Essays about: "Thavamani Govindaraj"

Found 1 essay containing the words Thavamani Govindaraj.

  1. 1. Optimal Control of a Stochastic Heat Equation with Control and Noise on the Boundary

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Thavamani Govindaraj; [2018]
    Keywords : Linear Quadratic Control; Stochastic Heat Equation;

    Abstract : In this thesis, we give a mathematical background of solving a linear quadratic control problem for the heat equation, which involves noise on the boundary, in a concise way. We use the semigroup approach for the solvability of the problem. To obtain optimal controls, we use optimization techniques for convex functionals. READ MORE