Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations
نویسندگان
چکیده
منابع مشابه
Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations
In this work we deal with a stochastic optimal Robin boundary control problem constrained by an advection-dffusion-reaction elliptic equation with advection-dominated term. We assume that the uncertainty comes from the advection field and consider a stochastic Robin boundary condition as control function. A stochastic saddle point system is formulated and proved to be equivalent to the first or...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2013
ISSN: 0036-1429,1095-7170
DOI: 10.1137/120884158