Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
From MaRDI portal
Publication:5228353
DOI10.1137/17M1155892zbMath1421.35396arXiv1711.02574WikidataQ114074311 ScholiaQ114074311MaRDI QIDQ5228353
Andreas van Barel, Stefan Vandewalle
Publication date: 12 August 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.02574
Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Control/observation systems governed by partial differential equations (93C20) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with control and optimization (35Q93)
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