A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control (Q292538)
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| Language | Label | Description | Also known as |
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| English | A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control |
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A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control (English)
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8 June 2016
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Linear elliptic control problems with \(H^1\)-norm state constraints are solved with the Galerkin spectral method. A priori and a posteriori error estimates are derived. The method provides highly accurate and fast convergent solutions for problems with sufficiently regular solutions. The reliability of the a posteriori error indicator is tested numerically for one- and two-dimensional problems with known exact solutions.
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a priori error estimates
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stochastic Galerkin method
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optimal control problem
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stochastic elliptic PDE
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deterministic constrained control
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numerical example
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spectral method
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