Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
From MaRDI portal
Publication:5269872
DOI10.1137/16M109870XzbMath1371.35371arXiv1602.08943OpenAlexW2963492671MaRDI QIDQ5269872
Ahmad Ahmad Ali, Michael Hinze, Elisabeth Ullmann
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.08943
control constraintsuncertainty quantificationPDE-constrained optimizationvariational discretizationlognormal random fields
Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Theoretical approximation in context of PDEs (35A35) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Existence theories for optimal control problems involving partial differential equations (49J20)
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