Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients

A. Borzì, G. von Winckel. Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients. SIAM J. Scientific Computing, 31(3):2172-2192, 2009. [doi]

Abstract

Abstract is missing.