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In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex…

Optimization and Control · Mathematics 2024-04-29 Sachin Shivakumar , Matthew Peet

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

Optimization and Control · Mathematics 2023-06-16 Sumit Suthar , Soumyendu Raha

This research focuses on solving time-dependent partial differential equations (PDEs), in particular the time-dependent Schr\"odinger equation, using matrix product states (MPS). We propose an extension of Hermite Distributed Approximating…

Quantum Physics · Physics 2026-03-18 Jorge Gidi , Paula García-Molina , Luca Tagliacozzo , Juan José García-Ripoll

We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…

Probability · Mathematics 2025-11-25 Ayoub Laayoun , Badr Missaoui

Splitting and projection-type algorithms have been applied to many optimization problems due to their simplicity and efficiency, but the application of these algorithms to optimal control is less common. In this paper we utilize the…

Optimization and Control · Mathematics 2024-01-15 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

This paper presents a Fourier integral pseudospectral (FIPS) method for a general class of nonlinear, periodic optimal control (OC) problems with equality and/or inequality constraints and sufficiently smooth solutions. In this scheme, the…

Optimization and Control · Mathematics 2023-11-14 Kareem T. Elgindy

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…

Numerical Analysis · Mathematics 2026-03-18 Maria Filipkovska

In this paper, we present a novel pseudospectral (PS) method for solving a new class of initial-value problems (IVPs) of time-dependent one-dimensional fractional partial differential equations (FPDEs) with variable coefficients and…

Numerical Analysis · Mathematics 2023-12-11 Kareem T. Elgindy

Optimal and safety-critical control are fundamental problems for stochastic systems, and are widely considered in real-world scenarios such as robotic manipulation and autonomous driving. In this paper, we consider the problem of…

Systems and Control · Electrical Eng. & Systems 2024-05-10 Zhuoyuan Wang , Reece Keller , Xiyu Deng , Kenta Hoshino , Takashi Tanaka , Yorie Nakahira

Pseudospectral time domain (PSTD) methods are widely used in many branches of acoustics for the numerical solution of the wave equation, including biomedical ultrasound and seismology. The use of the Fourier collocation spectral method in…

Computational Physics · Physics 2020-12-03 E. S. Wise , J. Jaros , B. T. Cox , B. E. Treeby

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. A sliding mode is coped with differential-algebraic equations (DAEs) and that guarantees accurate tracking of the sliding motion…

Optimization and Control · Mathematics 2021-01-21 Radoslaw Pytlak , Damian Suski

This paper proposes a novel non-iterative method to solve power system differential algebraic equations (DAEs) using the differential transformation, a mathematical tool that can obtain power series coefficients by transformation rules…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Yang Liu , Kai Sun

Numerical relativity has traditionally been pursued via finite differencing. Here we explore pseudospectral collocation (PSC) as an alternative to finite differencing, focusing particularly on the solution of the Hamiltonian constraint (an…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Lawrence E. Kidder , Lee Samuel Finn

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

Optimization and Control · Mathematics 2017-10-13 Victor Magron , Christophe Prieur

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

In this paper, we prove a theorem on the rate of convergence for the optimal cost computed using PS methods. It is a first proved convergence rate in the literature of PS optimal control. In addition to the high-order convergence rate, two…

Optimization and Control · Mathematics 2009-04-07 Wei Kang

The field of Optimal Control under Partial Differential Equations (PDE) constraints is rapidly changing under the influence of Deep Learning and the accompanying automatic differentiation libraries. Novel techniques like Physics-Informed…

Machine Learning · Computer Science 2023-10-05 Roussel Desmond Nzoyem , David A. W. Barton , Tom Deakin

Unsupervised domain adaptation (DA) with the aid of pseudo labeling techniques has emerged as a crucial approach for domain-adaptive 3D object detection. While effective, existing DA methods suffer from a substantial drop in performance…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Zhuoxiao Chen , Yadan Luo , Zheng Wang , Mahsa Baktashmotlagh , Zi Huang