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

DOI10.1007/S00791-010-0134-4MaRDI QIDQ600955zbMATH OpenOpenAlexFDO

Authors Alfio Borzì

Publication date 3 November 2010

Published in Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00791-010-0134-4

zbMATH Keywords

collocationmultigrid methodnonlinear elliptic optimal control problemsnumerical resultsoptimal control theoryrandom coefficientsrandom fieldsreaction-diffusion problemssparse gridsstochastic optimal control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions to problems involving randomness (49J55) Decomposition methods (49M27) Numerical optimization and variational techniques (65K10)

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Cites work

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Cited in

(21)

• Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
• Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
• A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
• Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
• On the treatment of distributed uncertainties in PDE-constrained optimization
• Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
• A POD framework to determine robust controls in PDE optimization
• Optimal control with stochastic PDE constraints and uncertain controls
• scientific article; zbMATH DE number 862543 (Why is no real title available?)
• A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
• PDE-constrained optimal control problems with uncertain parameters using SAGA
• Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
• Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
• Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
• A multigrid solver for PDE-constrained optimization with uncertain inputs
• Efficient PDE-constrained optimization under high-dimensional uncertainty using derivative-informed neural operators
• Optimization problems governed by systems of PDEs with uncertainties
• Efficient numerical methods for elliptic optimal control problems with random coefficient

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• Spinterp

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