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We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this paper, we consider the problem of controlling a diffusion process pertaining to an opioid epidemic dynamical model with random perturbation so as to prevent it from leaving a given bounded open domain. Here, we assume that the…

Optimization and Control · Mathematics 2018-06-26 Getachew K. Befekadu , Quanyan Zhu

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

We propose and analyze an a posteriori error estimator for a PDE-constrained optimization problem involving a nondifferentiable cost functional, fractional diffusion, and control-constraints. We realize fractional diffusion as the…

Numerical Analysis · Mathematics 2019-06-04 Enrique Otarola

A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…

Numerical Analysis · Mathematics 2021-11-01 Daegeun Yoon , Donghyun You

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

Controllable diffusion generation often relies on various heuristics that are seemingly disconnected without a unified understanding. We bridge this gap with Diffusion Controller (DiffCon), a unified control-theoretic view that casts…

Machine Learning · Computer Science 2026-03-10 Tong Yang , Moonkyung Ryu , Chih-Wei Hsu , Guy Tennenholtz , Yuejie Chi , Craig Boutilier , Bo Dai

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…

Optimization and Control · Mathematics 2017-02-02 Khaled Bahlali , Omar Kebiri , Brahim Mezerdi , Ahmed Mtiraoui

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

A Caputo-type fractional-order mathematical model for "metapopulation cholera transmission" was recently proposed in [Chaos Solitons Fractals 117 (2018), 37--49]. A sensitivity analysis of that model is done here to show the accuracy…

Optimization and Control · Mathematics 2021-12-08 Silverio Rosa , Delfim F. M. Torres

We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with…

Optimization and Control · Mathematics 2010-10-25 Gastao S. F. Frederico , Delfim F. M. Torres

This paper is devoted to the study of the inverse problem of determining the right-hand side of the subdiffusion equation with the Caputo derivative with respect to time. In our case, the inverse problem consists in restoring the…

Analysis of PDEs · Mathematics 2025-05-20 R. R. Ashurov , O. T. Mukhiddinova

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

Optimization and Control · Mathematics 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…

Numerical Analysis · Mathematics 2020-07-20 Qin Zhou , Binjie Li

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…

Optimization and Control · Mathematics 2025-04-28 Petar Bevanda , Nicolas Hoischen , Tobias Wittmann , Jan Brüdigam , Sandra Hirche , Boris Houska

In this paper we introduce a new notion of optimal control, or source identification in inverse, problems with fractional parabolic PDEs as constraints. This new notion allows a source/control placement outside the domain where the PDE is…

Optimization and Control · Mathematics 2019-04-16 Harbir Antil , Deepanshu Verma , Mahamadi Warma
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