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We examine aspects of the computation of finite element matrices and vectors which are made possible by automated code generation. Given a variational form in a syntax which resembles standard mathematical notation, the low-level computer…

Mathematical Software · Computer Science 2011-04-04 Kristian B. Ølgaard , Garth N. Wells

We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…

Numerical Analysis · Mathematics 2025-12-11 Christos Pervolianakis

Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…

Systems and Control · Electrical Eng. & Systems 2025-06-16 Yilin Zou , Fanghua Jiang

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

Optimization and Control · Mathematics 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

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

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…

Optimization and Control · Mathematics 2014-09-30 Ryo Takei , Weiyan Chen , Zachary Clawson , Slav Kirov , Alexander Vladimirsky

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

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

In this paper, we consider an inverse space-dependent source problem for a time-fractional diffusion equation. To deal with the ill-posedness of the problem, we transform the problem into an optimal control problem with total variational…

Optimization and Control · Mathematics 2025-01-15 Bin Fan

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

Numerical Analysis · Mathematics 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…

Analysis of PDEs · Mathematics 2017-11-03 Michel Duprez , Morgan Morancey , Francesco Rossi

This article presents a general and novel approach to the automation of goal-oriented error control in the solution of nonlinear stationary finite element variational problems. The approach is based on automated linearization to obtain the…

Numerical Analysis · Mathematics 2012-05-01 Marie E. Rognes , Anders Logg

We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

The optimal control of two-level systems by time-dependent laser fields is studied using a variational theory. We obtain, for the first time, general analytical expressions for the optimal pulse shapes leading to global maximization or…

Quantum Physics · Physics 2009-11-10 Martin E. Garcia , Ilia Grigorenko

In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Tanmay Dokania , Yashwanth Kumar Nakka

Achieving optimality in controlling physical systems is a profound challenge across diverse scientific and engineering fields, spanning neuromechanics, biochemistry, autonomous systems, economics, and beyond. Traditional solutions, relying…

Optimization and Control · Mathematics 2025-02-14 Tingli Hu , Sami Haddadin

To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…

Optimization and Control · Mathematics 2021-09-24 Mathieu Granzotto , Romain Postoyan , Lucian Buşoniu , Dragan Nešić , Jamal Daafouz