A Sparse Grid Stochastic Collocation and Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Elliptic Equations

DOI10.4208/JCM.1703-M2016-0692zbMath1413.65408OpenAlexW2791477636MaRDI QIDQ4688175

Liang Ge, Tong-jun Sun

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.1703-m2016-0692

zbMATH Keywords

sparse gridoptimal control problema priori error estimatesfinite volume elementrandom elliptic equationsSmolyak approximation

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Finite volume methods for boundary value problems involving PDEs (65N08)

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Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties ⋮ A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations ⋮ A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties

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