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We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…

Optimization and Control · Mathematics 2009-07-28 Pierre Carpentier , Guy Cohen , Anes Dallagi

This paper aims at solving an optimal control problem governed by an anisotropic Allen-Cahn equation numerically. Therefore we first prove the Fr\'echet differentiability of an in time discretized parabolic control problem under certain…

Optimization and Control · Mathematics 2024-08-12 Luise Blank , Johannes Meisinger

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

Numerical Analysis · Mathematics 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

In this paper, we present a novel solution strategy for the Cahn-Hilliard-Biot model, a three-way coupled system that features the interplay of solid phase separation, fluid dynamics, and elastic deformations in porous media. It is a…

Numerical Analysis · Mathematics 2026-02-02 Cedric Riethmüller , Erlend Storvik

This paper is intended to tackle the control problem associated with an extended phase field system of Cahn-Hilliard type that is related to a tumor growth model. This system has been investigated in previous contributions from the…

Analysis of PDEs · Mathematics 2018-11-26 Andrea Signori

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

Optimization and Control · Mathematics 2022-08-17 Jianfeng Luo , Xiaojun Chen

We consider an unregularized optimal control problem subject to the steady-state Navier-Stokes equations. We derive the existence of optimal solutions and prove first- and second-order optimality conditions. To approximate solutions to the…

Numerical Analysis · Mathematics 2026-05-26 Francisco Fuica , Nicolai Jork

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

Many robotics tasks, such as path planning or trajectory optimization, are formulated as optimal control problems (OCPs). The key to obtaining high performance lies in the design of the OCP's objective function. In practice, the objective…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Trevor Barron , Xiaojing Zhang

A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…

Numerical Analysis · Mathematics 2015-05-18 Mariela Olguín , Domingo A. Tarzia

In this paper we study we study a Dirichlet optimal control prob- lem associated with a linear elliptic equation the coefficients of which we take as controls in the class of integrable functions. The characteristic feature of this control…

Optimization and Control · Mathematics 2015-10-30 Thierry Horsin , Peter Kogut , Olivier Wilk

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…

Numerical Analysis · Mathematics 2023-08-03 Thomas Führer , Michael Karkulik

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…

Numerical Analysis · Mathematics 2017-04-05 Enrique Otárola , Abner J. Salgado

Optimization-based (OB) alternatives to traditional flux limiters couch preservation of properties such as local bounds and maximum principles into optimization problems, which impose these properties through inequality constraints. In this…

Optimization and Control · Mathematics 2024-12-30 Falko Ruppenthal , Denis Ridzal , Dmitri Kuzmin , Pavel Bochev

We address an optimal control problem governed by a system coupling a Brinkman-type momentum equation for the velocity field with a sixth-order Cahn-Hilliard equation for the phase variable, incorporating curvature effects in the free…

Optimization and Control · Mathematics 2026-01-12 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

We consider the numerical approximations of the Cahn-Hilliard equation with dynamic boundary conditions (C. Liu et. al., Arch. Rational Mech. Anal., 2019). We propose a first-order in time, linear and energy stable numerical scheme, which…

Numerical Analysis · Mathematics 2020-10-14 Xuelian Bao , Hui Zhang

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

Optimization and Control · Mathematics 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente