Related papers: Explicit Solutions for Distributed, Boundary and D…
We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process $X$ relative to a bounded domain. The two problems are in some sense dual,…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
We consider a two-phase heat conductor in $\mathbb R^N$ with $N \geq 2$ consisting of a core and a shell with different constant conductivities. We study the role played by radial symmetry for overdetermined problems of elliptic and…
In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving…
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
We consider a linear non-local heat equation in a bounded domain $\Omega\subset\mathbb{R}^d$, $d\geq 1$, with Dirichlet boundary conditions, where the non-locality is given by the presence of an integral kernel. Motivated by several…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
In this paper, a boundary integral method is used to solve an inverse linear heat conduction problem in two-dimensional bounded domain. An inverse problem of measuring the heat flux from partial (on part of the boundary) dynamic boundary…
In this paper we investigate the behavior of a family of steady state solutions of a nonlinear reaction diffusion equation when some reaction and potential terms are concentrated in a $\epsilon$-neighborhood of a portion $\Gamma$ of the…
We consider a semi-linear heat equation with Dirichlet boundary conditions and globally Lipschitz nonlinearity, posed on a bounded domain of R^N (N $\in$ N *), assumed to be an unknown perturbation of a reference domain. We are interested…
This paper studies an optimal control problem for a stationary convective Brinkman-Forchheimer extended Darcy (CBFeD) hemivariational inequality in two and three dimensions, subject to control constraints, and develops its numerical…
In this paper, we prove the necessary and sufficient maximum principles (NSMPs in short) for the optimal control of systems described by a quasilinear stochastic heat equation within convex control domains, which all the coefficients…
For the heat equation on a bounded subdomain $\Omega$ of $\mathbb{R}^d$, we investigate the optimal shape and location of the observation domain in observability inequalites. A new decomposition of $L^2(\mathbb{R}^d)$ into heat packets…
We study a shape optimization problem involving a solid $K\subset\mathbb{R}^n$ that is maintained at constant temperature and is enveloped by a layer of insulating material $\Omega$ which obeys a generalized boundary heat transfer law. We…
We would like to study the solution stability of a parametric control problem governed by semilinear elliptic equations with a mixed state-control constraint, where the cost function is nonconvex and the admissible set is unbounded. The…
We focus on optimal control problems governed by elliptic, quasilinear PDEs. Though there are various examples of such problems in the literature, we make an attempt at describing some general principles by dealing with three basic…
This paper deals with an optimal control problem related to a phase field system of Caginalp type with a dynamic boundary condition for the temperature. The control placed in the dynamic boundary condition acts on a part of the boundary.…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…