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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…

Mathematical Software · Computer Science 2018-03-08 Andrew Reisner , Luke N. Olson , J. David Moulton

Numerical simulation of incompressible fluid flows has been an active topic of research in Scientific Computing for many years, with many contributions to both discretizations and linear and nonlinear solvers. In this work, we propose an…

Numerical Analysis · Mathematics 2025-12-16 Amin Rafiei , Scott MacLachlan

Boundary value problems based on the convection-diffusion equation arise naturally in models of fluid flow across a variety of engineering applications and design feasibility studies. Naturally, their efficient numerical solution has…

Numerical Analysis · Mathematics 2024-06-27 M. Shahid , S. P. MacLachlan , H. bin Zubair Syed

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

Optimization and Control · Mathematics 2026-05-12 Arghya Kundu

In this work, we analyze Parametrized Advection-Dominated distributed Optimal Control Problems with random inputs in a Reduced Order Model (ROM) context. All the simulations are initially based on a finite element method (FEM)…

Numerical Analysis · Mathematics 2024-08-27 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

We study a pointwise tracking optimal control problem for the two-dimensional local Cahn Hilliard Navier Stokes system, which models the evolution of two immiscible, incompressible fluids. The source term in the Cahn Hilliard equation acts…

Optimization and Control · Mathematics 2026-02-09 Sheetal Dharmatti , Greeshma K

In this paper, the stabilized finite element method based on local projection is applied to discretize the Stokes eigenvalue problems and the corresponding convergence analysis is given. Furthermore, we also use a method to improve the…

Numerical Analysis · Mathematics 2011-12-30 Hehu Xie

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Efficient coordination for collective spatial distribution is a fundamental challenge in multi-agent systems. Prior research on Density-Driven Optimal Control (D2OC) established a framework to match agent trajectories to a desired spatial…

Optimization and Control · Mathematics 2026-03-20 Julian Martinez , Kooktae Lee

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

In this paper, we analyze a hybridized discontinuous Galerkin(HDG) method with reduced stabilization for the Stokes equations. The reduced stabilization enables us to reduce the number of facet unknowns and improve the computational…

Numerical Analysis · Mathematics 2015-08-12 Issei Oikawa

Block Krylov methods have recently gained a lot of attraction. Due to their increased arithmetic intensity they offer a promising way to improve performance on modern hardware. Recently Frommer et al. presented a block Krylov framework that…

Numerical Analysis · Mathematics 2019-12-30 Nils-Arne Dreier , Christian Engwer

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

This paper investigates an optimal control problem associated with a two-dimensional multi-species Cahn-Hilliard-Keller-Segel tumor growth model, which incorporates complex biological processes such as species diffusion, chemotaxis,…

Analysis of PDEs · Mathematics 2024-07-26 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

In this work, we develop and analyse a novel Hybrid High-Order discretisation of the Brinkman problem. The method hinges on hybrid discrete velocity unknowns at faces and elements and on discontinuous pressures. Based on the discrete…

Numerical Analysis · Mathematics 2018-10-09 Lorenzo Botti , Daniele A. Di Pietro , Jérôme Droniou

We consider an optimal control problem subject to the thin-film equation which is deduced from the Navier--Stokes equation. The PDE constraint lacks well-posedness for general right-hand sides due to possible degeneracies; state constraints…

Optimization and Control · Mathematics 2015-08-11 Markus Klein , Andreas Prohl

While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Shawn Priore , Meeko Oishi