Publication detail

Different Reformulations of Stochastic Optimization of the Transverse Vibration

ŽAMPACHOVÁ, E. POPELA, P.

English title

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Type

Peer-reviewed article not indexed in WoS or Scopus

Language

en

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.

Keywords in English

stochastic programming, PDE, finite difference method

Released

2011-02-01

Publisher

FSI VUT Brno

Location

Brno

ISSN

1802-1484

Journal

Engineering Mechanics

Volume

17

Number

5/6

Pages from–to

339–350

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"
}