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We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We derive error estimates for a linear-quadratic elliptic distributed optimal control problem with pointwise control constraints that can be applied to standard finite element methods and multiscale finite element methods.

Optimization and Control · Mathematics 2024-10-08 Susanne C. Brenner , Li-yeng Sung

We investigate partial symmetry of solutions to semi-linear and quasi-linear elliptic problems with convex nonlinearities, in domains that are either axially symmetric or radially symmetric.

Analysis of PDEs · Mathematics 2012-08-13 Kanishka Perera , Marco Squassina

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

In this paper we investigate the application of pseudo-transient-continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual…

Numerical Analysis · Mathematics 2016-07-07 Mario Amrein , Thomas P. Wihler

In this paper we study the existence of solutions of thedegererate elliptic system.

Analysis of PDEs · Mathematics 2016-04-18 Lucio Boccardo , Gisella Croce , Chiara Tanteri

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

Optimization and Control · Mathematics 2024-12-03 Constantin Christof

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

In the paper, we derive an existence result for a nonlinear nonautonomous partial elliptic system on an open bounded domain with Dirichlet boundary conditions, containg fractional powers of the weak Dirichlet-Laplace operator that are meant…

Analysis of PDEs · Mathematics 2019-01-01 Dariusz Idczak

We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…

Analysis of PDEs · Mathematics 2013-06-25 Tomasz Klimsiak , Andrzej Rozkosz

I development a Conjugate Gradient Method for solving a partial differential system with multiply controls. Some numerical results are depicted. Also, I present an explication of why the control over a partial differential equations system…

Optimization and Control · Mathematics 2014-11-25 Carlos Barrón-Romero

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

This paper introduces a new variational formulation for Dirichlet boundary control problem of elliptic partial differential equations, based on observations that the state and adjoint state are related through the control on the boundary of…

Numerical Analysis · Mathematics 2019-04-23 Shaohong Du , Zhiqiang Cai

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

Optimization and Control · Mathematics 2016-12-09 Qi Lu , Xu Zhang

The paper is concerned with the adaptive finite element solution of linear elliptic differential equations using equidistributing meshes. A strategy is developed for defining this type of mesh based on residual-based a posteriori error…

Numerical Analysis · Mathematics 2020-04-20 Yinnian He , Weizhang Huang

We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an…

Numerical Analysis · Mathematics 2025-06-03 Michael Feischl , Andrea Scaglioni

We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of M\aa lqvist and Peterseim.

Numerical Analysis · Mathematics 2021-11-01 Susanne C. Brenner , José C. Garay , Li-yeng Sung

$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

We establish derivative estimates of solution of elliptic system in narrow regions.

Analysis of PDEs · Mathematics 2013-11-07 Haigang Li , Yanyan Li , Ellen Shiting Bao , Biao Yin

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov