2 papers
math.OC2024
Numerical Methods for Optimal Control Problems with SPDEs
Andreas Prohl, Yanqing Wang
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two…
math.NA2024
Mean Square Temporal error estimates for the 2D stochastic Navier-Stokes equations with transport noise
Dominic Breit, Thamsanqa Castern Moyo, Andreas Prohl +1
We study the 2D Navier-Stokes equation with transport noise subject to periodic boundary conditions. Our main result is an error estimate for the time-discretisation showing a conv…