Author 
MartinezFrutos, Jesus,

Series 
SpringerBriefs in mathematics 

BCAM SpringerBriefs 

SpringerBriefs in mathematics.


BCAM SpringerBriefs.

Subject 
Differential equations, Partial.

Alt Name 
Esparza, Francisco Periago,

Description 
1 online resource. 
Bibliography Note 
Includes bibliographical references and index. 
Contents 
Intro; Preface; References; Contents; About the Authors; Acronyms and Initialisms; Abstract; 1 Introduction; 1.1 Motivation; 1.2 Modelling Uncertainty in the Input Data. Illustrative Examples; 1.2.1 The LaplacePoisson Equation; 1.2.2 The Heat Equation; 1.2.3 The BernoulliEuler Beam Equation; References; 2 Mathematical Preliminaires; 2.1 Basic Definitions and Notations; 2.2 Tensor Product of Hilbert Spaces; 2.3 Numerical Approximation of Random Fields; 2.3.1 KarhunenLoeve Expansion of a Random Field; 2.4 Notes and Related Software; References 

3 Mathematical Analysis of Optimal Control Problems Under Uncertainty3.1 Variational Formulation of Random PDEs; 3.1.1 The LaplacePoisson Equation Revisited I; 3.1.2 The Heat Equation Revisited I; 3.1.3 The BernoulliEuler Beam Equation Revisited I; 3.2 Existence of Optimal Controls Under Uncertainty; 3.2.1 Robust Optimal Control Problems; 3.2.2 Risk Averse Optimal Control Problems; 3.3 Differences Between Robust and RiskAverse Optimal Control; 3.4 Notes; References; 4 Numerical Resolution of Robust Optimal Control Problems 

4.1 FiniteDimensional Noise Assumption: From Random PDEs to Deterministic PDEs with a FiniteDimensional Parameter4.2 GradientBased Methods; 4.2.1 Computing Gradients of Functionals Measuring Robustness; 4.2.2 Numerical Approximation of Quantities of Interest in Robust Optimal Control Problems; 4.2.3 Numerical Experiments; 4.3 Benefits and Drawbacks of the Cost Functionals; 4.4 OneShot Methods; 4.5 Notes and Related Software; References; 5 Numerical Resolution of Risk Averse Optimal Control Problems; 5.1 An Adaptive, GradientBased, Minimization Algorithm 

5.2 Computing Gradients of Functionals Measuring Risk Aversion5.3 Numerical Approximation of Quantities of Interest in Risk Averse Optimal Control Problems; 5.3.1 An Anisotropic, Nonintrusive, Stochastic Galerkin Method; 5.3.2 Adaptive Algorithm to Select the Level of Approximation; 5.3.3 Choosing Monte Carlo Samples for Numerical Integration; 5.4 Numerical Experiments; 5.5 Notes and Related Software; References; 6 Structural Optimization Under Uncertainty; 6.1 Problem Formulation; 6.2 Existence of Optimal Shapes; 6.3 Numerical Approximation via the LevelSet Method 

6.3.1 Computing Gradients of Shape Functionals; 6.3.2 Mise en Scene of the Level Set Method; 6.4 Numerical Simulation Results; 6.5 Notes and Related Software; References; 7 Miscellaneous Topics and Open Problems; 7.1 The Heat Equation Revisited II; 7.2 The BernoulliEuler Beam Equation Revisited II; 7.3 Concluding Remarks and Some Open Problems; References; Index 
Summary 
This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty. The main objective of the book is to offer graduate students and researchers a smooth transition from optimal control of deterministic PDEs to optimal control of random PDEs. Coverage includes uncertainty modelling in control problems, variational formulation of PDEs with random inputs, robust and riskaverse formulations of optimal control problems, existence theory and numerical resolution methods. The exposition focusses on the entire path, starting from uncertainty modelling and ending in the practical implementation of numerical schemes for the numerical approximation of the considered problems. To this end, a selected number of illustrative examples are analysed in detail throughout the book. Computer codes, written in MatLab, are provided for all these examples. This book is adressed to graduate students and researches in Engineering, Physics and Mathematics who are interested in optimal control and optimal design for random partial differential equations. Provided by publisher. 
Note 
Online resource; title from PDF title page (EBSCO, viewed September 6, 2018) 
ISBN 
9783319982106 electronic book 

3319982109 electronic book 

9783319982090 

3319982095 
OCLC # 
1050448291 
Additional Format 
Original 3319982095 9783319982090 (OCoLC)1043589395 
