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Modely stochastického programování v inženýrském návrhu / The Selected Stochastic Programs in Engineering Design

Two-stage stochastic programming problem with PDE constraint, specially elliptic equation is formulated. The computational scheme is proposed, whereas the emphasis is put on approximation techniques. We introduce method of approximation of random variables of stochastic problem and utilize suitable numerical methods, finite difference method first, then finite element method. There is also formulated a mathematical programming problem describing a membrane deflection with random load. It is followed by determination of the acceptableness of using stochastic optimization rather than deterministic problem and assess the quality of approximations based on Monte Carlo simulation method and the theory of interval estimates. The resulting mathematical models are implemented and solved in the general algebraic modeling system GAMS. Graphical and numerical results are presented.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:228544
Date January 2009
CreatorsČajánek, Michal
ContributorsMrázková, Eva, Popela, Pavel
PublisherVysoké učení technické v Brně. Fakulta strojního inženýrství
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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