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We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…

Optimization and Control · Mathematics 2024-04-17 Zhun Gou , Nan-jing Huang , Xian-jun Long , Jian-hao Kang

In this article, we discuss gradient robust discretizations for the simulation of non-linear incompressible Navier-Stokes problem and the optimal control of such flow. We consider several formulations of the flow problem that are equivalent…

Optimization and Control · Mathematics 2026-03-13 Constanze Neutsch , Winnifried Wollner

We investigate a distributed optimal control problem for a phase field model of Cahn-Hilliard type. The model describes two-species phase segregation on an atomic lattice under the presence of diffusion; it has been recently introduced by…

Analysis of PDEs · Mathematics 2015-05-28 Pierluigi Colli , Gianni Gilardi , Paolo Podio-Guidugli , Jürgen Sprekels

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…

Probability · Mathematics 2019-10-07 Kaitong Hu , Anna Kazeykina , Zhenjie Ren

This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…

Optimization and Control · Mathematics 2026-05-27 Guojiang Shao , Zuo Quan Xu , Qi Zhang

In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada , Fernanda Cipriano

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

High-amplitude free stream turbulence and surface roughness elements can excite a laminar boundary layer flow sufficiently to cause streamwise oriented vortices to develop. These vortices resemble elongated streaks having alternate spanwise…

Fluid Dynamics · Physics 2022-08-25 Omar Es-Sahli , Adrian Sescu , M. Z. A. Koshuriyan , Yuji Hattori , Makoto Hirota

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

In this paper we introduce the $g-$Navier-Stokes equations with time-fractional derivative of order $\alpha\in(0,1)$ in domains of $\mathbb R^2$. We then study the existence and uniqueness of weak solutions by means of Galerkin…

Analysis of PDEs · Mathematics 2021-01-08 Sultana Ben Aadi , Khalid Akhlil , Khadija Aayadi

We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain…

Analysis of PDEs · Mathematics 2019-03-19 Ana Bela Cruzeiro

It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…

We propose first-order pressure-correction scheme for the incompressible Navier-Stokes equations, incorporating the recently developed the Dynamically Regularized Lagrange Multiplier (DRLM) methods. The resulting algorithms are fully…

Numerical Analysis · Mathematics 2026-03-18 Yi Shen , Rihui Lan , Hua Wang

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

We study a stochastic velocity tracking problem for the 2D-Navier-Stokes equations perturbed by a multiplicative Gaussian noise. From a physical point of view, the control acts through a boundary injection/suction device with uncertainty,…

Analysis of PDEs · Mathematics 2023-12-12 Nikolai Chemetov , Fernanda Cipriano

We prove a generalization of Noether's theorem for optimal control problems defined on time scales. Particularly, our results can be used for discrete-time, quantum, and continuous-time optimal control problems. The generalization involves…

Optimization and Control · Mathematics 2014-06-04 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li
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