Article ID Journal Published Year Pages File Type
4958757 Computers & Mathematics with Applications 2017 16 Pages PDF
Abstract
In this article, we consider an optimal control problem for an elliptic partial differential equation with random inputs. To determine an applicable deterministic control fˆ(x), we consider the four cases which we compare for efficiency and feasibility. We prove the existence of optimal states, adjoint states and optimality conditions for each cases. We also derive the optimality systems for the four cases. The optimality system is then discretized by a standard finite element method and sparse grid collocation method for physical space and probability space, respectively. The numerical experiments are performed for their efficiency and feasibility.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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