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We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

Numerical Analysis · Mathematics 2022-10-06 Dominic Breit , Andreas Prohl

This paper analyzes an interface-unfitted numerical method for distributed optimal control problems governed by elliptic interface equations. We follow the variational discretization concept to discretize the optimal control problems, and…

Numerical Analysis · Mathematics 2018-10-05 Tao Wang , Chaochao Yang , Xiaoping Xie

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…

Optimization and Control · Mathematics 2023-07-04 Enrique Otarola

The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

One of the reasons for the success of the finite element method is its versatility to deal with different types of geometries. This is particularly true of problems posed in curved domains of arbitrary shape. In the case of second order…

Numerical Analysis · Mathematics 2020-03-24 Vitoriano Ruas

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Jiongmin Yong

In a previous work, we introduced a discretization scheme for a constrained optimal control problem involving the fractional Laplacian. For such a control problem, we derived optimal a priori error estimates that demand the convexity of the…

Optimization and Control · Mathematics 2016-03-31 Harbir Antil , Enrique Otarola

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 consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…

Optimization and Control · Mathematics 2019-10-02 Martin Benning , Elena Celledoni , Matthias J. Ehrhardt , Brynjulf Owren , Carola-Bibiane Schönlieb

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Gilberto O. Corrêa , Marlon M. López-Flores , Alexandre L. Madureira

We prove the convergence of the fixed-point (also called thresholding) algorithm in three optimal control problems under large volume constraints. This algorithm was introduced by C\'ea, Gioan and Michel, and is of constant use in the…

Optimization and Control · Mathematics 2023-06-27 Antonin Chambolle , Idriss Mazari-Fouquer , Yannick Privat

We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…

Numerical Analysis · Mathematics 2021-12-16 Alejandro Allendes , Francisco Fuica , Enrique Otarola

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

Motivated by various applications, this article develops the notion of boundary control for Maxwell's equations in the frequency domain. Surface curl is shown to be the appropriate regularization in order for the optimal control problem to…

Optimization and Control · Mathematics 2022-10-03 Harbir Antil , Hugo Díaz

The Stokes problem with non-homogeneous Dirichlet boundary condition is solved numerically using conforming discretizations and an approximation of the boundary datum in the corresponding trace space. Optimal discretization error estimates…

Numerical Analysis · Mathematics 2026-04-14 Thomas Apel , Katharina Lorenz , Johannes Pfefferer

We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…

Optimization and Control · Mathematics 2020-04-20 Harbir Antil , Tran Nhan Tam Quyen

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

In this paper, we discuss the numerical approximation of a distributed optimal control problem governed by the von Karman equations, defined in polygonal domains with point-wise control constraints. Conforming finite elements are employed…

Numerical Analysis · Mathematics 2017-09-19 Gouranga Mallik , Neela Nataraj , Jean-Pierre Raymond

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the…

Numerical Analysis · Mathematics 2023-06-28 Peter Gangl , Richard Löscher , Olaf Steinbach