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 …

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 …

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 …

Reduced basis methods for fractional Laplace equations via extension

H Antil, Y Chen, A Narayan - SIAM Journal on Scientific Computing, 2019 - SIAM
Fractional Laplace equations are becoming important tools for mathematical modeling and
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 …