Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

DOI10.1016/j.jcp.2019.01.047zbMath1451.65076arXiv1804.04301OpenAlexW2797722791WikidataQ128324838 ScholiaQ128324838MaRDI QIDQ2214671

Omar Ghattas, Peng Chen, Umberto Villa

Publication date: 10 December 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.04301

zbMATH Keywords

scalabilityhigh dimensionalityvariance reductionTaylor approximationuncertainty quantificationPDE-constrained optimal control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Flows in porous media; filtration; seepage (76S05) PDEs with randomness, stochastic partial differential equations (35R60) Flow control and optimization for incompressible inviscid fluids (76B75) PDE constrained optimization (numerical aspects) (49M41)

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Uses Software

• PETSc
• FEniCS
• SyFi
• redbKIT
• hIPPYlib

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