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In this paper we study the optimal control of a parabolic initial-boundary value problem of viscous Cahn-Hilliard type with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive phase…

Optimization and Control · Mathematics 2024-09-20 Pierluigi Colli , Jürgen Sprekels , Fredi Tröltzsch

We study a diffuse interface model for incompressible isothermal mixtures of two immiscible fluids coupling the Navier--Stokes system with a convective nonlocal Cahn--Hilliard equation in two dimensions of space. We apply recently proved…

Analysis of PDEs · Mathematics 2014-11-07 Sergio Frigeri , Elisabetta Rocca , Jürgen Sprekels

In this paper we establish second-order sufficient optimality conditions for a boundary control problem that has been introduced and studied by three of the authors in the preprint arXiv:1407.3916. This control problem regards the viscous…

Analysis of PDEs · Mathematics 2014-11-18 Pierluigi Colli , M. Hassan Farshbaf-Shaker , Gianni Gilardi , Jürgen Sprekels

In this paper we consider an optimal control problem for the coupled system of a nonlinear monotone Dirichlet problem with anisotropic p-Laplacian and matrix-valued nonsmooth controls in its coefficients and a nonlinear equation of…

Optimization and Control · Mathematics 2017-01-25 T. Durante , O. P. Kupenko , R. Manzo

We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…

Optimization and Control · Mathematics 2018-10-30 Peter Benner , Christoph Trautwein

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

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

This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…

Optimization and Control · Mathematics 2024-10-01 Cung The Anh , Nguyen Hai Ha Giang

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 a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

Optimization and Control · Mathematics 2025-03-24 Dariusz Zawisza

This paper investigates an optimal control problem associated with a two-dimensional multi-species Cahn-Hilliard-Keller-Segel tumor growth model, which incorporates complex biological processes such as species diffusion, chemotaxis,…

Analysis of PDEs · Mathematics 2024-07-26 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…

Optimization and Control · Mathematics 2024-06-12 Pierluigi Colli , Jürgen Sprekels

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

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

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

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

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou