Detail publikace

Different Reformulations of Stochastic Optimization of the Transverse Vibration

ŽAMPACHOVÁ, E. POPELA, P.

Anglický název

Different Reformulations of Stochastic Optimization of the Transverse Vibration

Typ

Článek recenzovaný mimo WoS a Scopus

Jazyk

en

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.

Klíčová slova anglicky

stochastic programming, PDE, finite difference method

Vydáno

2011-02-01

Nakladatel

FSI VUT Brno

Místo

Brno

ISSN

1802-1484

Časopis

Engineering Mechanics

Ročník

17

Číslo

5/6

Strany od–do

339–350

Počet stran

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"
}