Efficient numerical methods for elliptic optimal control problems with random coefficient
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Cites work
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 1215244 (Why is no real title available?)
- scientific article; zbMATH DE number 7479344 (Why is no real title available?)
- A MULTIMODES MONTE CARLO FINITE ELEMENT METHOD FOR ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- An Alternating Direction Method of Multipliers for the Optimization Problem Constrained with a Stationary Maxwell System
- An alternating direction method of multipliers for elliptic equation constrained optimization problem
- An efficient Monte Carlo method for optimal control problems with uncertainty
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
- An efficient numerical method for acoustic wave scattering in random media
- Analytic regularity and GPC approximation for control problems constrained by linear parametric elliptic and parabolic PDEs
- Elliptic partial differential equations of second order
- Error estimates of stochastic optimal Neumann boundary control problems
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
- Lower bounds for higher eigenvalues by finite difference methods
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Numerical PDE-constrained optimization
- On the Schrödinger equation and the eigenvalue problem
- Optimization with PDE Constraints
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Stochastic Galerkin method for elliptic SPDEs: a white noise approach
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- \(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers
Cited in
(6)- Numerical optimal control for problems with random forced SPDE constraints
- The numerical synthesis of optimal control for a linear differential equation with random coefficient
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
- Numerical Methods for Constrained Elliptic Optimal Control Problems with Rapidly Oscillating Coefficients
- An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
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