To avoid difficulties associated with the computation of optimal singular/bang-bang controls, a common approach is to add a perturbed energy term. The efficacy of this perturbation method is assessed here via a direct search iterative dynamic programming procedure. A potential limitation of the stra
Unresolved computation and optimal predictions
β Scribed by Alexandre J. Chorin; Anton P. Kast; Raz Kupferman
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 195 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0010-3640
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β¦ Synopsis
We present methods for predicting the solution of time-dependent partial differential equations when that solution is so complex that it cannot be properly resolved numerically, but when prior statistical information can be found. The sparse numerical data are viewed as constraints on the solution, and the gist of our proposal is a set of methods for advancing the constraints in time so that regression methods can be used to reconstruct the mean future. For linear equations we offer general recipes for advancing the constraints; the methods are generalized to certain classes of nonlinear problems, and the conditions under which strongly nonlinear problems and partial statistical information can be handled are briefly discussed. Our methods are related to certain data acquisition schemes in oceanography and meteorology.
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