Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation

DOI10.1007/S11425-021-2027-7arXiv2104.09443MaRDI QIDQ6177464FDOQ6177464

Authors: Qin Zhou, Binjie Li 

Publication date: 31 August 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Abstract: This paper analyzes the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where an additive noise occurs in the Neumann boundary condition. The convergence is established for general filtrations, and the convergence rate $O(a{u}^{1/4-epsilon}+h^{1/2-epsilon})$ is derived for the natural filtration of the Q-Wiener process.

Full work available at URL: https://arxiv.org/abs/2104.09443

zbMATH Keywords

discretizationconvergenceNeumann boundary control\(Q\)-Wiener processstochastic parabolic equationboundary noise

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (4)

• Temporal semi-discretizations of a backward semilinear stochastic evolution equation
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation
• Analysis of robust parameter-free multilevel methods for Neumann boundary control problems
• Title not available (Why is that?)

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