Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters
نویسندگان
چکیده
Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters
منابع مشابه
global results on some nonlinear partial differential equations for direct and inverse problems
در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...
Computational Optimization of Systems Governed by Partial Differential Equations
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Uncertainty quantification schemes based on stochastic Galerkin projections, with global or local basis functions, and also stochastic collocation methods in their conventional form, suffer from the so called curse of dimensionality: the associated computational cost grows exponentially as a function of the number of random variables defining the underlying probability space of the problem. In ...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2021
ISSN: ['2166-2525']
DOI: https://doi.org/10.1137/20m1381381