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MULTIGRID METHODS AND SPARSE-GRID COLLOCATION TECHNIQUES FOR PARABOLIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

delete2009-01-01
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OA
AI
A
Alfio Borzı̀ *
G
G. von Winckel
DOI:10.1137/070711311delete
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摘要

摘要

En 中文
An efficient computational framework to solve nonlinear parabolic optimal control problems with random coefficients is presented. This framework allows us to investigate the influence of randomness or uncertainty of problem's parameters values on the control provided by the optimal control theory. The proposed framework combines space-time multigrid methods with sparse-grid collocation techniques. Theoretical and numerical results of computation of stochastic optimal control solutions and formulation of mean control functions are presented.
Keyword:
multigrid method
sparse grids
reaction-diffusion problems
random fields
optimal control theory

期刊

SIAM Journal on Scientific Computing 封面图
SIAM Journal on Scientific Computing
IF:
2.6
论文数:
5.1K
被引数:
1.8W

机构

University of Sannio 封面图
University of Sannio
学者数:
2.3K
论文数: 2.2K
被引数: 2.3K
U
University of Graz
学者数:
6.1K
论文数: 5.8K
被引数: 8.6K
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