Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
DOI10.1016/j.jcp.2019.01.047zbMath1451.65076arXiv1804.04301MaRDI QIDQ2214671
Omar Ghattas, Peng Chen, Umberto Villa
Publication date: 10 December 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.04301
scalability; high dimensionality; variance reduction; Taylor approximation; uncertainty quantification; PDE-constrained optimal control
65K10: Numerical optimization and variational techniques
76S05: Flows in porous media; filtration; seepage
35R60: PDEs with randomness, stochastic partial differential equations
76B75: Flow control and optimization for incompressible inviscid fluids
49M41: PDE constrained optimization (numerical aspects)
Uses Software
