Detail publikačního výsledku

Different Reformulations of Stochastic Optimization of the Transverse Vibration

ŽAMPACHOVÁ, E.; POPELA, P.

Originální název

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Anglický název

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Druh

Článek recenzovaný mimo WoS a Scopus

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.

Klíčová slova

stochastic programming, PDE, finite difference method

Klíčová slova v angličtině

stochastic programming, PDE, finite difference method

Autoři

ŽAMPACHOVÁ, E.; POPELA, P.

Rok RIV

2011

Vydáno

01.02.2011

Nakladatel

FSI VUT Brno

Místo

Brno

ISSN

1802-1484

Periodikum

Engineering Mechanics

Svazek

17

Číslo

5/6

Stát

Česká republika

Strany od

339

Strany do

350

Strany počet

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"
}