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We study the optimal control of a steady-state dead oil isotherm problem. The problem is described by a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of…

Optimization and Control · Mathematics 2013-10-03 Moulay Rchid Sidi Ammi , Agnieszka B. Malinowska , Delfim F. M. Torres

The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…

Numerical Analysis · Mathematics 2016-01-05 Mariela C. Olguin , Domingo A. Tarzia

In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…

Optimization and Control · Mathematics 2018-09-28 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…

Optimization and Control · Mathematics 2025-11-18 Alberto Domínguez Corella , Nicolai Jork , Vladimir M. Veliov

In this paper we consider a variation of the Merton's problem with added stochastic volatility and finite time horizon. It is known that the corresponding optimal control problem may be reduced to a linear parabolic boundary problem under…

Mathematical Finance · Quantitative Finance 2015-05-28 Elena Boguslavskaya , Dmitry Muravey

We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…

Numerical Analysis · Mathematics 2020-04-22 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional…

Optimization and Control · Mathematics 2023-03-07 Juan Carlos De los Reyes , Paola Quiloango

This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…

Optimization and Control · Mathematics 2024-09-24 Livia Betz

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

The two contributions of this paper are as follows. The first is the solution of an infinite dimensional, boundary controlled Linear Quadratic Regulator by the simple and constructive method of completing the square. The second contribution…

Optimization and Control · Mathematics 2022-07-13 Arthur J. Krener

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

We use the continuation and bifurcation package pde2path to numerically analyze infinite time horizon optimal control problems for parabolic systems of PDEs. The basic idea is a two step approach to the canonical systems, derived from…

Optimization and Control · Mathematics 2019-12-25 Hannes Uecker , Hannes de Witt

The goal of this work is to compute a boundary control of reaction-diffusion partial differential equation. The boundary control is subject to a constant delay, whereas the equation may be unstable without any control. For this system…

Analysis of PDEs · Mathematics 2017-09-11 Christophe Prieur , Emmanuel Trélat

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…

Optimization and Control · Mathematics 2016-10-11 Maoning Tang , Qingxin Meng

We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…

Analysis of PDEs · Mathematics 2024-05-22 E. Yu. Panov

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.…

Analysis of PDEs · Mathematics 2015-09-04 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi

This work addresses an optimal control problem for a semilinear elliptic equation in two-dimensional space, characterized by an exponential nonlinearity and a singular source term. The source is modeled as a finite linear combination of…

Optimization and Control · Mathematics 2025-05-28 Vu Huu Nhu

In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…

Numerical Analysis · Mathematics 2021-11-01 Asha K Dond , Thirupathi Gudi , Ramesh Ch. Sau

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

Optimization and Control · Mathematics 2016-11-15 Xiaodong Xu , Stevan Dubljevic
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