Extra Form
강연자 이형천
소속 아주대
date 2016-06-09

Many mathematical and computational analyses have been performed for deterministic partial differential equations (PDEs) that have perfectly known input data. However, in reality, many physical and engineering problems involve some level of uncertainty in their input, e.g., unknown properties of the material, the lack of information on boundary data, etc. One effective and realistic means for modeling such uncertainty is through stochastic partial differential equations (SPDEs) using randomness for uncertainty. In fact, SPDEs are known to be effective tools for modeling complex physical and engineering phenomena. In this talk, we propose and analyze some optimal control problems for partial differential equations with random coefficients and forcing terms.
These input data are assumed to be dependent on a finite number of random variables. We set up three different kind of problems and prove existence of optimal solution and derive an optimality system. In the method, we use a Galerkin approximation in physical space and a sparse grid collocation in the probability space. We provide a comparison of these three cases for fully discrete solution using an appropriate norm and analyze the computational efficiency.

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List of Articles
카테고리 제목 소속 강연자
수학강연회 Classical and Quantum Probability Theory file 충북대학교 지운식
수학강연회 Class field theory for 3-dimensional foliated dynamical systems file Kyushu University Morishita Masanori
수학강연회 Circular maximal functions on the Heisenberg group file 연세대 수학과 김준일
수학강연회 Chern-Simons invariant and eta invariant for Schottky hyperbolic manifolds file KIAS 박진성
수학강연회 Categorification of Donaldson-Thomas invariants file 서울대학교 김영훈
수학강연회 Categorical representation theory, Categorification and Khovanov-Lauda-Rouquier algebras file Kyoto University/서울대학교 Masaki Kashiwara
수학강연회 Brownian motion with darning and conformal mappings file University of Washington Zhen-Qing Chen
수학강연회 Brownian motion and energy minimizing measure in negative curvature file 서울대학교 임선희
수학강연회 Birational Geometry of varieties with effective anti-canonical divisors file 연세대학교 최성락
수학강연회 Averaging formula for Nielsen numbers file 서강대학교 이종범
수학강연회 Arithmetic of elliptic curves file 서울대 김도형
수학강연회 Anomalous diffusions and fractional order differential equations file University of Washington Zhen-Qing Chen
수학강연회 Analytic torsion and mirror symmetry file Kyoto University Ken-ichi Yoshikawa
수학강연회 Analysis and computations of stochastic optimal control problems for stochastic PDEs file 아주대 이형천
수학강연회 An introduction to hyperplane arrangements file 서울대 이승진
수학강연회 An equivalent condition to Bohr's for Dirichlet series file 포항공대 최윤성
수학강연회 Alice and Bob meet Banach and von Neumann file 서울대 이훈희
특별강연 Algebraic surfaces with minimal topological invariants file 고등과학원 금종해
수학강연회 A-infinity functor and topological field theory file Simons Center for Geometry and Physics Kenji Fukaya
특별강연 A wrapped Fukaya category of knot complement and hyperbolic knot file 포항공대 오용근
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