A Streamline Upwind Petrov-Galerkin Reduced Order Method for Advection-Dominated Partial Differential Equations Under Optimal Control
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We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potenti ...
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