A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-Noise and Boundary-Control
β Scribed by Federica Masiero
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 857 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0095-4616
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract A new numerical method is developed for the boundary optimal control problems of the heat conduction equation in the present paper. When the boundary optimal control problem is solved by minimizing the objective function employing a conjugateβgradient method, the most crucial step is th
In this paper we consider the heat equation u s β¬ u in an unbounded domain t N Ε½ . β;R with a partly Dirichlet condition u x, t s 0 and a partly Neumann condition u s u p on the boundary, where p ) 1 and is the exterior unit normal on the boundary. It is shown that for a sectorial domain in R 2 and