We discuss a control problem involving a stochastic Burgers equation with a random diffusion coefficient. Numerical schemes are developed, involving the finite element method for the spatial discretisation and the sparse grid stochastic collocation method in the random parameter space. We also use these schemes to compute closed-loop suboptimal state feedback control. Several numerical experiments are performed, to demonstrate the efficiency and plausibility of our approximation methods for the stochastic Burgers equation and the related control problem.

A reduced-order model for distributed feedback control of the Benjamin-Bona-Mahony-Burgers (BBMB) equation is discussed. To retain more information in our model, we first calculate the functional gain in the full-order case, and then invoke the proper orthogonal decomposition (POD) method to design a low-order controller and thereby reduce the order of the model. Numerical experiments demonstrate that a solution of the reduced-order model performs well in comparison with a solution for the full-order description.

In this article, we propose and analyse a sparse grid collocation method to solve an optimal control problem involving an elliptic partial differential equation with random coefficients and forcing terms. The input data are assumed to be dependent on a finite number of random variables. We prove that an optimal solution exists, and derive an optimality system. A Galerkin approximation in physical space and a sparse grid collocation in the probability space is used. Error estimates for a fully discrete solution using an appropriate norm are provided, and we analyse the computational efficiency. Computational evidence complements the present theory, to show the effectiveness of our stochastic collocation method.

Given a domain D in R” and two specified points P0 and P1 in D we consider the problem of minimizing u(p1) over all functions harmonic in D with values between 0 and 1 normalised by the requirement u(P0) = 1/2. We show that when D is suitably regular the problem has a unique solution u* which necessarily takes on boundary values 0 or 1 almost everywhere on the boundary. In the process we prove that it is possible to separate P0 and P1by a harmonic function whose boundary value is supported in an arbitrary set of positive measure. These results depend on the fact that (under suitable regularity conditions) a harmonic function which vanishes on an open subset of the boundary has a normal derivative which is almost everywhere non-vanishing in that set.