Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems
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Publication:3179318
DOI10.1137/15M1041390zbMath1398.65252MaRDI QIDQ3179318
Christoph Schwab, Angela Kunoth
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
waveletsconvergenceadaptivityanalyticitylinear-quadratic optimal control problemsoptimal complexitypolynomial chaos approximationlinear elliptic or parabolic PDEstochastic or parametric coefficientssymmetric saddle point problemstensor Galerkin discretization
Numerical optimization and variational techniques (65K10) Linear-quadratic optimal control problems (49N10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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