Multigrid and sparse-grid schemes for elliptic control problems with random coefficients

DOI10.1007/s00791-010-0134-4zbMath1213.65092OpenAlexW1964117192MaRDI QIDQ600955

Alfio Borzì

Publication date: 3 November 2010

Published in: Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00791-010-0134-4

zbMATH Keywords

numerical resultsstochastic optimal controlsparse gridsreaction-diffusion problemsmultigrid methodrandom coefficientscollocationrandom fieldsoptimal control theorynonlinear elliptic optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Decomposition methods (49M27) Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (13)

Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints ⋮ Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients ⋮ A POD framework to determine robust controls in PDE optimization ⋮ Optimal control with stochastic PDE constraints and uncertain controls ⋮ Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization ⋮ Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation ⋮ Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters ⋮ On the treatment of distributed uncertainties in PDE-constrained optimization ⋮ A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation ⋮ A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation ⋮ PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA ⋮ A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity ⋮ Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

Uses Software

• Spinterp

Cites Work

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