Efficient numerical methods for elliptic optimal control problems with random coefficient

DOI10.3934/era.2020053MaRDI QIDQ779918

Jiachuan Zhang, Haiming Song, Xiaowei Pang, Xiao Shen Wang

Publication date: 14 July 2020

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2020053

zbMATH Keywords

finite element method; optimal control problem; alternating direction method of multiplier; Monte Carlo approximation; multi-modes expansion

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65K10: Numerical optimization and variational techniques

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs