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  • The applicability of stochastic programming models and methods to PDE constrained stochastic optimization problem is discussed. The problem concerning the transverse vibration of a string is chosen. Therefore, the corresponding mathematical model involves a PDE-type constraint and an uncertain parameter related to the external load. A computational scheme for this type of problems is proposed, including discretization methods for random elements (scenario based two-stage stochastic programming) and the PDE constraint (finite difference method). Several deterministic reformulations are presented and compared using numerical and graphical results.
  • The applicability of stochastic programming models and methods to PDE constrained stochastic optimization problem is discussed. The problem concerning the transverse vibration of a string is chosen. Therefore, the corresponding mathematical model involves a PDE-type constraint and an uncertain parameter related to the external load. A computational scheme for this type of problems is proposed, including discretization methods for random elements (scenario based two-stage stochastic programming) and the PDE constraint (finite difference method). Several deterministic reformulations are presented and compared using numerical and graphical results. (en)
Title
  • Different Reformulations of Stochastic Optimization of the Transverse Vibration
  • Different Reformulations of Stochastic Optimization of the Transverse Vibration (en)
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  • Different Reformulations of Stochastic Optimization of the Transverse Vibration
  • Different Reformulations of Stochastic Optimization of the Transverse Vibration (en)
skos:notation
  • RIV/00216305:26210/11:PU92034!RIV11-GA0-26210___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(2E08017), P(GA103/08/1658)
http://linked.open...iv/cisloPeriodika
  • 5/6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 194578
http://linked.open...ai/riv/idVysledku
  • RIV/00216305:26210/11:PU92034
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • stochastic programming, PDE, finite difference method (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [49E1F4A29D4B]
http://linked.open...i/riv/nazevZdroje
  • Engineering Mechanics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 17
http://linked.open...iv/tvurceVysledku
  • Popela, Pavel
  • Žampachová, Eva
issn
  • 1802-1484
number of pages
http://localhost/t...ganizacniJednotka
  • 26210
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