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In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

Numerical Analysis · Mathematics 2023-06-07 Wei Gong , Zhiyu Tan

In this work we present an adaptive boundary element method for computing the electromagnetic response of wave interactions in hyperbolic metamaterials. One unique feature of hyperbolic metamaterial is the strongly directional wave in its…

Numerical Analysis · Mathematics 2021-08-25 Junshan Lin

The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…

Optimization and Control · Mathematics 2020-11-18 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

Probability · Mathematics 2022-05-26 Jian Song , Meng Wang

The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

Direct shooting is an efficient method to solve numerical optimal control. It utilizes the Runge-Kutta scheme to discretize a continuous-time optimal control problem making the problem solvable by nonlinear programming solvers. However,…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Jiawei Tang , Yuxing Zhong , Pengyu Wang , Xingzhou Chen , Shuang Wu , Ling Shi

In this paper, we consider a class of optimal control problems governed by 1D parabolic state-systems of KWC types with dynamic boundary conditions. The state-systems are based on a phase-field model of grain boundary motion, proposed in…

Analysis of PDEs · Mathematics 2020-10-05 Shodai Kubota , Ryota Nakayashiki , Ken Shirakawa

In this paper, one of the major shortcomings of the conventional numerical approaches is alleviated by introducing the probabilistic nature of molecular transitions into the framework of classical computational electrodynamics. The main aim…

Classical Physics · Physics 2020-01-24 Ali Reza Hashemi , Mahmood Hosseini-Farzad

This paper studies the convergence properties the well-known message-passing algorithm for convex optimisation. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple…

Optimization and Control · Mathematics 2019-04-10 Zhaorong Zhang , Minyue Fu

In this paper we study the scale-space classification of signals via the maximal set of kernels. We use a geometric approach which arises naturally when we consider parameter variations in scale-space. We derive the Fourier transform…

Classical Analysis and ODEs · Mathematics 2023-05-23 Leon A. Luxemburg , Steven B. Damelin

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…

Numerical Analysis · Mathematics 2024-03-12 Pratibha Shakya

We provide exact analytical solutions for the problem of time-optimal transfer of coherence from one spin polarization to a three-fold coherence in a trilinear Ising chain with a fixed energy available and subject to local controls with a…

Quantum Physics · Physics 2014-12-01 A. Carlini , T. Koike

We consider the Selective Harmonic Modulation (SHM) problem, consisting in the design of a staircase control signal with some prescribed frequency components. In this work, we propose a novel methodology to address SHM as an optimal control…

Optimization and Control · Mathematics 2021-11-09 Umberto Biccari , Carlos Esteve-Yagüe , Deyviss Jesús Oroya-Villalta

Semantic communications target to reliably convey the semantic meaning of messages. It is different from existing communication systems focusing on reliable bit transmission. To achieve the goal of semantic communications, we propose a…

Signal Processing · Electrical Eng. & Systems 2022-08-19 Shuaishuai Guo , Yanhu Wang , Peng Zhang

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

This paper concerns the numerical solution of a fully nonlinear parabolic double obstacle problem arising from a finite portfolio selection with proportional transaction costs. We consider the optimal allocation of wealth among multiple…

Portfolio Management · Quantitative Finance 2017-11-06 Arash Fahim , Wan-Yu Tsai

We propose joining a flexible mesh design with an integrated residual transcription in order to improve the accuracy of numerical solutions to optimal control problems. This approach is particularly useful when state or input trajectories…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Lucian Nita , Eric C. Kerrigan

This paper deals with a one-dimensional wave equation being subjected to a unilateral boundary condition. An approximation of this problem combining the finite element and mass redistribution methods is proposed. The mass redistribution…

Numerical Analysis · Mathematics 2016-01-06 Farshid Dabaghi , Pavel Krejci , Adrien Petrov , Jérôme Pousin , Yves Renard
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