Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671)

scientific article

Language	Label	Description	Also known as
English	Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Journal of Computational Physics

0 references

publication date

10 December 2020

0 references

full work available at URL

https://arxiv.org/abs/1804.04301

0 references

zbMATH Keywords

PDE-constrained optimal control

0 references

Taylor approximation

0 references

variance reduction

0 references

scalability

0 references

uncertainty quantification

0 references

high dimensionality

0 references

describes a project that uses

0 references

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

cites work

A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

0 references

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

0 references

Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations

0 references

Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

0 references

Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix

0 references

Certified Reduced Basis Methods for Parametrized Distributed Elliptic Optimal Control Problems with Control Constraints

0 references

Hessian-based model reduction for large-scale systems with initial-condition inputs

0 references

Weak imposition of Dirichlet boundary conditions in fluid mechanics

0 references

A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems

0 references

Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs

0 references

Model Order Reduction for PDE Constrained Optimization

0 references

Theory and Applications of Robust Optimization

0 references

Large-scale PDE-constrained optimization

0 references

On the treatment of distributed uncertainties in PDE-constrained optimization

0 references

Goal-oriented, model-constrained optimization for reduction of large-scale systems

0 references

Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves

0 references

Analysis of the Hessian for inverse scattering problems: II. Inverse medium scattering of acoustic waves

0 references

Analysis of the Hessian for inverse scattering problems. III: Inverse medium scattering of electromagnetic waves in three dimensions.

0 references

A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

0 references

Sparse quadrature for high-dimensional integration with Gaussian measure

0 references

HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION

0 references

Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint

0 references

Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations

0 references

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

0 references

Reduced Basis Methods for Uncertainty Quantification

0 references

Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems

0 references

A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem

0 references

High-dimensional integration: The quasi-Monte Carlo way

0 references

Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations

0 references

Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations

0 references

Optimal control of two-and three-dimensional incompressible Navier-Stokes flows

0 references

Q4310149

0 references

Perspectives in Flow Control and Optimization

0 references

Error Estimates of Stochastic Optimal Neumann Boundary Control Problems

0 references

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

0 references

Optimization with PDE Constraints

0 references

Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs

0 references

Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the antarctic ice sheet

0 references

<i>A Posteriori</i>Error Estimation for Reduced Order Solutions of Parametrized Parabolic Optimal Control Problems

0 references

A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty

0 references

Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk

0 references

Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty

0 references

Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs

0 references

Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems

0 references

Boundary control and shape optimization for the robust design of bypass anastomoses under uncertainty

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Q5601627

0 references

Automated solution of differential equations by the finite element method. The FEniCS book

0 references

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

0 references

Reduced basis approximation of parametrized optimal flow control problems for the Stokes equations

0 references

Reduced Basis Method for Parametrized Elliptic Optimal Control Problems

0 references

Multifidelity approaches for optimization under uncertainty

0 references

Q5491447

0 references

Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

0 references

Improved bounds on sample size for implicit matrix trace estimators

0 references

Optimal control with stochastic PDE constraints and uncertain controls

0 references

Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.

0 references

Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

0 references

Efficient shape optimization for certain and uncertain aerodynamic design

0 references

Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

0 references

Lectures on Stochastic Programming

0 references

Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints

0 references

Q3558349

0 references

Progressive construction of a parametric reduced‐order model for PDE‐constrained optimization

0 references

Identifiers

zbMATH Open document ID

1451.65076

0 references

DOI

10.1016/j.jcp.2019.01.047

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2214671