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It is a classical problem in fluid dynamics about the stability and instability of different hydrodynamic patterns in various physical settings, in particular in the high Reynolds number limit of laminar flow with boundary layer. However,…

Analysis of PDEs · Mathematics 2023-08-29 Tong Yang , Zhu Zhang

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

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

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

Recently there has been an increasing interest for a better understanding of ultra low Reynolds number flows. In this context we present a new setup which allows to efficiently solve the stationary incompressible Navier-Stokes equations in…

Fluid Dynamics · Physics 2015-05-13 Vincent Heuveline , Peter Wittwer

It is known that Flux Corrected Transport algorithms can produce entropy-violating solutions of hyperbolic conservation laws. Our purpose is to design flux correction with maximal antidiffusive fluxes to obtain entropy solutions of scalar…

Numerical Analysis · Mathematics 2022-04-12 Sergii Kivva

The coupled problems of selecting control nodes and designing control actions for nonlinear network dynamics are fundamental scientific problems with applications in many diverse fields. These problems are thoroughly studied for linear…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Aleksandar Haber , Sebastian A. Nugroho , Patricio Torres , Ahmad F. Taha

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

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…

Fluid Dynamics · Physics 2024-01-17 Paul M Mannix , Calum S Skene , Didier Auroux , Florence Marcotte

This work discusses the correct modeling of the fully nonlinear free surface boundary conditions to be prescribed in water waves flow simulations based on potential flow theory. The main goal of such a discussion is that of identifying a…

Numerical Analysis · Mathematics 2023-06-06 Andrea Mola , Nicola Giuliani , Óscar Crego , Gianluigi Rozza

Computational fluid dynamics (CFD) simulations play an important role in engineering science and applications, however, it is not applicable for problems requiring a large number of repeated calculations. Accordingly, many reduced-order…

Fluid Dynamics · Physics 2026-05-28 Shan Ding , Yongfu Tian , Rui Yang

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

Motion planning for multi-jointed robots is challenging. Due to the inherent complexity of the problem, most existing works decompose motion planning as easier subproblems. However, because of the inconsistent performance metrics, only…

Robotics · Computer Science 2018-10-11 Yu Zhao , Hsien-Chung Lin , Masayoshi Tomizuka

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…

Robotics · Computer Science 2024-08-21 Fatemeh Rastgar

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

T. Borrvall and J. Petersson [Topology optimization of fluids in Stokes flow, International Journal for Numerical Methods in Fluids 41 (1) (2003) 77--107] developed the first model for topology optimization of fluids in Stokes flow. They…

Numerical Analysis · Mathematics 2022-04-14 Ioannis P. A. Papadopoulos , Endre Süli