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
Solving PDE-constrained optimization problems containing random coefficients
Date
2022-05-18
Author
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
245
views
0
downloads
Cite This
URI
https://mat-dyn-net.eu/en/activities/meeting-wg3-5
https://hdl.handle.net/11511/97676
Conference Name
NAMUR WG3+5 COST MEETING
Collections
Graduate School of Applied Mathematics, Conference / Seminar
Suggestions
OpenMETU
Core
Solving Constrained Optimal Control Problems Using State-Dependent Factorization and Chebyshev Polynomials
Gomroki, Mohammad Mehdi; Topputo, Francesco; Bernelli-Zazzera, Franco; Tekinalp, Ozan (2018-03-01)
The present work introduces a method to solve constrained nonlinear optimal control problems using state-dependent coefficient factorization and Chebyshev polynomials. A recursive approximation technique known as approximating sequence of Riccati equations is used to replace the nonlinear problem by a sequence of linear-quadratic and time-varying approximating problems. The state variables are approximated and expanded in Chebyshev polynomials. Then, the control variables are written as a function of state ...
Solving optimal control time-dependent diffusion-convection-reaction equations by space time discretizations
Seymen, Zahire; Karasözen, Bülent; Department of Mathematics (2013)
Optimal control problems (OCPs) governed by convection dominated diffusion-convection-reaction equations arise in many science and engineering applications such as shape optimization of the technological devices, identification of parameters in environmental processes and flow control problems. A characteristic feature of convection dominated optimization problems is the presence of sharp layers. In this case, the Galerkin finite element method performs poorly and leads to oscillatory solutions. Hence, thes...
Solving optimal investment problems with structured products under CVaR constraints
Korn, Ralf; Zeytun, Serkan (Informa UK Limited, 2009-01-01)
We consider a simple investment problem where besides stocks and bonds the investor can also include options (or structured products) into the investment portfolio. The aim of the investor is to maximize the expected return under a conditional value-at-risk (CVaR) constraint. Due to possible intermediate payments, we have to deal with a re-investment problem which turns the original one-period problem into a multi-period one. For solving this problem, an iterative scheme based on linear optimization is deve...
Solving optimal control problems for the unsteady Burgers equation in COMSOL Multiphysics
YILMAZ, FİKRİYE NURAY; Karasözen, Bülent (2011-06-15)
The optimal control of unsteady Burgers equation without constraints and with control constraints are solved using the high-level modelling and simulation package COMSOL Multiphysics. Using the first-order optimality conditions, projection and semi-smooth Newton methods are applied for solving the optimality system. The optimality system is solved numerically using the classical iterative approach by integrating the state equation forward in time and the adjoint equation backward in time using the gradient ...
Solving Optimal Control Problems Containing Uncertain Coefficients with Stochastic Discontinuous Galerkin Methods
Çiloğlu, Pelin; Yücel, Hamdullah (2022-04-08)
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
H. Yücel, “Solving PDE-constrained optimization problems containing random coefficients,” presented at the NAMUR WG3+5 COST MEETING, Namur, Belçika, 2022, Accessed: 00, 2022. [Online]. Available: https://mat-dyn-net.eu/en/activities/meeting-wg3-5.