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We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by…

Optimization and Control · Mathematics 2021-08-13 Quentin Clairon , Adeline Samson

We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state…

Optimization and Control · Mathematics 2007-05-23 Lars Grüne , Oliver Junge

In this paper we design efficient quadrature rules for finite element discretizations of nonlocal diffusion problems with compactly supported kernel functions. Two of the main challenges in nonlocal modeling and simulations are the…

Numerical Analysis · Mathematics 2021-09-23 Eugenio Aulisa , Giacomo Capodaglio , Andrea Chierici , Marta D'Elia

We investigate the convergence of a backward Euler finite element discretization applied to a multi-domain and multi-scale elliptic-parabolic system, derived from the Doyle-Fuller-Newman model for lithium-ion cells. We establish…

Numerical Analysis · Mathematics 2025-07-09 Shu Xu , Liqun Cao

This work concerns the numerical analysis of the linear elasticity problem with a Robin boundary condition on a smooth domain. A finite element discretization is presented using high-order curved meshes in order to accurately discretize the…

Numerical Analysis · Mathematics 2025-07-11 Joyce Ghantous

In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…

Optimization and Control · Mathematics 2022-10-06 Arzu Ahmadova , Nazim I. Mahmudov

This paper introduces the notion of state constraints for optimal control problems governed by fractional elliptic PDEs of order $s \in (0,1)$. There are several mathematical tools that are developed during the process to study this…

Optimization and Control · Mathematics 2019-06-04 Harbir Antil , Deepanshu Verma , Mahamadi Warma

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Filip Tronarp , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig , Melanie N. Zeilinger

This paper addresses the inverse optimal control for the linear quadratic tracking problem with a fixed but unknown target state, which aims to estimate the possible triplets comprising the target state, the state weight matrix, and the…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Yao Li , Chengpu Yu , Hao Fang , Jie Chen

We analyze a pointwise tracking multiobjective optimal control problem subject to the Poisson problem and bilateral control constraints. To approximate Pareto optimal points and the Pareto front numerically, we consider two different finite…

Optimization and Control · Mathematics 2025-05-21 Francisco Fuica , Stefan Volkwein

The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy…

Numerical Analysis · Mathematics 2022-07-27 Konstantinos Chrysafinos , Dimitra Plaka

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

Numerical Analysis · Mathematics 2025-10-22 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…

Numerical Analysis · Mathematics 2013-10-30 Randolph E. Bank , Maximilian S. Metti

This paper is concerned with the designing, analyzing and implementing linear and nonlinear discretization scheme for the distributed optimal control problem (OCP) with the Cahn-Hilliard (CH) equation as constrained. We propose three…

Optimization and Control · Mathematics 2023-07-19 Gobinda Garai , Bankim C. Mandal

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We describe a method to discretize optimization problems arising in the regularization of linear inverse problem having compact forward operator defined on 3-D valed measures, compactly supported on a fixed set. The criterion is a quadratic…

Optimization and Control · Mathematics 2025-05-05 L Baratchart , D P Hardin , C Villalobos-Guillén

In this paper, we investigate optimal control problems subject to a semilinear elliptic partial differential equations. The cost functional contains a term that measures the size of the support of the control, which is the so-called…

Optimization and Control · Mathematics 2020-02-13 Eduardo Casas , Daniel Wachsmuth

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

Numerical Analysis · Mathematics 2018-08-14 Axel Målqvist , Anna Persson , Tony Stillfjord

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…

Optimization and Control · Mathematics 2008-09-11 Mattias Sandberg
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