A fast stochastic Galerkin method for a constrained optimal control problem governed by a random fractional diffusion equation

DOI10.4208/JCM.1612-M2016-0696MaRDI QIDQ4688173zbMATH OpenOpenAlexFDO

Authors Ning Du, 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.1612-m2016-0696

zbMATH Keywords

constrained optimal controlfast Fourier transformfractional diffusionpreconditioned bi-conjugate gradient stabilized methodstochastic Galerkin method

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited in

(6)

• An DRCS preconditioning iterative method for a constrained fractional optimal control problem
• On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation
• A fast gradient projection method for a constrained fractional optimal control
• On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise
• Adaptive finite element approximation of semilinear fractional optimal control problem
• Spectral Galerkin method for optimal control of stochastic fractional Laplacian equations with white noise on a disk

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