matching functionals
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+Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
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+Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
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+A Stochastic Approximation Method
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+Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
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+Minimizing finite sums with the stochastic average gradient
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+Multilevel approximation of parametric and stochastic PDES
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