SIAM J. on Numerical Analysis

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Print: 0036-1429
Electronic: 1095-7170
Coden: SJNAAM

The SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods. Topics include the rigorous study of convergence of algorithms, their accuracy, their stability, and their computational complexity. Also included are results in mathematical analysis that contribute to algorithm analysis, and computational results that demonstrate algorithm behavior and applicability.

Featured Article

Error Estimates of Stochastic Optimal Neumann Boundary Control Problems

We study mathematically and computationally optimal control problems for stochastic partial differential equations with Neumann boundary conditions. The control objective is to minimize the expectation of a cost functional, and the control is of the deterministic, boundary-value type. Mathematically, we prove the existence of an optimal solution and of a Lagrange multiplier; we represent the input data in terms of their Karhunen–Loève expansions and deduce the deterministic optimality system of equations. Computationally, we approximate the finite element solution of the optimality system and estimate its error through the discretizations with respect to both spatial and random parameter spaces.

SIAM J. Numer. Anal. 49, pp. 1532-1552