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This paper concerns the convex optimal control problem governed by multiscale elliptic equations with arbitrarily rough $L^infty$ coefficients, which has important applications in composite materials and geophysics. We use one of the recently developed numerical homogenization techniques, the so-called Rough Polyharmonic Splines (RPS) and its generalization (GRPS) for the efficient resolution of the elliptic operator on the coarse scale. Those methods have optimal convergence rate which do not rely on the regularity of the coefficients nor the concepts of scale-separation or ergodicity. As the iterative solution of the OCP-OPT formulation of the optimal control problem requires solving the corresponding (state and co-state) multiscale elliptic equations many times with different right hand sides, numerical homgogenization approach only requires one-time pre-computation on the fine scale and the following iterations can be done with computational cost proportional to coarse degrees of freedom. Numerical experiments are presented to validate the theoretical analysis.
In this paper, we demonstrate the construction of generalized Rough Polyhamronic Splines (GRPS) within the Bayesian framework, in particular, for multiscale PDEs with rough coefficients. The optimal coarse basis can be derived automatically by the ra
We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage, w
In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation (for pres
This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{rm div}(a abla u)=f$ where $a=exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an $n$-term polyno
This work is concerned with the optimal control problems governed by a 1D wave equation with variable coefficients and the control spaces $mathcal M_T$ of either measure-valued functions $L_{w^*}^2(I,mathcal M(Omega))$ or vector measures $mathcal M(O