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02/06/2023
Reversible random number generation for adjoint Monte Carlo simulation of the heat equation
In PDE-constrained optimization, one aims to find design parameters that...
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09/29/2021
Multilevel Quasi-Monte Carlo for Optimization under Uncertainty
This paper considers the problem of optimizing the average tracking erro...
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05/29/2020
MG/OPT and MLMC for Robust Optimization of PDEs
An algorithm is proposed to solve robust control problems constrained by...
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11/07/2017