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We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…

Numerical Analysis · Mathematics 2022-08-23 Thomas Führer , Michael Karkulik

We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…

Numerical Analysis · Mathematics 2020-04-10 Marita Holtmannspötter , Arnd Rösch , Boris Vexler

This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given…

Optimization and Control · Mathematics 2019-01-14 Christian Clason , Thi Bich Tram Do , Frank Pörner

We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…

Numerical Analysis · Mathematics 2018-02-09 Niklas Behringer , Dominik Meidner , Boris Vexler

In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…

Optimization and Control · Mathematics 2017-07-13 Nguyen Thanh Qui , Daniel Wachsmuth

We consider bilinear optimal control problems, whose objective functionals do not depend on the controls. Hence, bang-bang solutions will appear. We investigate sufficient second-order conditions for bang-bang controls, which guarantee…

Optimization and Control · Mathematics 2017-07-24 Eduardo Casas , Daniel Wachsmuth , Gerd Wachsmuth

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

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 control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward…

Numerical Analysis · Mathematics 2021-02-23 Binjie Li

We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…

Optimization and Control · Mathematics 2020-06-24 Christian Glusa , Enrique Otarola

We consider space-time tracking optimal control problems for linear para\-bo\-lic initial boundary value problems that are given in the space-time cylinder $Q = \Omega \times (0,T)$, and that are controlled by the right-hand side…

Numerical Analysis · Mathematics 2022-06-15 Ulrich Langer , Olaf Steinbach , Huidong Yang

This paper investigates the norm and time optimal control problems for stochastic heat equations. We begin by presenting a characterization of the norm optimal control, followed by a discussion of its properties. We then explore the…

Optimization and Control · Mathematics 2023-08-17 Yuanhang Liu , Donghui Yang , Jie Zhong

In this paper, we discuss the numerical approximation of a distributed optimal control problem governed by the von Karman equations, defined in polygonal domains with point-wise control constraints. Conforming finite elements are employed…

Numerical Analysis · Mathematics 2017-09-19 Gouranga Mallik , Neela Nataraj , Jean-Pierre Raymond

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…

Numerical Analysis · Mathematics 2022-08-31 Binjie Li , Qin Zhou , Xiaoping Xie

In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…

Optimization and Control · Mathematics 2023-02-08 Yanqing Wang

In this paper, we consider a state constrained optimal control problem governed by the transient Stokes equations. The state constraint is given by an L2 functional in space, which is required to fulfill a pointwise bound in time. The…

Numerical Analysis · Mathematics 2026-05-20 Dmitriy Leykekhman , Boris Vexler , Jakob Wagner