https://www.scipedia.com/wd/index.php?action=history&feed=atom&title=Ayoul-Guilmard_2021a 2026-05-06T09:36:04Z Revision history for this page on the wiki MediaWiki 1.27.0-wmf.10 https://www.scipedia.com/wd/index.php?title=Ayoul-Guilmard_2021a&diff=227589&oldid=prev 2021-08-03T15:18:54Z

<p></p> <table class="diff diff-contentalign-left" data-mw="interface"> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr style='vertical-align: top;' lang='en'> <td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td> <td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 15:18, 3 August 2021</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l2" >Line 2:</td> <td colspan="2" class="diff-lineno">Line 2:</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>== Abstract ==</div></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>== Abstract ==</div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">We consider the numerical approximation of a risk-averse optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. Specifically, the control function is a deterministic, dis- tributed forcing term that minimizes the expected mean squared distance between the state (i.e. solution to the PDE) and a target function, subject to a regularization for well posedness. For the numerical treatment of this risk-averse optimal control problem, we consider a Finite Element discretization of the underlying PDEs, a Monte Carlo sampling method, and gradient type iterations to obtain the approximate optimal control. We provide full error and complexity analysis of the proposed numerical schemes. In particular we compare the complexity of a fixed Monte Carlo gradient method, in which the Finite Element discretization and Monte Carlo sample are chosen initially and kept fixed over the gradient iterations, with a Stochastic Gradient method in which the expectation in the computation of the steepest descent direction is approximated by independent Monte Carlo estimators with small sample sizes and possibly varying Finite Element mesh sizes across iterations. We show in particular that the second strategy results in an improved computational complexity. The theoretical error estimates and complexity results are confirmed by our numerical experiments.</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">== Full document ==</ins></div></td></tr> <tr><td colspan="2">&#160;</td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">[https://infoscience.epfl.ch/record/263568/files/Version2.pdf Link to original record]</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td></tr> <tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;">== Full document ==</del></div></td><td colspan="2">&#160;</td></tr> <tr><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>&lt;pdf&gt;Media:Draft_Ayoul-Guilmard_805981763-9906-document.pdf&lt;/pdf&gt;</div></td><td class='diff-marker'>&#160;</td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>&lt;pdf&gt;Media:Draft_Ayoul-Guilmard_805981763-9906-document.pdf&lt;/pdf&gt;</div></td></tr> <!-- diff cache key mw_drafts_scipedia-sc_mwd_:diff:version:1.11a:oldid:226363:newid:227589 --> </table>

Ayoul.guilmard epfl https://www.scipedia.com/wd/index.php?title=Ayoul-Guilmard_2021a&diff=226363&oldid=prev 2021-06-28T10:39:06Z

<p>Ayoul.guilmard epfl moved page <a href="/public/Draft_Ayoul-Guilmard_805981763" class="mw-redirect" title="Draft Ayoul-Guilmard 805981763">Draft Ayoul-Guilmard 805981763</a> to <a href="/public/Ayoul-Guilmard_2021a" title="Ayoul-Guilmard 2021a">Ayoul-Guilmard 2021a</a></p> <table class="diff diff-contentalign-left" data-mw="interface"> <tr style='vertical-align: top;' lang='en'> <td colspan='1' style="background-color: white; color:black; text-align: center;">← Older revision</td> <td colspan='1' style="background-color: white; color:black; text-align: center;">Revision as of 10:39, 28 June 2021</td> </tr><tr><td colspan='2' style='text-align: center;' lang='en'><div class="mw-diff-empty">(No difference)</div> </td></tr></table>

Ayoul.guilmard epfl https://www.scipedia.com/wd/index.php?title=Ayoul-Guilmard_2021a&diff=226362&oldid=prev 2021-06-28T10:39:04Z

<p>Created page with &quot; == Abstract == == Full document == &lt;pdf&gt;Media:Draft_Ayoul-Guilmard_805981763-9906-document.pdf&lt;/pdf&gt;&quot;</p> <p><b>New page</b></p><div><br /> == Abstract ==<br /> <br /> <br /> <br /> <br /> <br /> == Full document ==<br /> &lt;pdf&gt;Media:Draft_Ayoul-Guilmard_805981763-9906-document.pdf&lt;/pdf&gt;</div>

Ayoul.guilmard epfl