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In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

Optimization and Control · Mathematics 2021-10-05 Lianzi Jiang

This paper presents a theoretical and numerical investigation of object detection in a fluid governed by the three-dimensional evolutionary Navier--Stokes equations. To solve this inverse problem, we assume that interior velocity…

Numerical Analysis · Mathematics 2025-09-08 Mourad Hrizi , Marwa Ouni , Maatoug Hassine

In this paper we investigate the Hierarchical null controllability of a coupled degenerate semilinear parabolic equation in domains which are moving in time. We show the local null controllability of the semilinear system using Liusternik's…

Analysis of PDEs · Mathematics 2026-02-10 Alfredo S. Gamboa , Juan Limaco , Luis P. Yapu

This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…

Numerical Analysis · Mathematics 2023-01-30 Zhiqiang Cai , Binghe Chen , Jing Yang

In [C. Giannotti, A. Spiro, M. Zoppello, {\it Distributions and controllability problems (I)}, preprint posted on ArXiv (2024)], we introduced a new approach to the real analytic non-linear control systems of the form $\dot q^i = f^i(t, q,…

Optimization and Control · Mathematics 2024-06-14 Cristina Giannotti , Andrea Spiro , Marta Zoppello

In this paper we analyze a shape optimization problem, with Stokes equations as the state problem, defined on a domain with a part of the boundary that is described as the graph of the control function. The state problem formulation is…

Numerical Analysis · Mathematics 2014-03-17 Ivan Fumagalli , Nicola Parolini , Marco Verani

We introduce reduced order methods as an efficient strategy to solve parametrized non-linear and time dependent optimal flow control problems governed by partial differential equations. Indeed, the optimal control problems require a huge…

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

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

We present a non-conforming least squares method for approximating solutions of second order elliptic problems with discontinuous coefficients. The method is based on a general Saddle Point Least Squares (SPLS) method introduced in previous…

Numerical Analysis · Mathematics 2019-04-01 Constantin Bacuta , Jacob Jacavage

Motivated by the development and deployment of large-scale dynamical systems, often composed of geographically distributed smaller subsystems, we address the problem of verifying their controllability in a distributed manner. In this work…

Optimization and Control · Mathematics 2015-06-19 Joao Carvalho , Sergio Pequito , A. Pedro Aguiar , Soummya Kar , Karl H. Johansson

We study the controllability of the Bloch equation, for an ensemble of non interacting half-spins, in a static magnetic field, with dispersion in the Larmor frequency. This system may be seen as a prototype for infinite dimensional bilinear…

Optimization and Control · Mathematics 2015-05-13 Karine Beauchard , Jean-Michel Coron , Pierre Rouchon

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

Probability · Mathematics 2014-07-03 Xiaolu Tan

We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…

Numerical Analysis · Mathematics 2025-01-06 Haibo Li

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

This paper investigates the Nash equilibrium of a bi-objective optimal control problem governed by the Stokes equations. A multi-objective Nash strategy is formulated, and fundamental theoretical results are established, including the…

Optimization and Control · Mathematics 2025-12-16 Kedarnath Buda , B. V. Rathish Kumar , Anil Rathi

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

Optimization and Control · Mathematics 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

There are many subtle issues associated with solving the Navier-Stokes equations. In this paper, several of these issues, which have been observed previously in research involving the Navier-Stokes equations, are studied within the…

Fluid Dynamics · Physics 2007-05-23 Lun-Shin Yao

Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dimensionality. Existing numerical techniques for such models…

Numerical Analysis · Mathematics 2017-03-20 Peter Benner , Sergey Dolgov , Akwum Onwunta , Martin Stoll

We consider the null-controllability problem for the generalized Baouendi-Grushin equation $(\partial_t - \partial_x^2 - q(x)^2\partial_y^2)f = 1_\omega u$ on a rectangular domain. Sharp controllability results already exist when the…

Optimization and Control · Mathematics 2022-07-08 Jérémi Dardé , Armand Koenig , Julien Royer
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