A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection–diffusion equation with random diffusivity

In this paper, we focus on a numerical investigation of a strongly convex and smooth optimization problem subject to a convection–diffusion equation with uncertain terms. Our approach is based on stochastic approximation where true gradient is replaced by a stochastic ones with suitable momentum ter...

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Veröffentlicht in:	Journal of computational and applied mathematics Jg. 422; S. 114919
Hauptverfasser:	Toraman, Sıtkı Can, Yücel, Hamdullah
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.04.2023
Schlagworte:	Monte Carlo PDE-constrained optimization Stochastic momentum Uncertainty quantification 35R60 49J20 Monte Carlo PDE-constrained optimization Stochastic momentum Uncertainty quantification 65C05 60H15 60H35
ISSN:	0377-0427, 1879-1778
Online-Zugang:	Volltext
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