We present advances in structure‐exploiting non‐intrusive polynomial chaos methods for the numerical solution of nonlinear optimal control problems with parametric uncertainties. In particular, we make use of the special structure induced by the spectral projection to reuse model derivatives and exploit sparsity information leading to a fast automatic sensitivity generation. This greatly reduces the computational effort of Newton‐type methods for the solution of the resulting high‐dimensional surrogate problem. The results are complemented by a complexity comparison and a numerical case study. (© 2017 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Proceedings in Applied Mathematics & Mechanics – Wiley
Published: Jan 1, 2017
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