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We derive optimal order a posteriori error estimates for fully discrete approximations of the initial-boundary value problem for the heat equation. For the discretization in time we apply the fractional-step $\vartheta$-scheme and for the…

Numerical Analysis · Mathematics 2014-04-03 Karakatsani Fotini

We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…

Numerical Analysis · Mathematics 2026-03-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We consider a parabolic optimal control problem with an initial measure control. The cost functional consists of a tracking term corresponding to the observation of the state at final time. Instead of a regularization term in the cost…

Optimization and Control · Mathematics 2020-08-18 Evelyn Herberg , Michael Hinze

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

Optimization and Control · Mathematics 2015-06-02 Monika Wolfmayr

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

Optimization and Control · Mathematics 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente

We combine a systematic approach for deriving general a posteriori error estimates for convex minimization problems based on convex duality relations with a recently derived generalized Marini formula. The a posteriori error estimates are…

Numerical Analysis · Mathematics 2022-04-25 Sören Bartels , Alex Kaltenbach

The efficient and reliable approximation of convection-dominated problems continues to remain a challenging task. To overcome the difficulties associated with the discretization of convection-dominated equations, stabilization techniques…

Numerical Analysis · Mathematics 2022-12-15 Marius Paul Bruchhäuser , Kristina Schwegler , Markus Bause

In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…

Optimization and Control · Mathematics 2023-02-08 Weijun Meng , Jingtao Shi , Tianxiao Wang , Ji-Feng Zhang

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

We consider Poisson's equation with a finite number of weighted Dirac masses as a source term, together with its discretization by means of conforming finite elements. For the error in fractional Sobolev spaces, we propose residual-type a…

Numerical Analysis · Mathematics 2015-07-30 Fernando D. Gaspoz , Pedro Morin , Andreas Veeser

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 shall develop a fully discrete space-time adaptive method for linear parabolic problems based on new reliable and efficient a posteriori analysis for higher order dG(s) finite element discretisations. The adaptive strategy is motivated…

Numerical Analysis · Mathematics 2016-10-24 Fernando Gaspoz , Christian Kreuzer , Kunibert Siebert , Daniel Ziegler

We study the numerical approximation of linear-quadratic optimal control problems subject to the fractional Laplace equation with its spectral definition. We compute an approximation of the state equation using a discretization of the…

Numerical Analysis · Mathematics 2018-09-28 Stefan Dohr , Christian Kahle , Sergejs Rogovs , Piotr Swierczynski

For the pure biharmonic equation and a biharmonic singular perturbation problem, a residual-based error estimator is introduced which applies to many existing nonconforming finite elements. The error estimator involves the local…

Numerical Analysis · Mathematics 2024-10-18 Dietmar Gallistl , Shudan Tian

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…

Optimization and Control · Mathematics 2023-11-28 Caroline Geiersbach , René Henrion , Pedro Pérez-Aros

In this paper we study the mixed virtual element approximation to an elliptic optimal control problem with boundary observations. The objective functional of this type of optimal control problem contains the outward normal derivatives of…

Numerical Analysis · Mathematics 2023-12-19 Minghui Yang , Zhaojie Zhou

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we…

Numerical Analysis · Mathematics 2019-10-03 Fernando Gaspoz , Christian Kreuzer , Andreas Veeser , Winnifried Wollner

Residual-based a~posteriori error estimators are derived for the modified Morley FEM, proposed by Wang, Xu, Hu [J. Comput. Math, 24(2), 2006], for the singularly perturbed biharmonic equation and the nonlinear von K\'arm\'an equations. The…

Numerical Analysis · Mathematics 2026-02-17 A. K. Dond , D. Gallistl , S. Nayak , M. Schedensack