A combination technique for optimal control problems constrained by random PDEs
We present a combination technique based on mixed differences of both spatial
approximations and quadrature formulae for the stochastic variables to solve efficiently a …
approximations and quadrature formulae for the stochastic variables to solve efficiently a …
Multilevel quadrature formulae for the optimal control of random PDEs
This manuscript presents a framework for using multilevel quadrature formulae to compute
the solution of optimal control problems constrained by random partial differential equations …
the solution of optimal control problems constrained by random partial differential equations …
A multigrid solver for PDE-constrained optimization with uncertain inputs
We present a multigrid algorithm to solve efficiently the large saddle-point systems of
equations that typically arise in PDE-constrained optimization under uncertainty. The …
equations that typically arise in PDE-constrained optimization under uncertainty. The …
A multigrid method for PDE-constrained optimization with uncertain inputs
We present a multigrid algorithm to solve efficiently the large saddle-point systems of
equations that typically arise in PDE-constrained optimization under uncertainty. The …
equations that typically arise in PDE-constrained optimization under uncertainty. The …
[PDF][PDF] Multilevel Monte Carlo Methods for Robust Optimization of Partial Differential Equations
A Van Barel - 2021 - lirias.kuleuven.be
My interests in mathematics and engineering led me to my master in mathematical
engineering and ultimately to this PhD. The text you are about to read is the result of several …
engineering and ultimately to this PhD. The text you are about to read is the result of several …