A combination technique for optimal control problems constrained by random PDEs (Q6587622)

scientific article; zbMATH DE number 7896957

Language	Label	Description	Also known as
default for all languages	No label defined
English	A combination technique for optimal control problems constrained by random PDEs	scientific article; zbMATH DE number 7896957

Statements

instance of

scholarly article

0 references

title

A combination technique for optimal control problems constrained by random PDEs (English)

0 references

0 references

0 references

SIAM/ASA Journal on Uncertainty Quantification

0 references

publication date

14 August 2024

0 references

zbMATH Keywords

optimization under uncertainty

0 references

random PDEs

0 references

combination technique

0 references

sparse grids

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

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

0 references

Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

0 references

IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains

0 references

Finite dimensional approximation of nonlinear problems. I: Branches of nonsingular solutions

0 references

Sparse grids

0 references

High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs

0 references

Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's

0 references

Approximation of high-dimensional parametric PDEs

0 references

Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

0 references

Theory and practice of finite elements.

0 references

Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)

0 references

Dimension-adaptive tensor-product quadrature

0 references

On the convergence of the combination technique

0 references

Q3140818

0 references

A posteriori error estimation for the stochastic collocation finite element method

0 references

A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty

0 references

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

0 references

Multi-index stochastic collocation for random PDEs

0 references

Multi-index Monte Carlo: when sparsity meets sampling

0 references

Optimization with PDE Constraints

0 references

A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty

0 references

Inexact trust-region methods for PDE-constrained optimization

0 references

Optimization of PDEs with uncertain inputs

0 references

Existence and optimality conditions for risk-averse PDE-constrained optimization

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

An introduction to computational stochastic PDEs

0 references

Q3993418

0 references

Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters

0 references

Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures

0 references

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs

0 references

Preconditioners for robust optimal control problems under uncertainty

0 references

Survey of multifidelity methods in uncertainty propagation, inference, and optimization

0 references

Q4877220

0 references

Newton interpolation at Leja points

0 references

A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems

0 references

Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

0 references

Lectures on stochastic programming. Modeling and theory

0 references

A multilevel stochastic collocation method for partial differential equations with random input data

0 references

Is Gauss Quadrature Better than Clenshaw–Curtis?

0 references

Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method

0 references

Identifiers

zbMATH Open document ID

1545.49028

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6587622