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We present a space-time extension of a conservative Cartesian cut-cell finite-volume method for two-phase diffusion problems with prescribed interface motion. The formulation follows a two-fluid approach: one scalar field is solved in each…

Computational Physics · Physics 2026-01-01 Louis Libat , Can Selçuk , Eric Chénier , Vincent Le Chenadec

Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…

Mathematical Physics · Physics 2014-10-08 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…

Optimization and Control · Mathematics 2024-10-15 Sören Christensen , Asbjørn Holk Thomsen , Lukas Trottner

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…

Optimization and Control · Mathematics 2014-06-16 Wei Zhang , Juan C. Latorre , Grigorios A. Pavliotis , Carsten Hartmann

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…

Numerical Analysis · Mathematics 2023-08-21 Anshima Singh , Sunil Kumar

The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…

Optimization and Control · Mathematics 2016-09-20 Matthew J. Zahr , Per-Olof Persson

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

This paper is devoted to describing a linear diffusion problem involving fractional-in-time derivatives and self-adjoint integro-differential space operators posed in bounded domains. One main concern of our paper is to deal with singular…

Analysis of PDEs · Mathematics 2023-04-11 Hardy Chan , Juan Luis Vázquez , David Gómez-Castro

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…

Numerical Analysis · Mathematics 2017-05-23 Zhaopeng Hao , Guang Lin , Zhongqiang Zhang

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

In this work, we study two-dimensional diffusion-wave equations with variable exponent, modeling mechanical diffusive wave propagation in viscoelastic media with spatially varying properties. We first transform the diffusion-wave model into…

Numerical Analysis · Mathematics 2025-09-26 Hao Zhang , Kexin Li , Wenlin Qiu

We are concerned with the convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (in short Kawahara equation), which is a transport equation…

Analysis of PDEs · Mathematics 2011-03-02 U. Koley

In this paper, we aim to explore optimal regional trajectory tracking control problems of the anomalous subdiffusion processes governed by time-fractional diffusion systems under the Neumann boundary conditions. Using eigenvalue theory of…

Optimization and Control · Mathematics 2021-04-27 Fudong Ge , YangQuan Chen

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…

Numerical Analysis · Mathematics 2020-04-22 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

The numerical approximation of some Boussinesq systems in two spatial dimensions is here considered. The differential systems under study are proposed as asymptotic models for the propagation of waves along the interface of two layers of…

Numerical Analysis · Mathematics 2026-05-05 A. Durán

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…

Optimization and Control · Mathematics 2023-07-04 Enrique Otarola