Stochastic gradient descent for semilinear elliptic equations with uncertainties

DOI10.1016/j.jcp.2020.109945OpenAlexW3035651730MaRDI QIDQ2127008

Ting Wang, Jaroslaw Knap

Publication date: 19 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.05647

zbMATH Keywords

variance reductionstochastic gradient descentuncertainty quantificationpolynomial chaossemilinear PDE

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Related Items

A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity

Uses Software

• Adam
• QMC4PDE

Cites Work

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