One-shot learning of surrogates in PDE-constrained optimization under uncertainty
DOI10.1137/23M1553170zbMATH Open1543.49024MaRDI QIDQ6587616FDOQ6587616
Authors: Philipp A. Guth, Claudia Schillings, Simon Weissmann 
Publication date: 14 August 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
uncertainty quantificationstochastic gradient descentoptimization under uncertaintyPDE-constrained risk minimizationsurrogate learning
Learning and adaptive systems in artificial intelligence (68T05) Numerical methods based on nonlinear programming (49M37) Boundary value problems for second-order elliptic equations (35J25) Optimality conditions for problems involving partial differential equations (49K20) Stochastic learning and adaptive control (93E35) PDE constrained optimization (numerical aspects) (49M41)
Cites Work
- A Stochastic Approximation Method
- Computational optimization of systems governed by partial differential equations
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- On the treatment of distributed uncertainties in PDE-constrained optimization
- Some methods of speeding up the convergence of iteration methods
- Efficient shape optimization for certain and uncertain aerodynamic design
- Approximation of high-dimensional parametric PDEs
- Analytic regularity and GPC approximation for control problems constrained by linear parametric elliptic and parabolic PDEs
- Numerical solution of the parametric diffusion equation by deep neural networks
- Model reduction and neural networks for parametric PDEs
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Solving high-dimensional partial differential equations using deep learning
- Optimal control of a non-smooth semilinear elliptic equation
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Lectures on convex optimization
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Error bounds for approximations with deep ReLU networks
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
- Deep learning in high dimension: neural network expression rates for generalized polynomial chaos expansions in UQ
- Optimization methods for large-scale machine learning
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- The convergence rate of the penalty function method
- Parametric PDEs: sparse or low-rank approximations?
- Layer-Parallel Training of Deep Residual Neural Networks
- A certified model reduction approach for robust parameter optimization with PDE constraints
- Deep ReLU networks and high-order finite element methods
- Multicomposite nonconvex optimization for training deep neural networks
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Regularization based on all-at-once formulations for inverse problems
- A theoretical analysis of deep neural networks and parametric PDEs
- B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data
- Consistency analysis of bilevel data-driven learning in inverse problems
- All-at-once versus reduced iterative methods for time dependent inverse problems
- Solving and learning nonlinear PDEs with Gaussian processes
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- Loss landscapes and optimization in over-parameterized non-linear systems and neural networks
- Optimization of PDEs with uncertain inputs
- Optimization with learning-informed differential equation constraints and its applications
- Ensemble Kalman filter for neural network-based one-shot inversion
- On the identification and optimization of nonsmooth superposition operators in semilinear elliptic PDEs
- Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
This page was built for publication: One-shot learning of surrogates in PDE-constrained optimization under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587616)
