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We propose reduced order methods as a suitable approach to face parametrized optimal control problems governed by partial differential equations, with applications in en- vironmental marine sciences and engineering. Environmental…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Renzo Mosetti , Gianluigi Rozza

We study some optimal control problems associated to the evolution of two isothermal, incompressible, immisible fluids in a two-dimensional bounded domain. The Cahn- Hilliard-Navier-Stokes model consists of a Navier-Stokes equation…

Analysis of PDEs · Mathematics 2019-03-20 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

Proper orthogonal decomposition (POD) stabilized methods for the Navier-Stokes equations are considered and analyzed. We consider two cases, the case in which the snapshots are based on a non inf-sup stable method and the case in which the…

Numerical Analysis · Mathematics 2020-06-02 Julia Novo , Samuele Rubino

The aim of this paper is to prove the strong convergence of the solutions to a vector-BGK model under the diffusive scaling to the incompressible Navier-Stokes equations on the two-dimensional torus. This result holds in any interval of…

Analysis of PDEs · Mathematics 2018-07-12 Roberta Bianchini

This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and…

Optimization and Control · Mathematics 2025-10-13 Renu Chaudhary , Simeon Reich , Juan J. Nieto

This study investigates a stochastic production planning problem with a running cost composed of quadratic production costs and inventory-dependent costs. The objective is to minimize the expected cost until production stops when inventory…

Optimization and Control · Mathematics 2025-05-20 Dragos-Patru Covei

In this paper we study the approximation of an optimal control problem for linear para\-bolic PDEs with model order reduction based on Proper Orthogonal Decomposition (POD-MOR). POD-MOR is a Galerkin approach where the basis functions are…

Optimization and Control · Mathematics 2016-09-01 Alessandro Alla , Carmen Graessle , Michael Hinze

The aim of this work is to develop a deep learning method for solving high-dimensional stochastic control problems based on the Hamilton--Jacobi--Bellman (HJB) equation and physics-informed learning. Our approach is to parameterize the…

Optimization and Control · Mathematics 2025-06-23 Zhe Jiao , Wantao Jia , Weiqiu Zhu

We consider the 2D incompressible Navier-Stokes equation in a rectangle with the usual no-slip boundary condition prescribed on the upper and lower boundaries. We prove that for any positive time, for any finite energy initial data, there…

Analysis of PDEs · Mathematics 2019-10-30 Jean-Michel Coron , Frédéric Marbach , Franck Sueur , Ping Zhang

The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov…

Numerical Analysis · Mathematics 2021-03-11 Philipp Grohs , Lukas Herrmann

We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear…

Numerical Analysis · Mathematics 2023-09-20 Nicolas Boullé , Patrick E. Farrell , Marie E. Rognes

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

Optimization and Control · Mathematics 2014-08-26 Jingtao Shi , Huanshui Zhang

We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions in the vorticity-velocity formulation. The approximation is based on freezing the velocity on time subintervals resulting…

Numerical Analysis · Mathematics 2020-10-12 G. N. Milstein , M. V. Tretyakov

We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution…

Numerical Analysis · Mathematics 2020-08-06 Lindsay Martin , Richard Tsai

We introduce a method for approximating viscosity solutions of stationary degenerate elliptic Hamilton--Jacobi--Bellman equations on bounded domains arising in stochastic exit-time control. Viscosity enforcement is formulated as a min--max…

Optimization and Control · Mathematics 2026-05-18 Alen E. Golpashin , Gokul Puthumanaillam , Melkior Ornik , Bruce A. Conway

PDE-constrained optimization is a field of numerical analysis that combines the theory of PDEs, nonlinear optimization and numerical linear algebra. Optimization problems of this kind arise in many physical applications, prominently in…

Numerical Analysis · Mathematics 2017-10-18 Gennadij Heidel , Andy Wathen

In this work we propose reduced order methods as a reliable strategy to efficiently solve parametrized optimal control problems governed by shallow waters equations in a solution tracking setting. The physical parametrized model we deal…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

- We discuss the approximation of distributed null controls for partial differential equations. The main purpose is to determine an approximation of controls that drives the solution from a prescribed initial state at the initial time to…

Optimization and Control · Mathematics 2015-10-14 Arnaud Münch , Pablo Pedregal
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