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The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

Gradient schemes is a framework which enables the unified convergence analysis of many different methods -- such as finite elements (conforming, non-conforming and mixed) and finite volumes methods -- for $2^{\rm nd}$ order diffusion…

Numerical Analysis · Mathematics 2018-10-09 Yahya Alnashri , Jerome Droniou

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

Numerical Analysis · Mathematics 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

Numerical Analysis · Mathematics 2023-06-07 Wei Gong , Zhiyu Tan

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…

Numerical Analysis · Mathematics 2022-12-14 Devika Shylaja

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…

Numerical Analysis · Mathematics 2015-05-12 Johannes Pfefferer , Klaus Krumbiegel

We investigate $C^1$ finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state formulated as fourth order variational inequalities for the state…

Numerical Analysis · Mathematics 2020-06-29 Susanne C. Brenner , Li-Yeng Sung , Winnifried Wollner

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

In this paper error analysis for finite element discretizations of Dirichlet boundary control problems is developed. For the first time, optimal discretization error estimates are established in the case of three dimensional polyhedral and…

Numerical Analysis · Mathematics 2024-01-05 Johannes Pfefferer , Boris Vexler

We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the…

Numerical Analysis · Mathematics 2018-11-26 Michael Karkulik

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

We consider a biochemical model that consists of a system of partial differential equations based on reaction terms and subject to non--homogeneous Dirichlet boundary conditions. The model is discretised using the gradient discretisation…

Numerical Analysis · Mathematics 2021-11-29 Yahya Alnashri , Hasan Alzubaidi

This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two dimensional bounded, convex, polygonal domain. It…

Optimization and Control · Mathematics 2024-02-12 Sudipto Chowdhury , Divay Garg

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin
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