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A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…

Numerical Analysis · Mathematics 2021-10-13 Yulong Liu , Yuanling Niu , Xiujun Cheng

In this paper, we obtain the exact controllability for a refined stochastic wave equation with three controls by establishing a novel Carleman estimate for a backward hyperbolic-like operator. Compared with the known result, the novelty of…

Optimization and Control · Mathematics 2023-09-21 Zhonghua Liao , Qi Lü

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

Numerical Analysis · Mathematics 2021-12-23 Can Huang , Jie Shen

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

We present sufficient conditions for exact controllability of a semilinear infinite dimensional dynamical system. The system mild solution is formed by a noncompact semigroup and a nonlinear disturbance that does not need to be Lipschitz…

Functional Analysis · Mathematics 2018-04-02 Radoslaw Zawiski

We investigate approximate null-controllability for semi-discrete heat equations on the lattice $h\mathbb{Z}^d$ with a potential. By establishing spectral inequalities for the discrete Schr{\"o}dinger operator $P_h = -\Delta_h + V$ on…

Analysis of PDEs · Mathematics 2026-03-16 Yann Bourroux , Philippe Jaming , Yunlei Wang

This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Christoph Rösmann , Artemi Makarow , Torsten Bertram

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

In this paper, we investigate optimal control problems governed by the parabolic interface equation, in which the control acts on the interface. The solution to this problem exhibits low global regularity due to the jump of the coefficient…

Numerical Analysis · Mathematics 2025-10-15 Xindan Zhang , Jianping Zhao , Yanren Hou

In this paper we study the behavior of finite dimensional fixed point iterations, induced by discretization of a continuous fixed point iteration defined within a Banach space setting. We show that the difference between the discrete…

Numerical Analysis · Mathematics 2017-06-29 Mario Amrein

In this paper we develop numerical analysis for finite element discretization of semilinear elliptic equations with potentially non-Lipschitz nonlinearites. The nonlinearity is essecially assumed to be continuous and monotonically…

Numerical Analysis · Mathematics 2024-11-12 Boris Vexler

We consider a fully-discrete approximations of 1-D heat equation with dynamic boundary conditions for which we provide a controllability result. The proof of this result is based on a relaxed observability inequality for the corresponding…

Analysis of PDEs · Mathematics 2022-09-30 Rodrigo Lecaros , Roberto Morales , Ariel Pérez , Sebastián Zamorano

We study (approximate) null-controllability of parabolic equations in $L_p(\mathbb{R}^d)$ and provide explicit bounds on the control cost. In particular we consider systems of the form $\dot{x}(t) = -A_p x(t) + \mathbf{1}_E u(t)$, $x(0) =…

Functional Analysis · Mathematics 2022-10-31 Clemens Bombach , Dennis Gallaun , Christian Seifert , Martin Tautenhahn

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Boris Vexler

We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal control problems posed on Lipschitz polytopes. We consider two strategies of…

Numerical Analysis · Mathematics 2023-03-02 Enrique Otarola

This manuscript is concerned with the approximate controllability of fractional nonlinear differential equations with nonlocal conditions of order $1<q<2$ in Banach spaces. As far as we know, few articles have investigated this issue. The…

Optimization and Control · Mathematics 2024-11-19 Ahmed Aberqi , Zoubida Echchaffani , Touria Karite

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…

Analysis of PDEs · Mathematics 2014-02-04 Davide Addona

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…

Optimization and Control · Mathematics 2021-12-03 Eduardo Casas , Karl Kunisch

We prove global internal controllability in large time for the nonlinear Schrodinger equation on a bounded interval with periodic, Dirichlet or Neumann conditions. Our strategy combines stabilization and local controllability near 0. We use…

Analysis of PDEs · Mathematics 2008-12-18 Camille Laurent