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Gas transport and other complex real-world challenges often require solving and controlling partial differential equations (PDEs) defined on graph structures, which typically demand substantial memory and computational resources. The Random…

Numerical Analysis · Mathematics 2025-06-16 Martín Hernández , Enrique Zuazua

In this paper, we study an optimal boundary control problem for the Boussinesq equations, which couple the time-dependent Navier-Stokes system with a heat equation, where the control enters through a Robin boundary condition on temperature.…

Numerical Analysis · Mathematics 2026-03-03 Wei Gong , Dongdong Liang , Xianbing Luo , Changlun Ye

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

Optimization and Control · Mathematics 2022-09-01 Peng Chen , Johannes O. Royset

We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…

Numerical Analysis · Mathematics 2024-05-10 Francisco Fuica , Felipe Lepe , Pablo Venegas

This work presents an alternative view on the numerical simulation of diffusion processes applied to the heat and moisture transfer through porous building materials. Traditionally, by using the finite-difference approach, the…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

In this paper, we prove a logarithmic convexity that reflects an observability estimate at a single point of time for 1-D heat equation with dynamic boundary conditions. Consequently, we establish the impulse approximate controllability for…

Optimization and Control · Mathematics 2022-06-23 S. E. Chorfi , G. El Guermai , L. Maniar , W. Zouhair

The minimization of operation costs for natural gas transport networks is studied. Based on a recently developed model hierarchy ranging from detailed models of instationary partial differential equations with temperature dependence to…

Optimization and Control · Mathematics 2017-12-08 Volker Mehrmann , Martin Schmidt , Jeroen J. Stolwijk

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…

Optimization and Control · Mathematics 2017-03-27 Marcus Heitel , Dirk Lebiedz

Coupled 3D-1D problems arise in many practical applications, in an attempt to reduce the computational burden in simulations where cylindrical inclusions with a small section are embedded in a much larger domain. Nonetheless the resolution…

Numerical Analysis · Mathematics 2021-06-10 Stefano Berrone , Denise Grappein , Stefano Scialò , Fabio Vicini

In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires…

Numerical Analysis · Mathematics 2018-11-14 Stefan Dohr , Olaf Steinbach

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…

Numerical Analysis · Mathematics 2020-04-10 Marita Holtmannspötter , Arnd Rösch , Boris Vexler

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…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The corresponding dynamic programming (DP)…

Computational Finance · Quantitative Finance 2010-06-07 Fabien Guilbaud , Mohamed Mnif , Huyên Pham

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

This paper deals with the exact controllability to the trajectories of the one--phase Stefan problem in one spatial dimension. This is a free-boundary problem that models solidification and melting processes. It is assumed that the physical…

Analysis of PDEs · Mathematics 2024-02-02 Jon Asier Bárcena-Petisco , Enrique Fernández-Cara , Diego A. Souza

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

We consider discretized two-dimensional PDE-constrained shape optimization problems, in which shapes are represented by triangular meshes. Given the connectivity, the space of admissible vertex positions was recently identified to be a…

Optimization and Control · Mathematics 2023-08-17 Roland Herzog , Estefanía Loayza-Romero

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski
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