Related papers: A~posteriori error analysis for optimization with …
In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…
In this paper, we introduce a novel a posteriori error estimator for the conforming finite element approximation to the H(curl) problem with inhomogeneous media and with the right-hand side only in L^2. The estimator is of the recovery…
A general framework for goal-oriented a posteriori error estimation for finite volume methods is presented. The framework does not rely on recasting finite volume methods as special cases of finite element methods, but instead directly…
Finite element methods for a model elliptic distributed optimal control problem with pointwise state constraints are considered from the perspective of fourth order boundary value problems.
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…
In this paper, the a posteriori error estimates of the exponential midpoint method for time discretization are studied for linear and semilinear parabolic equations. Using the exponential midpoint approximation defined by a continuous and…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…
This article concerns the performance limits of strictly causal state estimation for linear systems with fixed, but uncertain, parameters belonging to a finite set. In particular, we provide upper and lower bounds on the smallest achievable…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…
This work develops polynomial-degree-robust (p-robust) equilibrated a posteriori error estimates for $H(\rm curl)$, $H(\rm div)$ and $H(\rm divdiv)$ problems, based on $H^1$ auxiliary space decomposition. The proposed framework employs…
We address the error control of Galerkin discretization (in space) of linear second order hyperbolic problems. More specifically, we derive a posteriori error bounds in the L\infty(L2)-norm for finite element methods for the linear wave…
A posteriori error estimates are constructed for the three-field variational formulation of the Biot problem involving the displacements, the total pressure and the fluid pressure. The discretization under focus is the…
We provide a posteriori error estimates for a discontinuous Galerkin scheme for the parabolic-elliptic Keller-Segel system in 2 or 3 space dimensions. The estimates are conditional, in the sense that an a posteriori computable quantity…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
The paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for $n\times n$ hyperbolic conservation laws in one space dimension. These estimates are achieved by a "post-processing algorithm", checking that…
We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…