Multilevel quasi-Monte Carlo for optimization under uncertainty (Q6135914)

scientific article; zbMATH DE number 7732062

Language	Label	Description	Also known as
English	Multilevel quasi-Monte Carlo for optimization under uncertainty	scientific article; zbMATH DE number 7732062

Statements

instance of

scholarly article

0 references

title

Multilevel quasi-Monte Carlo for optimization under uncertainty (English)

0 references

0 references

0 references

Numerische Mathematik

0 references

publication date

28 August 2023

0 references

full work available at URL

https://arxiv.org/abs/2109.14367

0 references

zbMATH Keywords

Multilevel quasi-Monte Carlo

0 references

optimization under uncertainty

0 references

elliptic partial differential equation

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q3935962

0 references

Computational Optimization of Systems Governed by Partial Differential Equations

0 references

Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients

0 references

A POD framework to determine robust controls in PDE optimization

0 references

An Algorithm for Simulating Stationary Gaussian Random Fields

0 references

Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

0 references

Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint

0 references

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

0 references

Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

0 references

Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations

0 references

Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix

0 references

Q3997987

0 references

Elliptic partial differential equations of second order

0 references

Multilevel Monte Carlo Methods

0 references

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

0 references

Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

0 references

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields

0 references

Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients

0 references

A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty

0 references

Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient

0 references

QMC algorithms with product weights for lognormal-parametric, elliptic PDEs

0 references

Q5786196

0 references

A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients

0 references

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

0 references

Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs

0 references

Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation

0 references

Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

0 references

Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

0 references

Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands

0 references

Q5844366

0 references

Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters

0 references

Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights

0 references

Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method

0 references

Identifiers

zbMATH Open document ID

1521.65007

0 references

arXiv ID

2109.14367

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1007/S00211-023-01364-W

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6135914