Related papers: High-order homogenization in optimal control by th…
In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…
We present a methodology for bounding the error term of an asymptotic solution to a singularly perturbed optimal control (SPOC) problem whose exact solution is known to be computationally intractable. In previous works, reduced or…
This work addresses the one-dimensional problem of Bloch electrons when they are rapidly driven by a homogeneous time-periodic light and linearly coupled to vibrational modes. Starting from a generic time-periodic electron-phonon…
We study numerically the dynamics of a one-electron wave packet in a two-dimensional random lattice with long-range correlated diagonal disorder in the presence of a uniform electric field. The time-dependent Schr\"{o}dinger equation is…
In this paper, we design and analyze a Hybrid-High Order (HHO) approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages, for instance, it supports arbitrary order of…
We discuss the numerical solution of initial value problems for $\varepsilon^2\,\varphi''+a(x)\,\varphi=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We analyze and implement an approximate solution…
We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…
Given an optimal control problem on a heterogeneous body with a periodical structure of particles depending on a small parameter e, we study the asymptotic behavior, as e converges to zero, of the optimal control functional and the optimal…
We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
In this paper we consider some optimal control problems governed by elliptic partial differential equations. The solution is the state variable, while the control variable is, depending on the case, the coefficient of the PDE, the…
In this paper, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem. From the perspective of two optimization problems, i.e.,…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…
We consider an eigenvalue problem for a divergence form elliptic operator $A_\epsilon$ with high contrast periodic coefficients with period $\epsilon$ in each coordinate, where $\epsilon$ is a small parameter. The coefficients are perturbed…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…
Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…