Optimization of PDEs with uncertain inputs
From MaRDI portal
Recommendations
- Numerical methods for PDE constrained optimization with uncertain data. Abstracts from the workshop held January 27 -- February 2, 2013.
- Optimization and control for partial differential equations. Uncertainty quantification, open and closed-loop control, and shape optimization
- Control of random PDEs: an overview
- On the treatment of distributed uncertainties in PDE-constrained optimization
- Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
Cited in
(36)- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- A primal-dual algorithm for risk minimization
- Control of random PDEs: an overview
- Risk-averse design of tall buildings for uncertain wind conditions
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- On the treatment of distributed uncertainties in PDE-constrained optimization
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- Optimal experimental design under irreducible uncertainty for linear inverse problems governed by PDEs
- Numerical methods for PDE constrained optimization with uncertain data. Abstracts from the workshop held January 27 -- February 2, 2013.
- Optimal control with stochastic PDE constraints and uncertain controls
- A measure approximation for distributionally robust PDE-constrained optimization problems
- Robust optimization of PDE-constrained problems using second-order models and nonsmooth approaches
- Corrigendum: “Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization”
- Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints
- An approximation scheme for distributionally robust PDE-constrained optimization
- Risk-averse optimal control of semilinear elliptic PDEs
- A stochastic gradient method with mesh refinement for PDE-constrained optimization under uncertainty
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Risk-averse control of fractional diffusion with uncertain exponent
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Differential equation-constrained optimization with stochasticity
- One-shot learning of surrogates in PDE-constrained optimization under uncertainty
- A combination technique for optimal control problems constrained by random PDEs
- A multigrid solver for PDE-constrained optimization with uncertain inputs
- Multilevel quadrature formulae for the optimal control of random PDEs
- Quasi-Monte Carlo integration for feedback control under uncertainty
- Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi)linear elliptic PDEs
- Derivative-informed neural operator acceleration of geometric MCMC for infinite-dimensional Bayesian inverse problems
- Optimization problems governed by systems of PDEs with uncertainties
- Risk-adaptive approaches to stochastic optimization: a survey
This page was built for publication: Optimization of PDEs with uncertain inputs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2419399)
