Detail publikace

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Originální název

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Anglický název

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Jazyk

en

Originální abstrakt

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.

Anglický abstrakt

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.

BibTex


@article{BUT49990,
  author="Eva {Mrázková} and Pavel {Popela}",
  title="Different Reformulations of Stochastic Optimization of the Transverse Vibration",
  annote="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.",
  address="FSI VUT Brno",
  chapter="49990",
  institution="FSI VUT Brno",
  journal="Engineering Mechanics",
  number="5/6",
  volume="17",
  year="2011",
  month="february",
  pages="339--350",
  publisher="FSI VUT Brno",
  type="journal article - other"
}