Error analysis of a hybrid numerical method for optimal control problem governed by parabolic PDEs in random cylindrical domains

• Published in: Advances in computational mathematics Vol. 51; no. 3
• Main Authors: Feng, Mengya, Sun, Tongjun
• Format: Journal Article
• Language: English
• Published: New York Springer Nature B.V 01.06.2025
• Subjects: Error analysis; Finite element method; Mapping; Mathematics; Numerical methods; Operators (mathematics); Optimal control; Optimization; Parabolic differential equations; Partial differential equations; Perturbation methods; Randomness

In this paper, we investigate the optimal control problem governed by parabolic PDEs in random cylindrical domains, where the random domains are independent of time. We introduce a random mapping to transform the original problem in the random domain into the stochastic problem in the reference doma...