1. Different reformulations of stochastic optimization of the transverse vibration
- Creator:
- Žampachová, Eva and Popela, Pavel
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- stochastic programming, PDE, and finite difference method
- Language:
- English
- Description:
- The applicability of stochastic programming models and methods to PDE constrained stochastic optimization problem is discussed. The problem concerning mathematical model involves a PDE-type constaint and an uncertain parameter related to the exernal load. A computational scheme for this type of problems is proposed, including discretization methods for random elements (scenario based two-stage stochastic programming) and the PDE constraint (finite difference method). Several deterministic reformulations are presented and compared using numerical and graphical results. and Obsahuje seznam literatury
- Rights:
- http://creativecommons.org/licenses/by-nc-sa/4.0/ and policy:public