## A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization Under Uncertainty

Title | A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization Under Uncertainty |

Publication Type | Journal Article |

Year of Publication | 2012 |

Authors | Kouri, DP, Heinkenschloos, M, Ridzal, D, Waanders, BGVan Blo |

Date Published | 09/2012 |

Other Numbers | ANL/MCS-P3035-0912 |

Abstract | The numerical solution of optimization problems governed by partial differential equations (PDEs) with random coefficients is computationally challenging because of the large number of deterministic PDE solves required at each optimization iteration. This paper introduces an efficient algorithm for solving such problems based on a combination of adaptive sparse-grid collocation |

http://www.mcs.anl.gov/papers/P3035-0912.pdf |