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We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Hehu Xie , Ningning Yan

In this manuscript we deal with existence/uniqueness and regularity issues of suitable weak solutions to nonlocal problems driven by fractional Laplace type operators. Different from previous researches, in our approach we consider gradient…

Analysis of PDEs · Mathematics 2020-05-28 João Vitor da Silva , Pablo Ochoa , Analía Silva

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive…

Optimization and Control · Mathematics 2017-09-19 Aleksandr Y. Aravkin , Dmitriy Drusvyatskiy , Tristan van Leeuwen

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

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…

Numerical Analysis · Mathematics 2015-07-09 Enrique Otarola , Abner J. Salgado

In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…

Numerical Analysis · Mathematics 2018-08-17 Dmitriy Leykekhman , Boris Vexler

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

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

We develop a general framework for construction and analysis of discrete extension operators with application to unfitted finite element approximation of partial differential equations. In unfitted methods so called cut elements intersected…

Numerical Analysis · Mathematics 2021-01-26 Erik Burman , Peter Hansbo , Mats G. Larson

This article is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a…

Numerical Analysis · Mathematics 2021-12-13 Kamana Porwal , Pratibha Shakya

We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by…

Optimization and Control · Mathematics 2021-08-13 Quentin Clairon , Adeline Samson

We focus on the problem of optimal control of large-scale systems whose models are obtained by discretization of partial differential equations using the Finite Element (FE) or Finite Difference (FD) methods. The motivation for studying…

Optimization and Control · Mathematics 2018-06-27 Aleksandar Haber , Michel Verhaegen

This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…

Optimization and Control · Mathematics 2026-05-20 Vu Huu Nhu , Nguyen Hai Son , Phan Quang Sang , Tran Duy

We develop further the theory of symmetrization of fractional Laplacian operators contained in recent works of two of the authors. The theory leads to optimal estimates in the form of concentration comparison inequalities for both elliptic…

Analysis of PDEs · Mathematics 2015-06-25 Yannick Sire , Juan Luis Vazquez , Bruno Volzone