A hybrid model reduction method for stochastic parabolic optimal control problems

DOI10.1016/j.cma.2020.113244zbMath1506.49018MaRDI QIDQ2020265

Lijian Jiang, Ling-ling Ma

Publication date: 23 April 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2020.113244

zbMATH Keywords

model reduction; stochastic optimal control problem; variable-separation method; bi-fidelity model

Mathematics Subject Classification ID

93B11: System structure simplification

93E20: Optimal stochastic control

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

49M25: Discrete approximations in optimal control

49K45: Optimality conditions for problems involving randomness

49M41: PDE constrained optimization (numerical aspects)

Uses Software

• redbKIT