Optimal control with stochastic PDE constraints and uncertain controls

DOI10.1016/J.CMA.2011.11.026zbMATH Open1243.49034arXiv1107.3944OpenAlexW2067780150MaRDI QIDQ438130FDOQ438130

Authors: Eveline Rosseel, Garth N. Wells 

Publication date: 20 July 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Abstract: The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby obviating the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented.

Full work available at URL: https://arxiv.org/abs/1107.3944

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zbMATH Keywords

stochastic partial differential equationsuncertaintyoptimal controlstochastic finite element methodstochastic inverse problems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Discrete approximations in optimal control (49M25)

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Cited In (54)

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Uses Software

• DOLFIN

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