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We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…

Numerical Analysis · Mathematics 2023-01-31 Raphael Watschinger , Michal Merta , Günther Of , Jan Zapletal

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

Optimization and Control · Mathematics 2025-05-20 Viktoriya Nikitina , Alberto De Marchi , Matthias Gerdts

Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…

Optimization and Control · Mathematics 2016-01-14 Shuo Wang , Jr-Shin Li

In the present paper we deal with parabolic fractional initial-boundary value problems of Sturm Liouville type in an interval and in a general star graph. We first give several existence, uniqueness and regularity results of weak and…

Analysis of PDEs · Mathematics 2022-03-02 G. Leugering , G. Mophou , M. Moutamal , M. Warma

We consider the usage of parallel-in-time algorithms of the Parareal and multigrid-reduction-in-time (MGRIT) methodologies for the parallel-in-time solution of the eddy current problem. Via application of these methods to a two-dimensional…

Numerical Analysis · Mathematics 2018-11-01 Stephanie Friedhoff , Jens Hahne , Iryna Kulchytska-Ruchka , Sebastian Schöps

In this paper, we study several theoretical and numerical questions concerning the null controllability problems for linear parabolic equations and systems for several dimensions. The control is distributed and acts on a small subset of the…

Optimization and Control · Mathematics 2024-11-22 Enrique Fernandez-Cara , Roberto Morales , Diego A. Souza

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…

Numerical Analysis · Mathematics 2026-03-05 Gobinda Garai , Nagaiah Chamakuri

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

Optimization and Control · Mathematics 2019-12-13 Bolun Xu , Magnus Korpas , Audun Botterud , Francis O'Sullivan

We present new algorithms for the parallelization of Eulerian-Lagrangian interaction operations in the immersed boundary method. Our algorithms rely on two well-studied parallel primitives: key-value sort and segmented reduce. The use of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-02 Andrew Kassen , Varun Shankar , Aaron L Fogelson

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

An analytical expression for the optimal control of an Ebola problem is obtained. The analytical solution is found as a first-order approximation to the Pontryagin Maximum Principle via the Euler-Lagrange equation. An implementation of the…

Optimization and Control · Mathematics 2016-12-06 Doracelly Hincapie-Palacio , Juan Ospina , Delfim F. M. Torres

Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-05 Frederic Magoules , Qinmeng Zou

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

Optimization and Control · Mathematics 2021-12-03 Eduardo Casas , Karl Kunisch

In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

Numerical Analysis · Mathematics 2023-06-07 Wei Gong , Zhiyu Tan

The energy shaping method, Controlled Lagrangian, is a well-known approach to stabilize the under-actuated Euler Lagrange (EL) systems. In this approach, to construct a control rule, some nonlinear, nonhomogeneous partial differential…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Huseyin Alpaslan Yildiz , Leyla Goren-Sumer

In this article, a novel adaptive controller is designed for Euler-Lagrangian systems under predefined time-varying state constraints. The proposed controller could achieve this objective without a priori knowledge of system parameters and,…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Viswa Narayanan Sankaranarayanan , Sumeet Gajanan Satpute , Spandan Roy , George Nikolakopoulos

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

This paper presents an equivalence theorem for three different kinds of optimal control problems, which are optimal target control problems, optimal norm control problems and optimal time control problems. Controlled systems in this study…

Optimization and Control · Mathematics 2011-10-21 Gengsheng Wang , Yashan Xu
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