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In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Cheng Zhao , Yanbin Zhang

In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a…

Analysis of PDEs · Mathematics 2020-04-13 Jun Zheng , Guchuan Zhu

This paper shows that penalized backward stochastic differential equation (BSDE), which is often used to approximate and solve the corresponding reflected BSDE, admits both optimal stopping representation and optimal control representation.…

Probability · Mathematics 2015-04-01 Gechun Liang

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

Optimization and Control · Mathematics 2017-11-27 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial…

Numerical Analysis · Mathematics 2023-05-03 Lianghao Cao , Thomas O'Leary-Roseberry , Prashant K. Jha , J. Tinsley Oden , Omar Ghattas

We present a framework which enables the analysis of dynamic inverse problems for wave phenomena that are modeled through second-order hyperbolic PDEs. This includes well-posedness and regularity results for the forward operator in an…

Analysis of PDEs · Mathematics 2020-02-19 Thies Gerken

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

Physics-informed neural networks (PINNs) have garnered significant interest for their potential in solving partial differential equations (PDEs) that govern a wide range of physical phenomena. By incorporating physical laws into the…

Machine Learning · Computer Science 2026-04-24 Jian Cheng Wong , Isaac Yin Chung Lai , Pao-Hsiung Chiu , Chin Chun Ooi , Abhishek Gupta , Yew-Soon Ong

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Optimization and Control · Mathematics 2020-09-23 Martin Burger , René Pinnau , Claudia Totzeck , Oliver Tse

The field of Optimal Control under Partial Differential Equations (PDE) constraints is rapidly changing under the influence of Deep Learning and the accompanying automatic differentiation libraries. Novel techniques like Physics-Informed…

Machine Learning · Computer Science 2023-10-05 Roussel Desmond Nzoyem , David A. W. Barton , Tom Deakin

We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Nicole Aretz , Thomas Lynn , Karen Willcox , Sven Leyffer

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from…

Machine Learning · Computer Science 2023-05-29 Yingtao Luo , Qiang Liu , Yuntian Chen , Wenbo Hu , Tian Tian , Jun Zhu

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

Partial Differential Equations (PDEs) describe phenomena ranging from turbulence and epidemics to quantum mechanics and financial markets. Despite recent advances in computational science, solving such PDEs for real-world applications…

Machine Learning · Computer Science 2025-05-19 Lothar Heimbach , Sebastian Kaltenbach , Petr Karnakov , Francis J. Alexander , Petros Koumoutsakos

The two-matrix model can be solved by introducing bi-orthogonal polynomials. In the case the potentials in the measure are polynomials, finite sequences of bi-orthogonal polynomials (called "windows") satisfy polynomial ODEs as well as…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 M. Bertola , B. Eynard

This paper proposes a novel non-iterative method to solve power system differential algebraic equations (DAEs) using the differential transformation, a mathematical tool that can obtain power series coefficients by transformation rules…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Yang Liu , Kai Sun

We solve the global asymptotic stability problem of an unstable reaction-diffusion Partial Differential Equation (PDE) subject to input delay and state quantization developing a switched predictor-feedback law. To deal with the input delay,…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Florent Koudohode , Nikolaos Bekiaris-Liberis

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

Methodology · Statistics 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

A backstepping-based compensator design is developed for a system of $2\times2$ first-order linear hyperbolic partial differential equations (PDE) in the presence of an uncertain long input delay at boundary. We introduce a transport PDE to…

Optimization and Control · Mathematics 2023-07-24 Jing Zhang , Jie Qi