Photo by charlesdeluvio from unsplash
ABSTRACT In this paper, we study the optimal control problems of stochastic elliptic equations with random field in its coefficients. The main contributions of this work are two aspects. Firstly,… Click to show full abstract
ABSTRACT In this paper, we study the optimal control problems of stochastic elliptic equations with random field in its coefficients. The main contributions of this work are two aspects. Firstly, a meshless method coupled with the stochastic Galerkin method is investigated to approximate the control problems, which is competitive for high-dimensional random inputs. Secondly, a priori error estimates are derived for the solutions to the control problems. Some numerical tests are carried out to confirm the theoretical results and to demonstrate the efficiency of the proposed method.
Journal Title: International Journal of Computer Mathematics
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!