A HERMITE SPECTRAL METHOD FOR A FOKKER-PLANCK OPTIMAL CONTROL PROBLEM IN AN UNBOUNDED DOMAIN

DOI10.1615/Int.J.UncertaintyQuantification.2015010310zbMath1498.65173MaRDI QIDQ5052246

Masoumeh Mohammadi, Alfio Borzì

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Numerical simulation of the time-fractional Fokker-Planck equation and applications to polymeric fluids ⋮ A Fokker-Planck control framework for stochastic systems ⋮ A conservative scheme for the Fokker-Planck equation with applications to viscoelastic polymeric fluids

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