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
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.
All for just $49/month
Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.
Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.
It’s easy to organize your research with our built-in tools.
Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.
All the latest content is available, no embargo periods.
“Hi guys, I cannot tell you how much I love this resource. Incredible. I really believe you've hit the nail on the head with this site in regards to solving the research-purchase issue.”Daniel C.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud
“I must say, @deepdyve is a fabulous solution to the independent researcher's problem of #access to #information.”@deepthiw
“My last article couldn't be possible without the platform @deepdyve that makes journal papers cheaper.”@JoseServera