On spectral Petrov–Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise
S Li, W Cao - Journal of Scientific Computing, 2023 - Springer
In this paper, a spectral Petrov–Galerkin method is developed to solve an optimal control
problem governed by a two-sided space-fractional diffusion-reaction equation with additive …
problem governed by a two-sided space-fractional diffusion-reaction equation with additive …
Risk-adaptive approaches to learning and decision making: A survey
JO Royset - arXiv preprint arXiv:2212.00856, 2022 - arxiv.org
Uncertainty is prevalent in engineering design, statistical learning, and decision making
broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to …
broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to …
Reliable error estimates for optimal control of linear elliptic PDEs with random inputs
J Milz - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
We discretize a risk-neutral optimal control problem governed by a linear elliptic partial
differential equation with random inputs using a Monte Carlo sample-based approximation …
differential equation with random inputs using a Monte Carlo sample-based approximation …
Reduced basis methods for fractional Laplace equations via extension
Fractional Laplace equations are becoming important tools for mathematical modeling and
prediction. Recent years have shown much progress in developing accurate and robust …
prediction. Recent years have shown much progress in developing accurate and robust …
Randomized reduced basis methods for parameterized fractional elliptic PDEs
H Antil, AK Saibaba - Finite Elements in Analysis and Design, 2023 - Elsevier
This paper is interested in developing reduced order models (ROMs) for repeated simulation
of fractional elliptic partial differential equations (PDEs) for multiple values of the parameters …
of fractional elliptic partial differential equations (PDEs) for multiple values of the parameters …