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Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs

✍ Scribed by L.S. Hou; J. Lee; H. Manouzi


Book ID
113721285
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
246 KB
Volume
384
Category
Article
ISSN
0022-247X

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We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and homogeneous Dirichlet boundary conditions. Here the aim of the computations is to approximate statistical moments of the solution, and, in particular, we give a priori error estimates for the