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We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point…
This paper is concerned with an optimal control problem subject to the $H^1$-critical defocusing semilinear wave equation on a smooth and bounded domain in three spatial dimensions. Due to the criticality of the nonlinearity in the wave…
A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…
We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…
We focus on the problem of optimal control of large-scale systems whose models are obtained by discretization of partial differential equations using the Finite Element (FE) or Finite Difference (FD) methods. The motivation for studying…
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…
This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…
PYROBOCOP is a lightweight Python-based package for control and optimization of robotic systems described by nonlinear Differential Algebraic Equations (DAEs). In particular, the package can handle systems with contacts that are described…
In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…
In this manuscript, we investigate optimal control problems which arise in connection with manipulation of dissipative quantum dynamics. These problems motivate the study of a class of dissipative bilinear control systems. For these systems…
Partial differential equations with distributional sources---in particular, involving (derivatives of) delta distributions---have become increasingly ubiquitous in numerous areas of physics and applied mathematics. It is often of…
In this paper, we discuss an application of the SDDP type algorithm to nested risk-averse formulations of Stochastic Optimal Control (SOC) problems. We propose a construction of a statistical upper bound for the optimal value of risk-averse…
In this paper, we propose an efficient semidefinite programming (SDP) approach to worst-case linear discriminant analysis (WLDA). Compared with the traditional LDA, WLDA considers the dimensionality reduction problem from the worst-case…
The numerical solution of partial differential equations (PDEs) is essential in computational physics. Over the past few decades, various quantum-based methods have been developed to formulate and solve PDEs. Solving PDEs incur high time…
In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…
We develop dual approaches for continuous-time stochastic control problems, enabling the computation of robust dual bounds in high-dimensional state and control spaces. Building on the dual formulation proposed in [L. C. G. Rogers, SIAM…
SPSMAT (Spectral/Pseudospectral matrix method) is an add-on for Octave, that helps you solve nonfractional-/fractional ordinary/partial differential/integral equations. In this version, as the first version, the well-defined spectral or…
Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…