Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

Chen, Peng; Villa, Umberto; Ghattas, Omar

doi:10.1016/j.jcp.2019.01.047

Title: Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

Journal Article · Wed May 01 00:00:00 EDT 2019 · Journal of Computational Physics

DOI:https://doi.org/10.1016/j.jcp.2019.01.047· OSTI ID:1547704

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; Ghattas, Omar

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Sponsoring Organization:: USDOE

Grant/Contract Number:: CBET-1508713; ACI-1550593; W911NF-15-2-0121; SC0009286; SC0010518

OSTI ID:: 1547704

Journal Information:: Journal of Computational Physics, Journal Name: Journal of Computational Physics Vol. 385 Journal Issue: C; ISSN 0021-9991

Publisher:: ElsevierCopyright Statement

Country of Publication:: United States

Language:: English

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Cited by: 19 works

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References (55)

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