Efficient numerical methods for elliptic optimal control problems with random coefficient

DOI10.3934/era.2020053OpenAlexW3036561748MaRDI QIDQ779918

Jiachuan Zhang, Haiming Song, Xiaowei Pang, Xiao Shen Wang

Publication date: 14 July 2020

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2020053

zbMATH Keywords

finite element methodoptimal control problemalternating direction method of multiplierMonte Carlo approximationmulti-modes expansion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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