MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs
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Publication:5003217
DOI10.1137/20M1347164zbMath1480.35385arXiv2006.01231OpenAlexW3184773890WikidataQ114074186 ScholiaQ114074186MaRDI QIDQ5003217
Andreas van Barel, Stefan Vandewalle
Publication date: 20 July 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.01231
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)
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