A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation

DOI10.4208/JCM.1612-M2016-0696zbMath1413.65421OpenAlexW2789724561MaRDI QIDQ4688173

Ning Du, Wan-fang Shen

Publication date: 22 October 2018

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

Full work available at URL: https://doi.org/10.4208/jcm.1612-m2016-0696

zbMATH Keywords

fast Fourier transformfractional diffusionstochastic Galerkin methodconstrained optimal controlpreconditioned bi-conjugate gradient stabilized method

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimality conditions for problems involving randomness (49K45) Fractional partial differential equations (35R11)

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