Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
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Publication:3179318
DOI10.1137/15M1041390zbMATH Open1398.65252MaRDI QIDQ3179318FDOQ3179318
Authors: Angela Kunoth, Christoph Schwab 
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
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waveletsconvergenceadaptivitylinear-quadratic optimal control problemsanalyticityoptimal complexitypolynomial chaos approximationlinear elliptic or parabolic PDEstochastic or parametric coefficientssymmetric saddle point problemstensor Galerkin discretization
Numerical optimization and variational techniques (65K10) Linear-quadratic optimal control problems (49N10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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Cited In (14)
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Space-time \(hp\)-approximation of parabolic equations
- \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
- A combination technique for optimal control problems constrained by random PDEs
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
- Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements
- Optimization problems for PDEs in weak space-time form. Abstracts from the workshop held March 5--10, 2023
- Optimal design of acoustic metamaterial cloaks under uncertainty
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
- Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
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