Multigrid and sparse-grid schemes for elliptic control problems with random coefficients

DOI10.1007/s00791-010-0134-4zbMath1213.65092OpenAlexW1964117192MaRDI QIDQ600955

Alfio Borzì

Publication date: 3 November 2010

Published in: Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00791-010-0134-4

zbMATH Keywords

numerical resultsstochastic optimal controlsparse gridsreaction-diffusion problemsmultigrid methodrandom coefficientscollocationrandom fieldsoptimal control theorynonlinear elliptic optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Decomposition methods (49M27) Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions to problems involving randomness (49J55)

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Uses Software

• Spinterp

Cites Work

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