Numerical Solutions for Optimal Control under SPDE Constraints

Abstract

The focus of this project is about numerical solutions of optimal control problems using the analysis of variance (ANOVA) analysis. The impact of random parameter dependent boundary conditions on the solutions of a class of nonlinear partial differential equations (PDEs) is considered. Because the boundary conditions are random field, the PDE becomes stochastic PDE. The concepts of effective dimensions are used to determine the accuracy of the ANOVA expansions. Demonstrations are given to show that whenever truncated ANOVA expansions of functionals provide accurate approximations, optimizers found through a simple surrogate optimization strategy are also relatively accurate.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2008
Accession Number
ADA479290

Entities

People

  • Yanzhao Cao

Organizations

  • Florida A&M University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Boundaries
  • Data Science
  • Differential Equations
  • Equations
  • Equations Of State
  • Errors
  • Finite Element Analysis
  • Formulas (Mathematics)
  • Information Science
  • Integral Equations
  • Mathematics
  • Noise
  • Optimization
  • Partial Differential Equations
  • Polynomials
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Operations Research
  • Regression Analysis.