Optimal control with stochastic PDE constraints and uncertain controls

From MaRDI portal
Publication:438130

DOI10.1016/j.cma.2011.11.026zbMath1243.49034arXiv1107.3944OpenAlexW2067780150MaRDI QIDQ438130

Garth N. Wells, Eveline Rosseel

Publication date: 20 July 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.3944



Related Items

Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints, A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs, Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations, An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations, Optimal design of acoustic metamaterial cloaks under uncertainty, A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control, Optimizing the fractional power in a model with stochastic PDE constraints, A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations, A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models, Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization, Output Feedback Exponential Stabilization for One-Dimensional Unstable Wave Equations with Boundary Control Matched Disturbance, Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters, Comparison of approaches for random PDE optimization problems based on different matching functionals, Robust averaged control of vibrations for the Bernoulli-Euler beam equation, Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data, BDF2 schemes for optimal parameter control problems governed by bilinear parabolic equations, Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques, Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties, Linear quadratic optimal control for systems governed by first-order hyperbolic partial differential equations, A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty, Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients, Risk-neutral PDE-constrained generalized Nash equilibrium problems, A Priori Error Estimate of Stochastic Galerkin Method for Optimal Control Problem Governed by Random Parabolic PDE with Constrained Control, Risk-averse optimal control of semilinear elliptic PDEs, Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation, Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty, Unnamed Item, A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty, A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations, Unnamed Item, An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures, Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations, Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters, An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations, Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints, Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces, Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs, Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms, Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method, Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution, Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces, Unified form language, MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs, A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter 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, Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients, Optimal thickness of a cylindrical shell subject to stochastic forces


Uses Software


Cites Work