@article{Benner2016BlockDiagonalPF, title={Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs}, author={Peter Benner and Akwum Onwunta and Martin Stoll}, journal={SIAM J. Matrix Analysis Applications}, year={2016}, volume={37}, pages={491-518} }

- Published 2016 in SIAM J. Matrix Analysis Applications
DOI:10.1137/15M1018502

The goal of this paper is the efficient numerical simulation of optimization problems governed by either steady-state or unsteady partial differential equations involving random coefficients. This class of problems often leads to prohibitively high dimensional saddle-point systems with tensor product structure, especially when discretized with the… CONTINUE READING

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