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This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…

Numerical Analysis · Mathematics 2022-08-31 Binjie Li , Qin Zhou , Xiaoping Xie

The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…

Numerical Analysis · Mathematics 2017-10-16 Sören Bartels , Stephan Hertzog

We consider the 3D stochastic Navier-Stokes equation on the torus. Our main result concerns the temporal and spatio-temporal discretisation of a local strong pathwise solution. We prove optimal convergence rates in for the energy error with…

Numerical Analysis · Mathematics 2023-02-28 Dominic Breit , Alan Dodgson

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

In this work, a geometric discretization of the Navier-Stokes equations is sought by treating momentum as a covector-valued volume-form. The novelty of this approach is that we treat conservation of momentum as a tensor equation and…

Numerical Analysis · Mathematics 2013-04-26 D. Toshniwal , R. H. M. Huijsmans , M. I. Gerritsma

A model of fully developed turbulence of a compressible fluid is briefly reviewed. It is assumed that fluid dynamics is governed by a stochastic version of Navier-Stokes equation. We show how corresponding field theoretic-model can be…

Statistical Mechanics · Physics 2018-10-09 M. Hnatič , N. M. Gulitskiy , T. Lučivjanský , L. Mižišin , V. Škultéty

A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product…

Fluid Dynamics · Physics 2016-04-12 Mamdouh S. Mohamed , Anil N. Hirani , Ravi Samtaney

Discretization of Navier-Stokes' equations using pressure-robust finite element methods is considered for the high Reynolds number regime. To counter oscillations due to dominating convection we add a stabilization based on a bulk term in…

Numerical Analysis · Mathematics 2020-07-09 Naveed Ahmed , Gabriel R. Barrenechea , Erik Burman , Johnny Guzmán , Alexander Linke , Christian Merdon

We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

We construct solutions to the Navier-Stokes equations on $\mathbf{R}^2$ with an arbitrary number of stagnation points which merge and split along trajectories that can be prescribed freely, up to a small deformation.

Analysis of PDEs · Mathematics 2025-10-02 Isidro Benaroya , Alberto Enciso , Daniel Peralta-Salas

We consider two-grid mixed-finite element schemes for the spatial discretization of the incompressible Navier-Stokes equations. A standard mixed-finite element method is applied over the coarse grid to approximate the nonlinear…

Numerical Analysis · Mathematics 2016-12-23 Javier de Frutos , Bosco García-Archilla , Julia Novo

The aim of this work is to study the optimal control problems of flows governed by the incompressible third grade fluid equations with Navier-slip boundary conditions. After recalling a result on the well-posedness of the state equations,…

Optimization and Control · Mathematics 2023-02-14 Yassine Tahraoui , Fernanda Cipriano

We develop a mathematical model for sailboat navigation that can play the same role that the Black and Scholes model plays in mathematical finance: it captures essential features of sailboat navigation, it can provide insights that might…

Optimization and Control · Mathematics 2025-12-25 Carlo Ciccarella , Robert C. Dalang , Laura Vinckenbosch

This paper focuses on the quasi-optimality of an adaptive nonconforming finite element method for a distributed optimal control problem governed by the Stokes equation. The nonconforming lowest order Crouzeix-Raviart element and piecewise…

Numerical Analysis · Mathematics 2026-03-24 Tooba M. Shaikh , Asha K. Dond

The optimal control of thermally convective flows is usually modeled by an optimization problem with constraints of Boussinesq equations that consist of the Navier-Stokes equation and an advection-diffusion equation. This optimal control…

Optimization and Control · Mathematics 2022-11-29 Yongcun Song , Xiaoming Yuan , Hangrui Yue

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. A sliding mode is coped with differential-algebraic equations (DAEs) and that guarantees accurate tracking of the sliding motion…

Optimization and Control · Mathematics 2021-01-21 Radoslaw Pytlak , Damian Suski

A Pontryagin maximum principle for an optimal control problem in three dimensional linearized compressible viscous flows is established using the Ekeland variational principle. The controls are distributed over a bounded domain, while the…

Optimization and Control · Mathematics 2019-10-25 Stefan Doboszczak , Manil T. Mohan , Sivaguru S. Sritharan

We consider a Navier-Stokes model for compressible fluids in one space dimension. We show that it can be approximated by a time-discrete scheme combining the discretization of a trivial stochastic differential equation and the application…

Analysis of PDEs · Mathematics 2012-11-09 Yann Brenier

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the…

Numerical Analysis · Mathematics 2016-08-30 Alejandro Allendes , Enrique Otarola , Richard Rankin , Abner J. Salgado

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

Optimization and Control · Mathematics 2016-11-17 Islam I. Hussein , Melvin Leok , Amit K. Sanyal , Anthony M. Bloch
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