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In this paper, we propose a mathematical formulation for the management of an oil production network as a multistage optimization problem. The reservoir is modeled as a controlled dynamical system by using material balance equations. We use…

We present an adjoint-based optimization method to invert for stress and frictional parameters used in earthquake modeling. The forward problem is linear elastodynamics with nonlinear rate-and-state frictional faults. The misfit functional…

Numerical Analysis · Mathematics 2024-09-10 Vidar Stiernström , Martin Almquist , Eric M. Dunham

A novel adjoint-based framework oriented to optimal flow control in compressible direct numerical simulations is presented. Also, a new formulation of the adjoint characteristic boundary conditions is introduced, which enhances the…

Computational Physics · Physics 2016-05-24 J. Javier Otero , Ati S. sharma , Richard D. Sandberg

The two-phase oil-water flow in natural fractured reservoirs and its numerical methods are introduced in this paper, where the fracture is modeled by the dual porosity method. Efficient numerical method, including the finite difference…

Computational Engineering, Finance, and Science · Computer Science 2018-11-20 Lihua Shen , Tao Cui , Hui Liu , Zhouyuan Zhu , He Zhong , Zhangxin Chen , Bo Yang , Ruijian He , Huaqing Liu

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

Reservoir simulation and adaptation (also known as history matching) are typically considered as separate problems. While a set of models are aimed at the solution of the forward simulation problem assuming all initial geological parameters…

Machine Learning · Computer Science 2021-08-03 E. Illarionov , P. Temirchev , D. Voloskov , R. Kostoev , M. Simonov , D. Pissarenko , D. Orlov , D. Koroteev

In this work, we implement goal-oriented error control and spatial mesh adaptivity for stationary fluid-structure interaction. The a posteriori error estimator is realized using the dual-weighted residual method in which the adjoint…

Numerical Analysis · Mathematics 2021-05-25 Thomas Wick

In this paper, we consider a class of convection-diffusion equations with memory effects. These equations arise as a result of homogenization or upscaling of linear transport equations in heterogeneous media and play an important role in…

Numerical Analysis · Mathematics 2022-04-04 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Sai-Mang Pun , Petr N. Vabishchevich

An efficient topology optimization method applicable to both continuum and rarefied gas flows is proposed in the framework of gas-kinetic theory. The areas of gas and solid are marked by the material density, based on which a fictitious…

Fluid Dynamics · Physics 2023-08-15 Ruifeng Yuan , Lei Wu

To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. In this article, we utilize techniques inspired by reinforcement learning in order to…

Computational Finance · Quantitative Finance 2021-03-08 Nicolas Curin , Michael Kettler , Xi Kleisinger-Yu , Vlatka Komaric , Thomas Krabichler , Josef Teichmann , Hanna Wutte

This paper applies a discrete adjoint gradient computation method for a multi-class traffic flow model on road networks. Vehicle classes are characterized by their specific velocity functions, which depend on the total traffic density,…

Analysis of PDEs · Mathematics 2026-04-02 Paola Goatin , Axel Klar , Carmen Mezquita-Nieto

Concentration-discharge relationship is crucial in river hydrology, as it reflects water quality dynamics across both low- and high-flow regimes. However, its mathematical description is still challenging owing to the underlying complex…

Probability · Mathematics 2025-06-25 Hidekazu Yoshioka , Yumi Yoshioka

The stable operation of gas networks is an important optimization target. While for this task commonly finite volume methods are used, we introduce a new finite difference approach. With a summation by part formulation for the spatial…

Numerical Analysis · Mathematics 2021-08-31 Sonja Hossbach , Mathias Lemke , Julius Reiss

Inverse design of complex flows is notoriously challenging because of the high cost of high dimensional optimization. Usually, optimization problems are either restricted to few control parameters, or adjoint-based approaches are used to…

Fluid Dynamics · Physics 2024-03-12 Mohammed Alhashim , Kaylie Hausknecht , Michael Brenner

$\text{CO}_{2}$ flooding is central to carbon utilization technologies, yet conventional waterflooding models fail to capture the complex interactions between CO$_2$ and formation fluids. In this study, one- and two-dimensional nuclear…

Fluid Dynamics · Physics 2025-07-01 Xiaoyi Zhang , Rui Xu , Qing Zhao , Qian Cheng , Rui Shen , Yanbiao Gan

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

We present an adjoint sensitivity method for hybrid discrete -- continuous systems, extending previously published forward sensitivity methods. We treat ordinary differential equations and differential-algebraic equations of index up to two…

Optimization and Control · Mathematics 2019-04-19 Radu Serban , Antonio Recuero

In this paper, we consider dynamic optimization of thermal and isothermal oil recovery processes which involve multicomponent three-phase flow in porous media. We present thermodynamically rigorous models of these processes based on 1)…

Optimization and Control · Mathematics 2019-07-09 Tobias K. S. Ritschel , John Bagterp Jørgensen

Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…

Optimization and Control · Mathematics 2026-04-13 Carles Domingo-Enrich , Jiequn Han

The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…

Optimization and Control · Mathematics 2024-01-30 Mihai I. Florea