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This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…

Optimization and Control · Mathematics 2026-05-05 Alessandro Scagliotti , Thomas M. Surowiec

This work deals with optimal control problems as a strategy to drive bifurcating solution of nonlinear parametrized partial differential equations towards a desired branch. Indeed, for these governing equations, multiple solution…

Numerical Analysis · Mathematics 2023-08-08 Federico Pichi , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

Optimization and Control · Mathematics 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

The aim of this work is to derive a priori error estimates for finite element discretizations of control--constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of…

Numerical Analysis · Mathematics 2020-04-29 Francisco Fuica , Enrique Otarola , Daniel Quero

In this work, an adaptive edge element method is developed for an H(curl)-elliptic constrained optimal control problem. We use the lowest-order Nedelec's edge elements of first family and the piecewise (element-wise) constant functions to…

Numerical Analysis · Mathematics 2021-06-30 Bowen Li , Jun Zou

We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

Numerical Analysis · Mathematics 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…

Numerical Analysis · Mathematics 2023-09-18 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…

Numerical Analysis · Mathematics 2020-11-25 Christian Meyer , Monika Weymuth

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

An optimal control problem subject to an elliptic obstacle problem is studied. We obtain a numerical approximation of this problem by discretising the PDE obtained via a Moreau--Yosida type penalisation. For the resulting discrete control…

Optimization and Control · Mathematics 2018-10-22 Ahmad Ahmad Ali , Klaus Deckelnick , Michael Hinze

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable…

Optimization and Control · Mathematics 2018-09-14 Lucas Bonifacius , Konstantin Pieper , Boris Vexler

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Topological optimization finds a material density distribution minimizing a functional of the solution of a partial differential equation (PDE), subject to a set of constraints (typically, a bound on the volume or mass of the material).…

Numerical Analysis · Mathematics 2017-05-23 G. V. Ovchinnikov , D. Zorin , I. V. Oseledets
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