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This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained…

Robotics · Computer Science 2023-04-26 Ricard Bordalba , Tobias Schoels , Lluís Ros , Josep M. Porta , Moritz Diehl

This paper explores the problem of selecting sensor nodes for a general class of nonlinear dynamical networks. In particular, we study the problem by utilizing altered definitions of observability and open-loop lifted observers. The…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Mohamad H. Kazma , Sebastian A. Nugroho , Aleksandar Haber , Ahmad F. Taha

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

In this paper, we propose a strategy to solve endo-atmospheric launch vehicle optimal control problems using indirect methods. More specifically, we combine shooting methods with an adequate continuation algorithm, taking advantage of the…

Optimization and Control · Mathematics 2017-03-16 Riccardo Bonalli , Bruno Hérissé , Emmanuel Trélat

Direct methods can provide rapid screening of the dynamical security of large numbers fault and contingency scenarios by avoiding extensive time simulation. We introduce a computationally-efficient direct method based on optimization that…

Systems and Control · Computer Science 2014-09-17 Scott Backhaus , Russell Bent , Daniel Bienstock , Michael Chertkov , Dvijotham Krishnamurthy

This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Dmitry Karamzin , Nathalie T. Khalil , Fernando Lobo Pereira

This paper presents an optimal control problem to analyze the efficacy of counter-terrorism tactics. We present an algorithm that efficiently combines the Minimum Principle of Pontryagin, the shooting method and the cyclic descent of…

Optimization and Control · Mathematics 2025-01-16 L. Bayon , P. Fortuny Ayuso , P. J. Garcia-Nieto , J. M. Grau , M. M. Ruiz

Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…

Numerical Analysis · Mathematics 2013-07-16 M. Parsani , D. I. Ketcheson , W. Deconinck

This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…

Systems and Control · Computer Science 2017-11-27 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…

Optimization and Control · Mathematics 2021-06-09 Sotaro Katayama , Toshiyuki Ohtsuka

In this paper, discrete linear quadratic regulator (DLQR) and iterative linear quadratic regulator (ILQR) methods based on high-order Runge-Kutta (RK) discretization are proposed for solving linear and nonlinear quadratic optimal control…

Numerical Analysis · Mathematics 2022-01-03 Zuodi Xie , Tieqiang Gang

A recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws [41, 43] is extended to the unsteady case. Central to the framework is an optimization…

Numerical Analysis · Mathematics 2022-01-26 Andrew Shi , Per-Olof Persson , Matthew Zahr

This article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Dmitry Karamzin , Fernando Lobo Pereira

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

An approach is treated for numerical integration of ordinary differential equations systems of the first order with choice of a computation scheme, ensuring the required local precision. The treatment is made on the basis of schemes of…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

We present a direct numerical method for the solution of an optimal control problem controlling the growth of LDL, HDL and plaque. The optimal control problem is constrained with a system of coupled nonlinear free and mixed boundary partial…

Optimization and Control · Mathematics 2022-03-09 F. Nasresfahani , M. R. Eslahchi

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…

Numerical Analysis · Mathematics 2026-02-11 Abhijit Biswas , David I. Ketcheson , Steven Roberts , Benjamin Seibold , David Shirokoff

We consider a state-constrained optimal control problem of a system of two non-local partial-differential equations, which is an extension of the one introduced in a previous work in mathematical oncology. The aim is to minimize the tumor…

Optimization and Control · Mathematics 2018-01-18 Antoine Olivier , Camille Pouchol