Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Open Access Guideline
Open Access Guideline
Postgraduate Thesis Guideline
Postgraduate Thesis Guideline
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
Stochastic Discontinuous Galerkin Methods for Robust Deterministic Control of Convection Diffusion Equations with Uncertain Coefficients,
Date
2022-04-12
Author
Çiloğlu, Pelin
Yücel, Hamdullah
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
205
views
0
downloads
Cite This
URI
https://meetings.siam.org/program.cfm?CONFCODE=uq22
https://hdl.handle.net/11511/97184
Conference Name
SIAM Conference on Uncertainty Quantification (UQ22)
Collections
Graduate School of Applied Mathematics, Conference / Seminar
Suggestions
OpenMETU
Core
Stochastic Discontinuous Galerkin Methods with Low-Rank Solvers for Convection Diffusion Equations
Çiloğlu, Pelin; Yücel, Hamdullah (2021-09-06)
To simulate complex kinds of behavior in physical systems, one makes predictions and hypotheses about certain outputs of interest with the help of simulation of mathematical models. However, due to the lack of knowledge or inherent variability in the model parameters, such real-problems formulated by mathematical models generally come with uncertainty concerning computed quantities. Therefore, the idea of uncertainty quantification (UQ) has become a powerful tool for modeling physical phenomena in the last ...
Stochastic Momentum Methods For Optimal Control Problems Governed By Convection-diffusion Equations With Uncertain Coefficients
Toraman, Sıtkı Can; Yücel, Hamdullah; Department of Scientific Computing (2022-1-6)
Many physical phenomena such as the flow of an aircraft, heating process, or wave propagation are modeled mathematically by differential equations, in particular partial differential equations (PDEs). Analytical solutions to PDEs are often unknown or very hard to obtain. Because of that, we simulate such systems by numerical methods such as finite difference, finite volume, finite element, etc. When we want to control the behavior of certain system components, such as the shape of a wing of an aircraft or a...
Stochastic Discontinuous Galerkin Methods for Robust Deterministic Optimal Control
Çiloğlu, Pelin; Yücel, Hamdullah (2022-03-25)
Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
Çiloğlu, Pelin; Yücel, Hamdullah (2023-04-01)
We investigate a numerical behavior of robust deterministic optimal control problem subject to a convection-diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing uncertainties into a large system of deterministic problems, is applied to discretize the stochastic domain, while a discontinuous Galerkin method is preferred for the spatial discretization due to its better convergence behavior for optimization problems governed by conve...
Stochastic surplus processes with VaR AND CVaR simulations in actuarial applications
Şimşek, Meral; Uğur, Ömür; Kestel, Sevtap Ayşe; Department of Actuarial Sciences (2016)
The theory of ruin is a substantial study for those who are interested in financial survival probability based on the patterns imposed by the surplus process, which determines the insurer’s capital balance at a given time. In other words, fluctuations in aggregate claims as well as premiums in such processes can be secured by a certain capital. In this study, we simulate various surplus processes under different claim sizedistribution assumptions and extend the analyses by adding perturbation of a Brownian mo...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
P. Çiloğlu and H. Yücel, “Stochastic Discontinuous Galerkin Methods for Robust Deterministic Control of Convection Diffusion Equations with Uncertain Coefficients,” presented at the SIAM Conference on Uncertainty Quantification (UQ22), Georgia, Amerika Birleşik Devletleri, 2022, Accessed: 00, 2022. [Online]. Available: https://meetings.siam.org/program.cfm?CONFCODE=uq22.