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In this paper, we investigate the exact controllability properties of an advection-diffusion equation on a bounded domain, using time- and space-dependent velocity fields as the control parameters. This partial differential equation (PDE)…
The purpose of this note is to propose a new approach for the probabilistic interpretation of Hamilton-Jacobi-Bellman equations associated with stochastic recursive optimal control problems, utilizing the representation theorem for…
The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…
We propose a new hybridizable discontinuous Galerkin (HDG) method to approximate the solution of a Dirichlet boundary control problem governed by an elliptic convection diffusion PDE. Even without a convection term, Dirichlet boundary…
We study the boundary control of solutions of the Helmholtz and Maxwell equations to enforce local non-zero constraints. These constraints may represent the local absence of nodal or critical points, or that certain functionals depending on…
This paper addresses the problem of obtaining low-order models of fluid flows for the purpose of designing robust feedback controllers. This is challenging since whilst many flows are governed by a set of nonlinear, partial…
The aim of this work is to point out that the class of free boundary problems governed by second order autonomous ordinary differential equations can be transformed to initial value problems. Interest in the numerical solution of free…
We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity…
In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…
Reduction multigrids have recently shown good performance in hyperbolic problems without the need for Gauss-Seidel smoothers. When applied to the hyperbolic limit of the Boltzmann Transport Equation (BTE), these methods result in very close…
A high-fidelity simulation of the shock/transitional boundary layer interaction caused by a 15-degrees axisymmetrical compression ramp is performed at a freestream Mach number of 5 and a transitional Reynolds number. The inlet of the…
Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…
Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
We study the optimal control formulation for stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By viewing the SNLSE as a stochastic Wasserstein Hamiltonian flow on density manifold, we show the global existence of a…
We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a…
We consider a steady-state heat conduction problem $P$ for the Poisson equation with mixed boundary conditions in a bounded multidimensional domain $\Omega$. We also consider a family of problems $P_{\alpha}$ for the same Poisson equation…
The present work considers the optimal control of a convective Cahn-Hilliard system, where the control enters through the velocity in the transport term. We prove the existence of a solution to the considered optimal control problem. For an…
We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…
In this work, we propose an asymptotic preserving scheme for a non-linear kinetic reaction-transport equation, in the regime of sharp interface. With a non-linear reaction term of KPP-type, a phenomenon of front propagation has been proved…