Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs
DOI10.4208/EAJAM.041013.180314AzbMATH Open1309.49025OpenAlexW2317708693WikidataQ115211254 ScholiaQ115211254MaRDI QIDQ5175447FDOQ5175447
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
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stochastic partial differential equationsdistributed controlfinite element methodsoptimal controlsparse grid collocation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cites Work
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- On solving elliptic stochastic partial differential equations
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- Solution of stochastic partial differential equations using Galerkin finite element techniques
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- Fast numerical methods for stochastic computations: a review
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Cited In (13)
- Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
- 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
- A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations
- Distributed control of the stochastic Burgers equation with random input data
- Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- Weighted reduced basis method for stochastic optimal control problems with elliptic PDE constraint
- Comparison of approaches for random PDE optimization problems based on different matching functionals
- A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints
- Sparse Jacobian updates in the collocation method for optimal control problems
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