A two-stage stochastic program with elliptic pde constraints

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F10%3APU118934" target="_blank" >RIV/00216305:26210/10:PU118934 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

A two-stage stochastic program with elliptic pde constraints

Original language description

The purpose of the paper is to introduce an optimization model for a problem involving random elements and constraints formed by an elliptic partial differential equation and related conditions. The discussed problem may serve as a prototype for variousapplications in mechanical and civil engineering. The problem con- cerning an optimal design of a membrane under a random load has been chosen. The corresponding mathematical model involves a partial differential equation (PDE) type constraint, specifically, the elliptic PDE is considered. It has been shown that the two-stage stochastic programming related scheme offers a promising approach to study similar problems. The formally correct description of the model serves as the initial step towards a computable model. A computational scheme for this type of problems is proposed, including discretization methods to tackle randomness and continuity involved in the formal description. By means of the derived approximation, the mathematical m

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/1M06047" target="_blank" >1M06047: Research Center for Quality and Reliability of Production</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Mendel Journal series

ISSN

1803-3814

e-ISSN

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Volume of the periodical

2010

Issue of the periodical within the volume

1

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

6

Pages from-to

447-452

UT code for WoS article

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EID of the result in the Scopus database

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