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math.NA2018
A FEM for an optimal control problem subject to the fractional Laplace equation
Stefan Dohr, Christian Kahle, Sergejs Rogovs +1
We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximati…
math.NA2018★ 1 cited
Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields
Ustim Khristenko, Laura Scarabosio, Piotr Swierczynski +2
We consider the generation of samples of a mean-zero Gaussian random field with Matérn covariance function. Every sample requires the solution of a differential equation with Gauss…