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We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…

Optimization and Control · Mathematics 2010-08-20 Hongwei Lou

We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…

Optimization and Control · Mathematics 2024-11-13 Jonas Marko , Gerd Wachsmuth

We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…

Numerical Analysis · Mathematics 2016-04-20 Victor M. Calo , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

We introduce and analyze a post-processing for a family of variational space-time approximations to wave problems. The discretization in space and time is based on continuous finite element methods. The post-processing lifts the fully…

Numerical Analysis · Mathematics 2018-03-09 Markus Bause , Uwe Köcher , Florin A. Radu , Friedhelm Schieweck

Standard discontinuous Galerkin methods, based on piecewise polynomials of degree $ \qq=0,1$, are considered for temporal semi-discretization for second order hyperbolic equations. The main goal of this paper is to present a simple and…

Numerical Analysis · Mathematics 2022-10-19 Neda Rezaei , Fardin Saedpanah

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed finite element and discontinuous Galerkin method. At the heart…

Numerical Analysis · Mathematics 2011-11-28 Max Jensen , Ruediger Mueller

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…

Optimization and Control · Mathematics 2021-12-03 Masoumeh Hashemi , Roland Herzog , Thomas M. Surowiec

This work addresses an inverse reconstruction task for a time-fractional pseudo-parabolic model with a temporally varying coefficient. By imposing Dirichlet boundary conditions, we aim to recover the unknown initial state from observations…

Numerical Analysis · Mathematics 2026-03-17 Arshyn Altybay

This paper considers optimal control of fractional parabolic PDEs with both state and control constraints. The key challenge is how to handle the state constraints. Similarly, to the elliptic case, in this paper, we establish several new…

Analysis of PDEs · Mathematics 2020-04-22 Harbir Antil , Thomas S. Brown , Deepanshu Verma , Mahamadi Warma

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or…

Optimization and Control · Mathematics 2017-04-25 Murat Uzunca , Tuğba Küçükseyhan , Hamdullah Yücel , Bülent Karasözen

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

We consider an optimal shape design problem for the plate equation, where the variable thickness of the plate is the design function. This problem can be formulated as a control in the coefficient PDE-constrained optimal control problem…

Optimization and Control · Mathematics 2015-06-11 Klaus Deckelnick , Michael Hinze , Tobias Jordan

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

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