Article ID Journal Published Year Pages File Type
4642553 Journal of Computational and Applied Mathematics 2007 19 Pages PDF
Abstract

PDE-constrained optimization problems under the influence of perturbation parameters are considered. A quantitative stability analysis for local optimal solutions is performed. The perturbation directions of greatest impact on an observed quantity are characterized using the singular value decomposition of a certain linear operator. An efficient numerical method is proposed to compute a partial singular value decomposition for discretized problems, with an emphasis on infinite-dimensional parameter and observation spaces. Numerical examples are provided.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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