Pages that link to "Item:Q271562"

The following pages link to Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations (Q271562):

Displaying 28 items.

• An offline/online algorithm for a class of stochastic multiple obstacle scattering configurations in the half-plane (Q298196) (← links)
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
• Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise (Q1669864) (← links)
• Multilevel tensor approximation of PDEs with random data (Q1685682) (← links)
• Offline-enhanced reduced basis method through adaptive construction of the surrogate training set (Q1691401) (← links)
• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
• A hybrid model reduction method for stochastic parabolic optimal control problems (Q2020265) (← links)
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
• Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
• Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
• A weighted POD method for elliptic PDEs with random inputs (Q2333690) (← links)
• Comparison of approaches for random PDE optimization problems based on different matching functionals (Q2402238) (← links)
• Sparse polynomial approximations for affine parametric saddle point problems (Q2679763) (← links)
• Model Reduction for Parametrized Optimal Control Problems in Environmental Marine Sciences and Engineering (Q3174785) (← links)
• Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow (Q4636360) (← links)
• Reduced Basis Methods for Uncertainty Quantification (Q4636408) (← links)
• Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties (Q4965182) (← links)
• A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation (Q5010085) (← links)
• Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
• Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models (Q5237167) (← links)
• An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids (Q5237179) (← links)
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients (Q5269872) (← links)
• An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
• Risk-Averse Control of Fractional Diffusion with Uncertain Exponent (Q5858107) (← links)
• Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
• Uniform bounds with difference quotients for proper orthogonal decomposition reduced order models of the Burgers equation (Q6159307) (← links)
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)