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This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

Numerical Analysis · Mathematics 2025-03-12 Jorge Aguayo Araneda , Julie Merten

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

We present a high-order hybridized discontinuous Galerkin (HDG) method for the fully coupled time-dependent Stokes-Darcy-transport problem where the fluid viscosity and source/sink terms depend on the concentration and the…

Numerical Analysis · Mathematics 2023-07-07 Aycil Cesmelioglu , Dinh Dong Pham , Sander Rhebergen

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

Numerical Analysis · Mathematics 2016-02-16 Andrei Draganescu , Jyoti Saraswat

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

In this work, we study an optimal boundary control for the stochastic Allen Cahn Navier Stokes system. The governing system of nonlinear partial differential equations consists of the stochastic Navier Stokes equations with non homogeneous…

Analysis of PDEs · Mathematics 2024-07-31 R. D. Ayissi , G. Deugoue , J. Ngandjou Zangue , T. Tachim Medjo

Space-time finite-element discretizations are well-developed in many areas of science and engineering, but much work remains within the development of specialized solvers for the resulting linear and nonlinear systems. In this work, we…

Numerical Analysis · Mathematics 2026-03-05 James Jackaman , Scott MacLachlan

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

Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…

Optimization and Control · Mathematics 2021-06-09 François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

We study the effect of the streamline upwind/Petrov Galerkin (SUPG) stabilized finite element method on the discretization of optimal control problems governed by linear advection-diffusion equations. We compare two approaches for the…

Numerical Analysis · Mathematics 2024-11-18 S. Scott Collis , Matthias Heinkenschloss

We employ textbook multigrid efficiency (TME), as introduced by Achi Brandt, to construct an asymptotically optimal monolithic multigrid solver for the Stokes system. The geometric multigrid solver builds upon the concept of hierarchical…

Computational Engineering, Finance, and Science · Computer Science 2020-10-27 Nils Kohl , Ulrich Rüde

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

We investigate a singular-optimal stopping stochastic control problem driven by self-exciting dynamics governed by a Hawkes process. In the continuous-time setting, we show that the optimization problem reduces to solving a variational…

Optimization and Control · Mathematics 2026-02-06 Isabel Agostino , Thibaut Mastrolia

This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…

Systems and Control · Electrical Eng. & Systems 2020-05-26 Christoph Rösmann , Artemi Makarow , Torsten Bertram

- 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

In this paper we present a numerical approach to solve the Navier-Stokes equations on moving domains with second-order accuracy. The space discretization is based on the ghost-point method, which falls under the category of unfitted…

Numerical Analysis · Mathematics 2020-07-09 Armando Coco

We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Leo Seugnet , Shuang Gao

We present an optimal preconditioner for the exactly divergence-free discontinuous Galerkin (DG) discretization of Cockburn, Kanschat, and Sch\"otzau [J. Sci. Comput., 31 (2007), pp. 61--73] and Wang and Ye [SIAM J. Numer. Anal., 45 (2007),…

Numerical Analysis · Mathematics 2022-03-29 Sander Rhebergen , Ben S. Southworth