Pages that link to "Item:Q3567023"

The following pages link to Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients (Q3567023):

Displayed 31 items.

• The velocity tracking problem for Wick-stochastic Navier-Stokes flows using Weiner chaos expansion (Q298191) ‎ (← links)
• A leapfrog multigrid algorithm for the optimal control of parabolic PDEs with Robin boundary conditions (Q298232) ‎ (← links)
• Multigrid second-order accurate solution of parabolic control-constrained problems (Q429455) ‎ (← links)
• A POD framework to determine robust controls in PDE optimization (Q434214) ‎ (← links)
• Optimal control with stochastic PDE constraints and uncertain controls (Q438130) ‎ (← links)
• Efficient shape optimization for certain and uncertain aerodynamic design (Q536665) ‎ (← links)
• Multigrid and sparse-grid schemes for elliptic control problems with random coefficients (Q600955) ‎ (← links)
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) ‎ (← links)
• A new multigrid method for unconstrained parabolic optimal control problems (Q2012613) ‎ (← links)
• A hybrid model reduction method for stochastic parabolic optimal control problems (Q2020265) ‎ (← links)
• A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) ‎ (← links)
• Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients (Q2692801) ‎ (← links)
• On the treatment of distributed uncertainties in PDE-constrained optimization (Q3058181) ‎ (← links)
• Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) ‎ (← links)
• Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356) ‎ (← links)
• Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms (Q4960988) ‎ (← links)
• MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs (Q5003217) ‎ (← links)
• Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints (Q5031238) ‎ (← links)
• Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) ‎ (← links)
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) ‎ (← links)
• A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980) ‎ (← links)
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) ‎ (← links)
• A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128) ‎ (← links)
• Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method (Q5228353) ‎ (← links)
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients (Q5269872) ‎ (← links)
• Risk-Averse Control of Fractional Diffusion with Uncertain Exponent (Q5858107) ‎ (← links)
• A leapfrog semi-smooth Newton-multigrid method for semilinear parabolic optimal control problems (Q5963310) ‎ (← links)
• Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint (Q6090380) ‎ (← links)
• A splitting algorithm for constrained optimization problems with parabolic equations (Q6102418) ‎ (← links)
• Stochastic composition optimization of functions without Lipschitz continuous gradient (Q6108982) ‎ (← links)
• Multilevel quasi-Monte Carlo for optimization under uncertainty (Q6135914) ‎ (← links)