Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs

DOI10.4208/EAJAM.041013.180314AMaRDI QIDQ5175447zbMATH OpenOpenAlexWikidataFDO

Authors Nary Kim, Hyung-Chun Lee

Publication date 23 February 2015

Published in East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/eajam.041013.180314a

zbMATH Keywords

distributed controlfinite element methodsoptimal controlsparse grid collocationstochastic partial differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Discrete approximations in optimal control (49M25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Optimal stochastic control (93E20)

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Cites work

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• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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• SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
• Sparse finite elements for elliptic problems with stochastic loading

Cited in

(13)

• A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
• Comparison of approaches for random PDE optimization problems based on different matching functionals
• Weighted reduced basis method for stochastic optimal control problems with elliptic PDE constraint
• Sparse Jacobian updates in the collocation method for optimal control problems
• Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Optimal control with stochastic PDE constraints and uncertain controls
• A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations
• Stochastic collocation for optimal control problems with stochastic PDE constraints
• Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints
• Distributed control of the stochastic Burgers equation with random input data
• Multigrid and sparse-grid schemes for elliptic control problems with random coefficients

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