Efficient Preconditioners for PDE-Constrained Optimization with Uncertainty
Analysis
Key Takeaways
- •Develops efficient hierarchical preconditioners for optimal control problems with uncertain coefficients.
- •Integrates finite element discretization, stochastic Galerkin approximation, and advanced time-discretization schemes.
- •Exploits sparsity in generalized polynomial chaos expansions.
- •Demonstrates improved convergence of iterative solvers compared to existing methods.
- •Applicable to both steady-state and time-dependent optimal control problems.
“The proposed preconditioners significantly accelerate the convergence of iterative solvers compared to existing methods.”