Publication result detail

Different Reformulations of Stochastic Optimization of the Transverse Vibration

ŽAMPACHOVÁ, E.; POPELA, P.

Original Title

Different Reformulations of Stochastic Optimization of the Transverse Vibration

English Title

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

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.

English abstract

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.

Keywords

stochastic programming, PDE, finite difference method

Key words in English

stochastic programming, PDE, finite difference method

Authors

ŽAMPACHOVÁ, E.; POPELA, P.

RIV year

2011

Released

01.02.2011

Publisher

FSI VUT Brno

Location

Brno

ISBN

1802-1484

Periodical

Engineering Mechanics

Volume

17

Number

5/6

State

Czech Republic

Pages from

339

Pages to

350

Pages count

12

BibTex

@article{BUT49990,
  author="Eva {Mrázková} and Pavel {Popela}",
  title="Different Reformulations of Stochastic Optimization of the Transverse Vibration",
  journal="Engineering Mechanics",
  year="2011",
  volume="17",
  number="5/6",
  pages="339--350",
  issn="1802-1484"
}