Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters

DOI10.1002/NUM.22869arXiv2110.10671OpenAlexW4210481392WikidataQ114235148 ScholiaQ114235148MaRDI QIDQ6090392

Unnamed Author, Yanzhao Cao, Hans Werner van Wyk

Publication date: 16 December 2023

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.10671

zbMATH Keywords

optimal controluncertain systemsstochastic optimizationthermal regulation

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic approximation (62L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic systems in control theory (general) (93E03) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Electrochemistry (78A57) PDE constrained optimization (numerical aspects) (49M41)

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