THE h × p FINITE ELEMENT METHOD FOR OPTIMAL CONTROL PROBLEMS CONSTRAINED BY STOCHASTIC ELLIPTIC PDES

نویسندگان

  • HYUNG-CHUN LEE
  • JANGWOON LEE
چکیده

This paper analyzes the h × p version of the finite element method for optimal control problems constrained by elliptic partial differential equations with random inputs. The main result is that the h × p error bound for the control problems subject to stochastic partial differential equations leads to an exponential rate of convergence with respect to p as for the corresponding direct problems. Numerical examples are used to confirm the theoretical results.

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تاریخ انتشار 2015