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In this paper, a shape optimization problem constrained by a random elliptic partial differential equation with a pure Neumann boundary is presented. The model is motivated by applications in interface identification, where we assume…

Optimization and Control · Mathematics 2020-02-04 Caroline Geiersbach , Estefania Loayza , Kathrin Welker

Although FFT-based methods are renowned for their numerical efficiency and stability, traditional discretizations fail to capture material interfaces that are not aligned with the grid, resulting in suboptimal accuracy. To address this…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Flavia Gehrig , Matti Schneider

We provide an a priori analysis of collocation methods for solving elliptic boundary value problems. They begin with information in the form of point values of the data and utilize only this information to numerically approximate the…

Numerical Analysis · Mathematics 2025-01-08 Andrea Bonito , Ronald DeVore , Guergana Petrova , Jonathan W. Siegel

We consider the reliable implementation of an adaptive high-order unfitted finite element method on Cartesian meshes for solving elliptic interface problems with geometrically curved singularities. We extend our previous work on the…

Numerical Analysis · Mathematics 2024-03-07 Zhiming Chen , Yong Liu

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

A new finite element method (FEM) using meshes that do not necessarily align with the interface is developed for two- and three-dimensional anisotropic elliptic interface problems with nonhomogeneous jump conditions. The degrees of freedom…

Numerical Analysis · Mathematics 2025-05-20 Haifeng Ji , Zhilin Li

We present the Dirichlet-Neumann (DN) and Neumann-Neumann (NN) methods applied to the optimal control problems arising from elliptic partial differential equations (PDEs) under the $H^{-1}$ regularization. We use the Lagrange multiplier…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

We consider optimal control of an elliptic two-point boundary value problem governed by functions of bounded variation (BV). The cost functional is composed of a tracking term for the state and the BV-seminorm of the control. We use the…

Optimization and Control · Mathematics 2022-02-09 Evelyn Herberg , Michael Hinze

This work develops and analyzes a variational-monolithic unfitted finite element formulation of a linear fluid-structure interaction problem in Eulerian coordinates with a fixed interface. The overall discretization is based on a backward…

Numerical Analysis · Mathematics 2026-03-27 Stefan Frei , Tobias Knoke , Marc C. Steinbach , Anne-Kathrin Wenske , Thomas Wick

With the remarkable empirical success of neural networks across diverse scientific disciplines, rigorous error and convergence analysis are also being developed and enriched. However, there has been little theoretical work focusing on…

Numerical Analysis · Mathematics 2023-03-28 Sidi Wu , Aiqing Zhu , Yifa Tang , Benzhuo Lu

The Convex Envelope of a given function was recently characterized as the solution of a fully nonlinear Partial Differential Equation (PDE). In this article we study a modified problem: the Dirichlet problem for the underlying PDE. The main…

Analysis of PDEs · Mathematics 2010-07-07 Luis Silvestre , Adam M. Oberman

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

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

We design and analyze a Hybrid High-Order (HHO) method on unfitted meshes to approximate elliptic interface problems. The curved interface can cut through the mesh cells in a very general fashion. As in classical HHO methods, the present…

Numerical Analysis · Mathematics 2018-03-20 Erik Burman , Alexandre Ern

Immersed finite element (IFE) methods are a group of long-existing numerical methods for solving interface problems on unfitted meshes. A core argument of the methods is to avoid mesh regeneration procedure when solving moving interface…

Numerical Analysis · Mathematics 2020-05-01 Ruchi Guo

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by partial differential equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

Optimization and Control · Mathematics 2017-11-06 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

In this paper, we study optimal control problems of semilinear elliptic and parabolic equations. A tracking cost functional, quadratic in the control and state variables, is considered. No control constraints are imposed. We prove that the…

Optimization and Control · Mathematics 2022-10-21 Eduardo Casas , Daniel Wachsmuth

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

We devise an a posteriori error estimator for an affine optimal control problem subject to a semilinear elliptic PDE and control constraints. To approximate the problem, we consider a semidiscrete scheme based on the variational…

Optimization and Control · Mathematics 2025-05-08 Francisco Fuica , Nicolai Jork
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