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This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

Optimization and Control · Mathematics 2018-01-03 Qingyuan Qi , Huanshui Zhang , Peijun Ju

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…

Optimization and Control · Mathematics 2021-06-16 Andrea Camisa , Giuseppe Notarstefano

A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…

Numerical Analysis · Mathematics 2021-02-23 Binjie Li

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…

Numerical Analysis · Mathematics 2023-07-25 Sean Hon , Jiamei Dong , Stefano Serra-Capizzano

We present and analyze a hybridizable discontinuous Galerkin (HDG) finite element method for the coupled Stokes--Biot problem. Of particular interest is that the discrete velocities and displacement are $H(\text{div})$-conforming and…

Numerical Analysis · Mathematics 2023-07-07 Aycil Cesmelioglu , Jeonghun J. Lee , Sander Rhebergen

In this article we obtain an optimal best approximation type result for fully discrete approximations of the transient Stokes problem. For the time discretization we use the discontinuous Galerkin method and for the spatial discretization…

Numerical Analysis · Mathematics 2021-07-26 Niklas Behringer , Dmitriy Leykekhman , Boris Vexler

A geometric approach to time-dependent optimal control problems is proposed. This formulation is based on the Skinner and Rusk formalism for Lagrangian and Hamiltonian systems. The corresponding unified formalism developed for optimal…

This work introduces and assesses the efficiency of a monolithic $ph$MG multigrid framework designed for high-order discretizations of stationary Stokes systems using Taylor-Hood and Scott-Vogelius elements. The proposed approach integrates…

Numerical Analysis · Mathematics 2024-07-11 Alexey Voronin , Graham Harper , Scott MacLachlan , Luke N. Olson , Raymond S. Tuminaro

In this article, we derive \textit{a posteriori} error estimates for the Dirichlet boundary control problem governed by Stokes equation. An energy-based method has been deployed to solve the Dirichlet boundary control problem. We employ an…

Numerical Analysis · Mathematics 2024-01-30 Thirupathi Gudi , Ramesh Chandra Sau

In this study, we present a stabilized finite element analysis for completely unified Stokes-Brinkman problems fully coupled with variable coefficient transient Advection-Diffusion-Reaction equation(VADR). As well we have carried out the…

Numerical Analysis · Mathematics 2020-04-07 Manisha Chowdhury , B. V. Rathish Kumar

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

In this paper, we consider the decentralized optimization problems with generalized orthogonality constraints, where both the objective function and the constraint exhibit a distributed structure. Such optimization problems, albeit…

Optimization and Control · Mathematics 2024-09-10 Lei Wang , Nachuan Xiao , Xin Liu

We discuss how slip conditions for the Stokes equation can be handled using Nitsche method, for a stabilized finite element discretization. Emphasis is made on the interplay between stabilization and Nitsche terms. Well-posedness of the…

Numerical Analysis · Mathematics 2024-04-16 Rodolfo Araya , Alfonso Caiazzo , Franz Chouly

We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…

Numerical Analysis · Mathematics 2025-12-11 Christos Pervolianakis

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…

Optimization and Control · Mathematics 2026-01-27 Yeongjong Kim , Dabeen Lee

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden
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