科研之友
微信
新浪微博
Facebook
分享链接
摘要
We study mathematically and computationally optimal control problems for stochastic partial differential equations with Neumann boundary conditions. The control objective is to minimize the expectation of a cost functional, and the control is of the deterministic, boundary-value type. Mathematically, we prove the existence of an optimal solution and of a Lagrange multiplier; we represent the input data in terms of their Karhunen-Loeve expansions and deduce the deterministic optimality system of equations. Computationally, we approximate the finite element solution of the optimality system and estimate its error through the discretizations with respect to both spatial and random parameter spaces.
- 出版日期2011
