Year: 2016
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 1 : pp. 89–108
Abstract
We discuss a control problem involving a stochastic Burgers equation with a random diffusion coefficient. Numerical schemes are developed, involving the finite element method for the spatial discretisation and the sparse grid stochastic collocation method in the random parameter space. We also use these schemes to compute closed-loop suboptimal state feedback control. Several numerical experiments are performed, to demonstrate the efficiency and plausibility of our approximation methods for the stochastic Burgers equation and the related control problem.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.180615.080116a
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 1 : pp. 89–108
Published online: 2016-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 20
Keywords: Finite element method feedback control stochastic Burgers equation sparse grid collocation.