Shape sensitivity analysis for stochastic evolution equations

MaRDI QIDQ4034944zbMATH OpenFDO

Authors Dariusz Gątarek, Jan Sokołowski

Publication date 18 May 1993

zbMATH Keywords

differential stability analysiselliptic and parabolic differential equationsshape derivativestochastic partial differential equations

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Variational inequalities (49J40) Optimality conditions for problems involving partial differential equations (49K20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) System identification (93B30)

Review text

[For the entire collection see Zbl 0754.00025.] Shape differential stability analysis of the solutions to stochastic partial differential equations is studied. The method of sensitivity described for example in detail by the second author and \textit{J.-P. Zolesio} [SIAM J. Math. Anal. 18, 1416-1437 (1987; Zbl 0646.35036)] is used for elliptic and parabolic differential equations. The authors differentiate with respect to a real parameter the stochastic partial differential equation. Then the form of the shape derivative of the solution is obtained.

Recommendations

• scientific article; zbMATH DE number 437449
• scientific article; zbMATH DE number 4203141
• Shape sensitivity analysis of hyperbolic problems
• Shape sensitivity analysis in hyperbolic problems with nonsmooth domains
• scientific article; zbMATH DE number 176191
• scientific article; zbMATH DE number 523941
• scientific article; zbMATH DE number 4080261
• Sensitivity analysis of stochastic dynamical systems
• scientific article; zbMATH DE number 3951394
• scientific article; zbMATH DE number 854112

Cited in

(5)

• Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: from ODEs to linear kinetic equations
• scientific article; zbMATH DE number 437449 (Why is no real title available?)
• scientific article; zbMATH DE number 4203141 (Why is no real title available?)
• Front Shape Similarity Measure for Shape-Oriented Sensitivity Analysis and Data Assimilation for Eikonal Equation
• Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints

This page was built for publication: Shape sensitivity analysis for stochastic evolution equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4034944)