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Multigrid and sparse-grid schemes for elliptic control problems with random coefficients - MaRDI portal

Multigrid and sparse-grid schemes for elliptic control problems with random coefficients (Q600955)

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scientific article; zbMATH DE number 5809704
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Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
scientific article; zbMATH DE number 5809704

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    Multigrid and sparse-grid schemes for elliptic control problems with random coefficients (English)
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    3 November 2010
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    multigrid method
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    sparse grids
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    reaction-diffusion problems
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    random fields
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    optimal control theory
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    nonlinear elliptic optimal control problems
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    random coefficients
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    collocation
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    numerical results
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    stochastic optimal control
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