DOI10.1137/130940517zbMath1309.35182OpenAlexW2085298086MaRDI QIDQ2938448
Peng Chen, Alfio M. Quarteroni
Publication date: 14 January 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3c89e5044380da14afa8527104c5b12228a962bc
A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs,
Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations,
An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations,
Optimal design of acoustic metamaterial cloaks under uncertainty,
Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations,
Sparse-grid, reduced-basis Bayesian inversion,
Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization,
Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters,
Comparison of approaches for random PDE optimization problems based on different matching functionals,
Sparse polynomial approximations for affine parametric saddle point problems,
Certified Reduced Basis Methods for Parametrized Distributed Elliptic Optimal Control Problems with Control Constraints,
Performance Bounds for PDE-Constrained Optimization under Uncertainty,
Multilevel quasi-Monte Carlo for optimization under uncertainty,
Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients,
Risk-neutral PDE-constrained generalized Nash equilibrium problems,
Epi-Regularization of Risk Measures,
Risk-averse optimal control of semilinear elliptic PDEs,
Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation,
Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty,
Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case,
Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations,
Reduced Basis Methods for Uncertainty Quantification,
Physics-Based Kriging Surrogates for a Class of Finite Element Codes,
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures,
Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations,
Certified reduced basis methods for parametrized elliptic optimal control problems with distributed controls,
Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters,
An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations,
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations,
A hybrid model reduction method for stochastic parabolic optimal control problems,
Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs,
Sparse quadrature for high-dimensional integration with Gaussian measure,
Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion,
A Variable-Separation Method for Nonlinear Partial Differential Equations With Random Inputs,
Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method,
An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids,
MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs,
Risk-Averse Control of Fractional Diffusion with Uncertain Exponent,
Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
