Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise

被引：5

作者：

Choi, Youngmi ^{[1
]}

Lee, Hyung-Chun ^{[2
]}

机构：

[1] Anyang Univ, Coll Liberal Arts, Anyang 14028, South Korea

[2] Ajou Univ, Dept Math, Suwon 16499, South Korea

来源：

APPLIED NUMERICAL MATHEMATICS | 2018年 / 133卷

基金：

新加坡国家研究基金会;

关键词：

Stochastic Stokes equations; Optimal control; White noise; BRR theory; DIMENSIONAL APPROXIMATION;

D O I：

10.1016/j.apnum.2018.03.002

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Finite element approximation solutions of the optimal control problems for stochastic Stokes equations with the forcing term perturbed by white noise are considered. To obtain the most efficient deterministic optimal control, we set up the cost functional as we proposed in [20]. Error estimates are established for the fully coupled optimality system using Green's functions and Brezzi-Rappaz-Raviart theory. Numerical examples are also presented to examine our theoretical results. (C) 2018 IMACS. Published by Elsevier B.V. All rights reserved.

引用

页码：144 / 160

页数：17

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