Differential equation-constrained optimization with stochasticity

DOI10.1137/23M1571162MaRDI QIDQ6554975zbMATH OpenFDO

Authors Qin Li, Li Wang, Yunan Yang

Publication date 13 June 2024

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1571162

zbMATH Keywords

constrained optimizationinverse problemparticle methodpush-forward mapWasserstein gradient flow

Mathematics Subject Classification ID

Inverse problems in optimal control (49N45) Optimal transportation (49Q22) Numerical optimization and variational techniques (65K10) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cites work

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Cited in

(2)

• Efficient prior calibration from indirect data
• Efficient deconvolution in populational inverse problems

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