On effective stochastic Galerkin finite element method for stochastic optimal control governed by integral-differential equations with random coefficients

DOI10.4208/JCM.1611-M2016-0676MaRDI QIDQ4688170zbMATH OpenOpenAlexFDO

Authors Liang Ge, Wanfang Shen

Publication date 22 October 2018

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jcm.1611-m2016-0676

zbMATH Keywords

effective gradient algorithmelliptic integro-differential equations with random coefficientsoptimal control problemstochastic Galerkin method

Mathematics Subject Classification ID

Integro-partial differential equations (35R09) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited in

(6)

• Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints
• \textit{A priori} error estimate of stochastic Galerkin method for optimal control problem governed by random parabolic PDE with constrained control
• THE h × p FINITE ELEMENT METHOD FOR OPTIMAL CONTROL PROBLEMS CONSTRAINED BY STOCHASTIC ELLIPTIC PDES
• A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations
• A fast stochastic Galerkin method for a constrained optimal control problem governed by a random fractional diffusion equation
• Adaptive perturbation method for optimal control problem governed by stochastic elliptic PDEs

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