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We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Recent years have seen the emergence of nonlinear methods for solving partial differential equations (PDEs), such as physics-informed neural networks (PINNs). While these approaches often perform well in practice, their theoretical analysis…

Numerical Analysis · Mathematics 2025-08-27 Alexandre Magueresse , Santiago Badia

Deep learning has been highly successful in some applications. Nevertheless, its use for solving partial differential equations (PDEs) has only been of recent interest with current state-of-the-art machine learning libraries, e.g.,…

Machine Learning · Computer Science 2024-10-22 Hamid El Bahja , Jan Christian Hauffen , Peter Jung , Bubacarr Bah , Issa Karambal

In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex…

Optimization and Control · Mathematics 2024-04-29 Sachin Shivakumar , Matthew Peet

Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…

Quantum Physics · Physics 2026-05-29 Yuki Sato , Jumpei Kato , Hiroshi Yano , Kosuke Ito , Naoki Yamamoto

This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The…

Optimization and Control · Mathematics 2021-10-08 Dominik Garmatter , Margherita Porcelli , Francesco Rinaldi , Martin Stoll

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

In this paper, we propose a refinement strategy to the well-known Physics-Informed Neural Networks (PINNs) for solving partial differential equations (PDEs) based on the concept of Optimal Transport (OT). Conventional black-box PINNs…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Vaishnav Tadiparthi , Raktim Bhattacharya

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

Systems and Control · Computer Science 2017-07-12 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…

Optimization and Control · Mathematics 2025-01-16 Anthony Hastir , Birgit Jacob , Hans Zwart

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

Numerical Analysis · Mathematics 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

We show that the physics-informed neural networks (PINNs), in combination with some recently developed discontinuity capturing neural networks, can be applied to solve optimal control problems subject to partial differential equations…

Optimization and Control · Mathematics 2026-02-16 Ming-Chih Lai , Yongcun Song , Xiaoming Yuan , Hangrui Yue , Tianyou Zeng

Can neural networks learn to solve partial differential equations (PDEs)? We investigate this question for two (systems of) PDEs, namely, the Poisson equation and the steady Navier--Stokes equations. The contributions of this paper are…

Machine Learning · Computer Science 2019-04-16 Tim Dockhorn

In this paper, a highly parallel and derivative-free martingale neural network learning method is proposed to solve Hamilton-Jacobi-Bellman (HJB) equations arising from stochastic optimal control problems (SOCPs), as well as general…

Optimization and Control · Mathematics 2024-12-23 Wei Cai , Shuixin Fang , Wenzhong Zhang , Tao Zhou

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz
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