Different Reformulations of Stochastic Optimization of the Transverse Vibration

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Title:Different Reformulations of Stochastic Optimization of the Transverse Vibration
Creators:
Žampachová, Eva
Popela, Pavel
Journal or Publication Title:
Engineering Mechanics, 17, 5-6, pp. 339-350
Uncontrolled Keywords:stochastic programming, PDE, finite difference method

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.

Official URL: http://www.im.fme.vutbr.cz/pdf/17_5_339.pdf

Title:Different Reformulations of Stochastic Optimization of the Transverse Vibration
Translated title:Different Reformulations of Stochastic Optimization of the Transverse Vibration
Creators:
Žampachová, Eva
Popela, Pavel
Uncontrolled Keywords:stochastic programming, PDE, finite difference method
Subjects:T Technology > TA Engineering (General). Civil engineering (General)
Divisions:Mathematics, Physics and Earth Sciences > Institute of Thermomechanics > Engineering Mechanics
Journal or Publication Title:Engineering Mechanics
Volume:17
Number:5-6
Page Range:pp. 339-350
ISSN:1802-1484
Publisher:Association for Engineering Mechanics
Related URLs:
URLURL Type
http://avi.lib.cas.cz/node/51Publisher
ID Code:6538
Item Type:Article
Deposited On:21 Apr 2011 14:43
Last Modified:21 Apr 2011 13:19

Citation

Žampachová, Eva; Popela, Pavel (2010) Different Reformulations of Stochastic Optimization of the Transverse Vibration. Engineering Mechanics, 17 (5-6). pp. 339-350. ISSN 1802-1484

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