From January 14th until January 16th, 2019
Waste4Think Room at DeustoTech
Jesús Martínez-Frutos and Francisco Periago
Abstract:
This 10 hours course will offer a direct and comprehensive introduction to the basic theoretical and numerical concepts in the emergent field of optimal control of partial differential equations (PDEs) under uncertainty. The main objective of the course is to provide graduate students and researchers with a smooth transition from optimal control of deterministic PDEs to optimal control of random PDEs. Coverage includes uncertainty modelling in control problems, variational formulation of PDEs with random inputs, robust and risk averse formulations of optimal control problems, existence theory and numerical resolution methods. The exposition will be focused on running the whole path starting from uncertainty modelling and ending in the practical implementation of numerical schemes for the numerical approximation of the considered problems. To this end, a selected number of illustrative examples will be analysed in detail.
The course closely will follow the book BCAM SpringerBriefs in Mathematics, 2018. A preliminary version of the book as well as MatLab codes that will be used in the practical lessons can be downloaded from here . In addition, the final version of the book can be found here.
