We study an optimization problem with SPDE constraints, which has the peculiarity that the control parameter s is the s-th power of the diffusion operator in the state equation. Well-posedness of the state equation and differentiability properties with respect to the fractional parameter s are established. We show that under certain conditions on the noise, optimality conditions for the control problem can be established.

Optimizing the fractional power in a model with stochastic PDE constraints

E Valdinoci
2018

Abstract

We study an optimization problem with SPDE constraints, which has the peculiarity that the control parameter s is the s-th power of the diffusion operator in the state equation. Well-posedness of the state equation and differentiability properties with respect to the fractional parameter s are established. We show that under certain conditions on the noise, optimality conditions for the control problem can be established.
2018
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
Stochastic Heat Equation
Optimization
Optimal Control
Fractional Parameter
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Descrizione: Optimizing the fractional power in a model with stochastic PDE constraints
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/357352
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