Numerical Solutions for Optimal Control Problems 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
Feb 07, 2008
Accession Number
ADA480423

Entities

People

  • Yanzhao Cao

Organizations

  • Florida A&M University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Abstracts
  • Boundaries
  • Department Of Defense
  • Differential Equations
  • Equations
  • Geometry
  • Governments
  • Helmholtz Equations
  • Information Operations
  • Mathematical Analysis
  • Monte Carlo Method
  • Partial Differential Equations
  • Real Variables
  • Sampling

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Fluid Dynamics.
  • Regression Analysis.