Related papers: Space-time formulation, discretization, and comput…
We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…
We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…
In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
We optimize a selection of eigenvalues of the Laplace operator with Dirichlet or Neumann boundary conditions by adjusting the shape of the domain on which the eigenvalue problem is considered. Here, a phase-field function is used to…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
Optimal control theory aims to find an optimal protocol to steer a system between assigned boundary conditions while minimizing a given cost functional in finite time. Equations arising from these types of problems are often non-linear and…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
A novel framework for resolving discontinuous solutions of conservation laws, e.g., contact lines, shock waves, and interfaces, using implicit tracking and a high-order discontinuous Galerkin (DG) discretization was introduced in [38].…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
Continuum computational kinetic plasma models evolve the distribution function of a plasma species $f_s$ on a phase-space grid over time. In many problems of interest the distribution function has limited extent in velocity space; hence,…
In this contribution, we present a variational space-time formulation which generates an optimal feed-forward controller for geometrically exact strings. More concretely, the optimization problem is solved with an indirect approach, and the…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
This work presents the discontinuous Galerkin discretization of the consistent splitting scheme proposed by Liu [J. Liu, J. Comp. Phys., 228(19), 2009]. The method enforces the divergence-free constraint implicitly, removing…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…
This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…
We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…
This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…
We propose a local discontinuous Galerkin (LDG) method for the fractional Korteweg-de Vries (KdV) equation, involving the fractional Laplacian with exponent $\alpha \in (1,2)$ in one and multiple space dimensions. By decomposing the…