A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations (Q4631901)

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scientific article; zbMATH DE number 7046418
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A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations
scientific article; zbMATH DE number 7046418

    Statements

    A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations (English)
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    23 April 2019
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    discontinuous Galerkin (DG)
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    optimal control problem
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    priori error estimates
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    random convection diffusion equation
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    Smolyak approximation
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    sparse grid stochastic collocation (SGSC)
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