Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients (Q5269872)

scientific article; zbMATH DE number 6736511

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English	Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients	scientific article; zbMATH DE number 6736511

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instance of

scholarly article

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title

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

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

28 June 2017

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full work available at URL

https://arxiv.org/abs/1602.08943

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zbMATH Keywords

PDE-constrained optimization

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uncertainty quantification

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lognormal random fields

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control constraints

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variational discretization

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MaRDI profile type

MaRDI publication profile

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cites work

Set-valued analysis

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Identifiers

zbMATH Open document ID

1371.35371

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DOI

10.1137/16M109870X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5269872