A sparse grid stochastic collocation and finite volume element method for constrained optimal control problem governed by random elliptic equations

DOI10.4208/JCM.1703-M2016-0692MaRDI QIDQ4688175zbMATH OpenOpenAlexFDO

Authors Liang Ge, Tongjun Sun

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.1703-m2016-0692

zbMATH Keywords

a priori error estimatesfinite volume elementoptimal control problemrandom elliptic equationsSmolyak approximationsparse grid

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Finite volume methods for boundary value problems involving PDEs (65N08) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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Cited in

(14)

• A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations
• A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties
• Comparison of approaches for random PDE optimization problems based on different matching functionals
• THE h × p FINITE ELEMENT METHOD FOR OPTIMAL CONTROL PROBLEMS CONSTRAINED BY STOCHASTIC ELLIPTIC PDES
• Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
• Stochastic spline-collocation method for constrained optimal control problem governed by random elliptic PDE
• A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations
• A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs
• Meshfree Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Convection Diffusion Equations
• Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs
• Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
• Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties
• A combination technique for optimal control problems constrained by random PDEs
• An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems

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