Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
From MaRDI portal
Publication:600955
DOI10.1007/s00791-010-0134-4zbMath1213.65092OpenAlexW1964117192MaRDI QIDQ600955
Publication date: 3 November 2010
Published in: Computing and Visualization in Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00791-010-0134-4
numerical resultsstochastic optimal controlsparse gridsreaction-diffusion problemsmultigrid methodrandom coefficientscollocationrandom fieldsoptimal control theorynonlinear elliptic optimal control problems
Numerical optimization and variational techniques (65K10) Decomposition methods (49M27) Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions to problems involving randomness (49J55)
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