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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zbMATH Open document ID

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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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Mathematics Subject Classification ID

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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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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients

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Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data

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

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Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems

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Multigrid and sparse-grid schemes for elliptic control problems with random coefficients

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On the treatment of distributed uncertainties in PDE-constrained optimization

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Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients

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A POD framework to determine robust controls in PDE optimization

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Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients

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Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

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

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

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

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Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

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A continuation multilevel Monte Carlo algorithm

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Stochastic Equations in Infinite Dimensions

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A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

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Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs

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Q3997987

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Multilevel Monte Carlo Path Simulation

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Multilevel Monte Carlo Approximation of Distribution Functions and Densities

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A Multilevel Correction Method for Optimal Controls of Elliptic Equations

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Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods

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Optimal Control of Stochastic Flow over a Backward-Facing Step Using Reduced-Order Modeling

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Error Estimates of Stochastic Optimal Neumann Boundary Control Problems

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Stochastic finite element methods for partial differential equations with random input data

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Q4023463

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A variational discretization concept in control constrained optimization: The linear-quadratic case

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Optimization with PDE Constraints

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A Globalized Semi-smooth Newton Method for Variational Discretization of Control Constrained Elliptic Optimal Control Problems

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

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Multilevel Monte Carlo Finite Element Methods for Stochastic Elliptic Variational Inequalities

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A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients

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

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

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

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

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Averaged control and observation of parameter-depending wave equations

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An Introduction to Computational Stochastic PDEs

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

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Reduced Basis Method for Parametrized Elliptic Optimal Control Problems

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Error estimates for linear-quadratic control problems with control constraints

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Optimal control with stochastic PDE constraints and uncertain controls

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Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

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Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints

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Averaged control

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OpenAlex ID

W2963492671

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Sitelinks

Mathematics(1 entry)

mardi Publication:5269872