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Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…

Optimization and Control · Mathematics 2022-03-16 Federico Berto , Stefano Massaroli , Michael Poli , Jinkyoo Park

In this paper, we study an optimal control problem for a coupled non-linear system of reaction-diffusion equations with degenerate diffusion, consisting of two partial differential equations representing the density of cells and the…

Optimization and Control · Mathematics 2024-07-11 Georges Chamoun , Mazen Saad , Toni Sayah , Sarah Serhal

Complex systems in science and engineering sometimes exhibit behavior that changes across different regimes. Traditional global models struggle to capture the full range of this complex behavior, limiting their ability to accurately…

Machine Learning · Computer Science 2023-07-24 Okezzi F. Ukorigho , Opeoluwa Owoyele

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…

Statistical Mechanics · Physics 2025-07-02 Monojit Chatterjee , Viktor Holubec , Rahul Marathe

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

A general, variational approach to derive low-order reduced systems for nonlinear systems subject to an autonomous forcing, is introduced. The approach is based on the concept of optimal parameterizing manifold (PM) that substitutes the…

Dynamical Systems · Mathematics 2020-01-08 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…

Optimization and Control · Mathematics 2017-02-01 F. Yang , C. Venkataraman , V. Styles , A. Madzvamuse

In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…

Optimization and Control · Mathematics 2021-08-16 Guoyuan Chen , Gaosheng Zhu

Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…

Optimization and Control · Mathematics 2016-10-06 Martin Burger , René Pinnau , Andreas Roth , Claudia Totzeck , Oliver Tse

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…

Optimization and Control · Mathematics 2022-02-08 Achim Ilchmann , Jonas Witschel , Karl Worthmann

We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…

Optimization and Control · Mathematics 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

Systems and Control · Computer Science 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…

Optimization and Control · Mathematics 2015-03-13 Farhad Farokhi , Iman Shames , Karl H. Johansson

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…

Optimization and Control · Mathematics 2025-09-04 Huynh Khanh , Bui Trong Kien

In this paper we use an affine connection formulation to study an optimal control problem for a class of nonholonomic, under-actuated mechanical systems. In particular, we aim at minimizing the norm-squared of the control input to move the…

Optimization and Control · Mathematics 2007-05-23 Islam I. Hussein , Anthony M. Bloch

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…

Numerical Analysis · Mathematics 2016-09-21 Simon Cotter