Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
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Publication:3567023
DOI10.1137/070711311zbMath1196.35029OpenAlexW2007325456MaRDI QIDQ3567023
Gregory von Winckel, Alfio Borzì
Publication date: 10 June 2010
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: http://unipub.uni-graz.at/doi/10.1137/070711311
Reaction-diffusion equations (35K57) Random operators and equations (aspects of stochastic analysis) (60H25) Theoretical approximation in context of PDEs (35A35) PDEs with randomness, stochastic partial differential equations (35R60) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) PDEs in connection with control and optimization (35Q93)
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