A weighted POD-reduction approach for parametrized PDE-constrained optimal control problems with random inputs and applications to environmental sciences
نویسندگان
چکیده
Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such based on a Order Model, which in this work is constructed using the method weighted Proper Orthogonal Decomposition. This Model then used to efficiently compute reduced approximation for any outcome parameter. We demonstrate that such OCPs well-posed applying adjoint approach, also works presence admissibility constraints case non linear-quadratic OCPs, thus more general than conventional Lagrangian approach. show step construction these Models, known as aggregation step, not fundamental can principle be skipped noncoercive problems, leading cheaper online phase. Numerical applications three scenarios from environmental science considered, governing PDE control distributed. Various parameter distributions taken, several implementations Decomposition compared choosing different quadrature rules.
منابع مشابه
a benchmarking approach to optimal asset allocation for insurers and pension funds
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
15 صفحه اولDATA ENVELOPMENT ANALYSIS WITH FUZZY RANDOM INPUTS AND OUTPUTS: A CHANCE-CONSTRAINED PROGRAMMING APPROACH
In this paper, we deal with fuzzy random variables for inputs andoutputs in Data Envelopment Analysis (DEA). These variables are considered as fuzzyrandom flat LR numbers with known distribution. The problem is to find a method forconverting the imprecise chance-constrained DEA model into a crisp one. This can bedone by first, defuzzification of imprecise probability by constructing a suitablem...
متن کاملA-posteriori error estimation of discrete POD models for PDE-constrained optimal control
In this work a-posteriori error estimates for linear-quadratic optimal control problems governed by parabolic equations are considered. Different error estimation techniques for finite element discretizations and model-order reduction are combined to validate suboptimal control solutions from low-order models which are constructed by Galerkin discretization and application of proper orthogonal ...
متن کاملEfficient POD reduced-order modeling for parametrized nonlinear PDE systems
In this paper a model order reduction method for a nonlinear elliptic-parabolic system is developed. Systems of this type arise from mathematical models for lithium ion batteries. A non-intrusive reduced order approach based on proper orthogonal decomposition (POD) is presented. In addition to this the interpolation method introduced by Barrault et al. [3] is applied in order to achieve efficie...
متن کاملdata envelopment analysis with fuzzy random inputs and outputs: a chance-constrained programming approach
in this paper, we deal with fuzzy random variables for inputs andoutputs in data envelopment analysis (dea). these variables are considered as fuzzyrandom flat lr numbers with known distribution. the problem is to find a method forconverting the imprecise chance-constrained dea model into a crisp one. this can bedone by first, defuzzification of imprecise probability by constructing a suitablem...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & mathematics with applications
سال: 2021
ISSN: ['0898-1221', '1873-7668']
DOI: https://doi.org/10.1016/j.camwa.2021.10.020